Trading Metrics calculated at close of trading on 06-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2017 |
06-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
22,597 |
22,730 |
133 |
0.6% |
22,355 |
High |
22,744 |
22,739 |
-5 |
0.0% |
22,744 |
Low |
22,596 |
22,680 |
84 |
0.4% |
22,347 |
Close |
22,740 |
22,694 |
-46 |
-0.2% |
22,694 |
Range |
148 |
59 |
-89 |
-60.1% |
397 |
ATR |
116 |
112 |
-4 |
-3.4% |
0 |
Volume |
71,116 |
77,797 |
6,681 |
9.4% |
402,047 |
|
Daily Pivots for day following 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,881 |
22,847 |
22,727 |
|
R3 |
22,822 |
22,788 |
22,710 |
|
R2 |
22,763 |
22,763 |
22,705 |
|
R1 |
22,729 |
22,729 |
22,700 |
22,717 |
PP |
22,704 |
22,704 |
22,704 |
22,698 |
S1 |
22,670 |
22,670 |
22,689 |
22,658 |
S2 |
22,645 |
22,645 |
22,683 |
|
S3 |
22,586 |
22,611 |
22,678 |
|
S4 |
22,527 |
22,552 |
22,662 |
|
|
Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,786 |
23,637 |
22,912 |
|
R3 |
23,389 |
23,240 |
22,803 |
|
R2 |
22,992 |
22,992 |
22,767 |
|
R1 |
22,843 |
22,843 |
22,731 |
22,918 |
PP |
22,595 |
22,595 |
22,595 |
22,632 |
S1 |
22,446 |
22,446 |
22,658 |
22,521 |
S2 |
22,198 |
22,198 |
22,621 |
|
S3 |
21,801 |
22,049 |
22,585 |
|
S4 |
21,404 |
21,652 |
22,476 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,744 |
22,347 |
397 |
1.7% |
111 |
0.5% |
87% |
False |
False |
80,409 |
10 |
22,744 |
22,174 |
570 |
2.5% |
111 |
0.5% |
91% |
False |
False |
94,177 |
20 |
22,744 |
21,817 |
927 |
4.1% |
104 |
0.5% |
95% |
False |
False |
101,298 |
40 |
22,744 |
21,540 |
1,204 |
5.3% |
122 |
0.5% |
96% |
False |
False |
55,374 |
60 |
22,744 |
21,377 |
1,367 |
6.0% |
118 |
0.5% |
96% |
False |
False |
36,950 |
80 |
22,744 |
21,101 |
1,643 |
7.2% |
120 |
0.5% |
97% |
False |
False |
27,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,990 |
2.618 |
22,894 |
1.618 |
22,835 |
1.000 |
22,798 |
0.618 |
22,776 |
HIGH |
22,739 |
0.618 |
22,717 |
0.500 |
22,710 |
0.382 |
22,703 |
LOW |
22,680 |
0.618 |
22,644 |
1.000 |
22,621 |
1.618 |
22,585 |
2.618 |
22,526 |
4.250 |
22,429 |
|
|
Fisher Pivots for day following 06-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
22,710 |
22,683 |
PP |
22,704 |
22,673 |
S1 |
22,699 |
22,662 |
|