Trading Metrics calculated at close of trading on 12-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2017 |
12-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
22,780 |
22,813 |
33 |
0.1% |
22,355 |
High |
22,819 |
22,835 |
16 |
0.1% |
22,744 |
Low |
22,758 |
22,770 |
12 |
0.1% |
22,347 |
Close |
22,816 |
22,798 |
-18 |
-0.1% |
22,694 |
Range |
61 |
65 |
4 |
6.6% |
397 |
ATR |
105 |
102 |
-3 |
-2.7% |
0 |
Volume |
68,158 |
70,452 |
2,294 |
3.4% |
402,047 |
|
Daily Pivots for day following 12-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,996 |
22,962 |
22,834 |
|
R3 |
22,931 |
22,897 |
22,816 |
|
R2 |
22,866 |
22,866 |
22,810 |
|
R1 |
22,832 |
22,832 |
22,804 |
22,817 |
PP |
22,801 |
22,801 |
22,801 |
22,793 |
S1 |
22,767 |
22,767 |
22,792 |
22,752 |
S2 |
22,736 |
22,736 |
22,786 |
|
S3 |
22,671 |
22,702 |
22,780 |
|
S4 |
22,606 |
22,637 |
22,762 |
|
|
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 |
22,835 |
22,676 |
159 |
0.7% |
71 |
0.3% |
77% |
True |
False |
72,988 |
10 |
22,835 |
22,281 |
554 |
2.4% |
92 |
0.4% |
93% |
True |
False |
77,166 |
20 |
22,835 |
22,128 |
707 |
3.1% |
95 |
0.4% |
95% |
True |
False |
92,455 |
40 |
22,835 |
21,540 |
1,295 |
5.7% |
120 |
0.5% |
97% |
True |
False |
62,531 |
60 |
22,835 |
21,406 |
1,429 |
6.3% |
115 |
0.5% |
97% |
True |
False |
41,733 |
80 |
22,835 |
21,101 |
1,734 |
7.6% |
118 |
0.5% |
98% |
True |
False |
31,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,111 |
2.618 |
23,005 |
1.618 |
22,940 |
1.000 |
22,900 |
0.618 |
22,875 |
HIGH |
22,835 |
0.618 |
22,810 |
0.500 |
22,803 |
0.382 |
22,795 |
LOW |
22,770 |
0.618 |
22,730 |
1.000 |
22,705 |
1.618 |
22,665 |
2.618 |
22,600 |
4.250 |
22,494 |
|
|
Fisher Pivots for day following 12-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
22,803 |
22,789 |
PP |
22,801 |
22,780 |
S1 |
22,800 |
22,771 |
|