Trading Metrics calculated at close of trading on 24-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2017 |
24-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
23,272 |
23,220 |
-52 |
-0.2% |
22,825 |
High |
23,320 |
23,436 |
116 |
0.5% |
23,283 |
Low |
23,214 |
23,220 |
6 |
0.0% |
22,821 |
Close |
23,228 |
23,403 |
175 |
0.8% |
23,277 |
Range |
106 |
216 |
110 |
103.8% |
462 |
ATR |
113 |
120 |
7 |
6.6% |
0 |
Volume |
103,260 |
132,148 |
28,888 |
28.0% |
498,728 |
|
Daily Pivots for day following 24-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,001 |
23,918 |
23,522 |
|
R3 |
23,785 |
23,702 |
23,463 |
|
R2 |
23,569 |
23,569 |
23,443 |
|
R1 |
23,486 |
23,486 |
23,423 |
23,528 |
PP |
23,353 |
23,353 |
23,353 |
23,374 |
S1 |
23,270 |
23,270 |
23,383 |
23,312 |
S2 |
23,137 |
23,137 |
23,364 |
|
S3 |
22,921 |
23,054 |
23,344 |
|
S4 |
22,705 |
22,838 |
23,284 |
|
|
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 |
23,436 |
22,951 |
485 |
2.1% |
167 |
0.7% |
93% |
True |
False |
116,299 |
10 |
23,436 |
22,758 |
678 |
2.9% |
121 |
0.5% |
95% |
True |
False |
94,675 |
20 |
23,436 |
22,208 |
1,228 |
5.2% |
111 |
0.5% |
97% |
True |
False |
89,479 |
40 |
23,436 |
21,555 |
1,881 |
8.0% |
115 |
0.5% |
98% |
True |
False |
82,665 |
60 |
23,436 |
21,540 |
1,896 |
8.1% |
117 |
0.5% |
98% |
True |
False |
55,193 |
80 |
23,436 |
21,188 |
2,248 |
9.6% |
118 |
0.5% |
99% |
True |
False |
41,407 |
100 |
23,436 |
21,033 |
2,403 |
10.3% |
114 |
0.5% |
99% |
True |
False |
33,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,354 |
2.618 |
24,002 |
1.618 |
23,786 |
1.000 |
23,652 |
0.618 |
23,570 |
HIGH |
23,436 |
0.618 |
23,354 |
0.500 |
23,328 |
0.382 |
23,303 |
LOW |
23,220 |
0.618 |
23,087 |
1.000 |
23,004 |
1.618 |
22,871 |
2.618 |
22,655 |
4.250 |
22,302 |
|
|
Fisher Pivots for day following 24-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
23,378 |
23,359 |
PP |
23,353 |
23,315 |
S1 |
23,328 |
23,271 |
|