Trading Metrics calculated at close of trading on 20-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2017 |
20-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
23,113 |
23,115 |
2 |
0.0% |
22,825 |
High |
23,124 |
23,283 |
159 |
0.7% |
23,283 |
Low |
22,951 |
23,106 |
155 |
0.7% |
22,821 |
Close |
23,114 |
23,277 |
163 |
0.7% |
23,277 |
Range |
173 |
177 |
4 |
2.3% |
462 |
ATR |
108 |
113 |
5 |
4.5% |
0 |
Volume |
138,863 |
121,588 |
-17,275 |
-12.4% |
498,728 |
|
Daily Pivots for day following 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,753 |
23,692 |
23,374 |
|
R3 |
23,576 |
23,515 |
23,326 |
|
R2 |
23,399 |
23,399 |
23,310 |
|
R1 |
23,338 |
23,338 |
23,293 |
23,369 |
PP |
23,222 |
23,222 |
23,222 |
23,237 |
S1 |
23,161 |
23,161 |
23,261 |
23,192 |
S2 |
23,045 |
23,045 |
23,245 |
|
S3 |
22,868 |
22,984 |
23,228 |
|
S4 |
22,691 |
22,807 |
23,180 |
|
|
Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,513 |
24,357 |
23,531 |
|
R3 |
24,051 |
23,895 |
23,404 |
|
R2 |
23,589 |
23,589 |
23,362 |
|
R1 |
23,433 |
23,433 |
23,319 |
23,511 |
PP |
23,127 |
23,127 |
23,127 |
23,166 |
S1 |
22,971 |
22,971 |
23,235 |
23,049 |
S2 |
22,665 |
22,665 |
23,192 |
|
S3 |
22,203 |
22,509 |
23,150 |
|
S4 |
21,741 |
22,047 |
23,023 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
23,283 |
22,821 |
462 |
2.0% |
137 |
0.6% |
99% |
True |
False |
99,745 |
10 |
23,283 |
22,676 |
607 |
2.6% |
105 |
0.5% |
99% |
True |
False |
85,987 |
20 |
23,283 |
22,174 |
1,109 |
4.8% |
108 |
0.5% |
99% |
True |
False |
90,082 |
40 |
23,283 |
21,555 |
1,728 |
7.4% |
113 |
0.5% |
100% |
True |
False |
76,792 |
60 |
23,283 |
21,540 |
1,743 |
7.5% |
116 |
0.5% |
100% |
True |
False |
51,273 |
80 |
23,283 |
21,101 |
2,182 |
9.4% |
119 |
0.5% |
100% |
True |
False |
38,467 |
100 |
23,283 |
20,906 |
2,377 |
10.2% |
113 |
0.5% |
100% |
True |
False |
30,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,035 |
2.618 |
23,747 |
1.618 |
23,570 |
1.000 |
23,460 |
0.618 |
23,393 |
HIGH |
23,283 |
0.618 |
23,216 |
0.500 |
23,195 |
0.382 |
23,174 |
LOW |
23,106 |
0.618 |
22,997 |
1.000 |
22,929 |
1.618 |
22,820 |
2.618 |
22,643 |
4.250 |
22,354 |
|
|
Fisher Pivots for day following 20-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
23,250 |
23,224 |
PP |
23,222 |
23,170 |
S1 |
23,195 |
23,117 |
|