Trading Metrics calculated at close of trading on 27-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2017 |
27-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
23,311 |
23,356 |
45 |
0.2% |
23,272 |
High |
23,404 |
23,408 |
4 |
0.0% |
23,436 |
Low |
23,289 |
23,297 |
8 |
0.0% |
23,203 |
Close |
23,349 |
23,372 |
23 |
0.1% |
23,372 |
Range |
115 |
111 |
-4 |
-3.5% |
233 |
ATR |
126 |
125 |
-1 |
-0.8% |
0 |
Volume |
125,498 |
126,170 |
672 |
0.5% |
676,310 |
|
Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,692 |
23,643 |
23,433 |
|
R3 |
23,581 |
23,532 |
23,403 |
|
R2 |
23,470 |
23,470 |
23,392 |
|
R1 |
23,421 |
23,421 |
23,382 |
23,446 |
PP |
23,359 |
23,359 |
23,359 |
23,371 |
S1 |
23,310 |
23,310 |
23,362 |
23,335 |
S2 |
23,248 |
23,248 |
23,352 |
|
S3 |
23,137 |
23,199 |
23,342 |
|
S4 |
23,026 |
23,088 |
23,311 |
|
|
Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,036 |
23,937 |
23,500 |
|
R3 |
23,803 |
23,704 |
23,436 |
|
R2 |
23,570 |
23,570 |
23,415 |
|
R1 |
23,471 |
23,471 |
23,393 |
23,521 |
PP |
23,337 |
23,337 |
23,337 |
23,362 |
S1 |
23,238 |
23,238 |
23,351 |
23,288 |
S2 |
23,104 |
23,104 |
23,329 |
|
S3 |
22,871 |
23,005 |
23,308 |
|
S4 |
22,638 |
22,772 |
23,244 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
23,436 |
23,203 |
233 |
1.0% |
152 |
0.7% |
73% |
False |
False |
135,262 |
10 |
23,436 |
22,821 |
615 |
2.6% |
145 |
0.6% |
90% |
False |
False |
117,503 |
20 |
23,436 |
22,347 |
1,089 |
4.7% |
118 |
0.5% |
94% |
False |
False |
96,911 |
40 |
23,436 |
21,661 |
1,775 |
7.6% |
114 |
0.5% |
96% |
False |
False |
93,641 |
60 |
23,436 |
21,540 |
1,896 |
8.1% |
121 |
0.5% |
97% |
False |
False |
62,537 |
80 |
23,436 |
21,188 |
2,248 |
9.6% |
118 |
0.5% |
97% |
False |
False |
46,917 |
100 |
23,436 |
21,057 |
2,379 |
10.2% |
118 |
0.5% |
97% |
False |
False |
37,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,880 |
2.618 |
23,699 |
1.618 |
23,588 |
1.000 |
23,519 |
0.618 |
23,477 |
HIGH |
23,408 |
0.618 |
23,366 |
0.500 |
23,353 |
0.382 |
23,340 |
LOW |
23,297 |
0.618 |
23,229 |
1.000 |
23,186 |
1.618 |
23,118 |
2.618 |
23,007 |
4.250 |
22,825 |
|
|
Fisher Pivots for day following 27-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
23,366 |
23,351 |
PP |
23,359 |
23,330 |
S1 |
23,353 |
23,310 |
|