Trading Metrics calculated at close of trading on 11-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2017 |
11-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
22,707 |
22,780 |
73 |
0.3% |
22,355 |
High |
22,799 |
22,819 |
20 |
0.1% |
22,744 |
Low |
22,706 |
22,758 |
52 |
0.2% |
22,347 |
Close |
22,784 |
22,816 |
32 |
0.1% |
22,694 |
Range |
93 |
61 |
-32 |
-34.4% |
397 |
ATR |
108 |
105 |
-3 |
-3.1% |
0 |
Volume |
86,327 |
68,158 |
-18,169 |
-21.0% |
402,047 |
|
Daily Pivots for day following 11-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,981 |
22,959 |
22,850 |
|
R3 |
22,920 |
22,898 |
22,833 |
|
R2 |
22,859 |
22,859 |
22,827 |
|
R1 |
22,837 |
22,837 |
22,822 |
22,848 |
PP |
22,798 |
22,798 |
22,798 |
22,803 |
S1 |
22,776 |
22,776 |
22,811 |
22,787 |
S2 |
22,737 |
22,737 |
22,805 |
|
S3 |
22,676 |
22,715 |
22,799 |
|
S4 |
22,615 |
22,654 |
22,783 |
|
|
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 |
22,819 |
22,596 |
223 |
1.0% |
87 |
0.4% |
99% |
True |
False |
73,120 |
10 |
22,819 |
22,237 |
582 |
2.6% |
96 |
0.4% |
99% |
True |
False |
79,556 |
20 |
22,819 |
22,075 |
744 |
3.3% |
97 |
0.4% |
100% |
True |
False |
94,474 |
40 |
22,819 |
21,540 |
1,279 |
5.6% |
120 |
0.5% |
100% |
True |
False |
60,775 |
60 |
22,819 |
21,406 |
1,413 |
6.2% |
115 |
0.5% |
100% |
True |
False |
40,559 |
80 |
22,819 |
21,101 |
1,718 |
7.5% |
118 |
0.5% |
100% |
True |
False |
30,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,078 |
2.618 |
22,979 |
1.618 |
22,918 |
1.000 |
22,880 |
0.618 |
22,857 |
HIGH |
22,819 |
0.618 |
22,796 |
0.500 |
22,789 |
0.382 |
22,781 |
LOW |
22,758 |
0.618 |
22,720 |
1.000 |
22,697 |
1.618 |
22,659 |
2.618 |
22,598 |
4.250 |
22,499 |
|
|
Fisher Pivots for day following 11-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
22,807 |
22,793 |
PP |
22,798 |
22,770 |
S1 |
22,789 |
22,748 |
|