Trading Metrics calculated at close of trading on 25-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2017 |
25-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
23,220 |
23,389 |
169 |
0.7% |
22,825 |
High |
23,436 |
23,416 |
-20 |
-0.1% |
23,283 |
Low |
23,220 |
23,203 |
-17 |
-0.1% |
22,821 |
Close |
23,403 |
23,301 |
-102 |
-0.4% |
23,277 |
Range |
216 |
213 |
-3 |
-1.4% |
462 |
ATR |
120 |
127 |
7 |
5.5% |
0 |
Volume |
132,148 |
189,234 |
57,086 |
43.2% |
498,728 |
|
Daily Pivots for day following 25-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,946 |
23,836 |
23,418 |
|
R3 |
23,733 |
23,623 |
23,360 |
|
R2 |
23,520 |
23,520 |
23,340 |
|
R1 |
23,410 |
23,410 |
23,321 |
23,359 |
PP |
23,307 |
23,307 |
23,307 |
23,281 |
S1 |
23,197 |
23,197 |
23,282 |
23,146 |
S2 |
23,094 |
23,094 |
23,262 |
|
S3 |
22,881 |
22,984 |
23,243 |
|
S4 |
22,668 |
22,771 |
23,184 |
|
|
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% |
177 |
0.8% |
72% |
False |
False |
137,018 |
10 |
23,436 |
22,770 |
666 |
2.9% |
136 |
0.6% |
80% |
False |
False |
106,783 |
20 |
23,436 |
22,237 |
1,199 |
5.1% |
116 |
0.5% |
89% |
False |
False |
93,169 |
40 |
23,436 |
21,661 |
1,775 |
7.6% |
113 |
0.5% |
92% |
False |
False |
87,381 |
60 |
23,436 |
21,540 |
1,896 |
8.1% |
120 |
0.5% |
93% |
False |
False |
58,345 |
80 |
23,436 |
21,188 |
2,248 |
9.6% |
118 |
0.5% |
94% |
False |
False |
43,772 |
100 |
23,436 |
21,033 |
2,403 |
10.3% |
117 |
0.5% |
94% |
False |
False |
35,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,321 |
2.618 |
23,974 |
1.618 |
23,761 |
1.000 |
23,629 |
0.618 |
23,548 |
HIGH |
23,416 |
0.618 |
23,335 |
0.500 |
23,310 |
0.382 |
23,284 |
LOW |
23,203 |
0.618 |
23,071 |
1.000 |
22,990 |
1.618 |
22,858 |
2.618 |
22,645 |
4.250 |
22,298 |
|
|
Fisher Pivots for day following 25-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
23,310 |
23,320 |
PP |
23,307 |
23,313 |
S1 |
23,304 |
23,307 |
|