Trading Metrics calculated at close of trading on 23-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2017 |
23-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1,296.2 |
1,283.4 |
-12.8 |
-1.0% |
1,310.3 |
High |
1,296.5 |
1,288.5 |
-8.0 |
-0.6% |
1,312.7 |
Low |
1,283.7 |
1,277.7 |
-6.0 |
-0.5% |
1,282.0 |
Close |
1,284.6 |
1,285.1 |
0.5 |
0.0% |
1,284.6 |
Range |
12.8 |
10.8 |
-2.0 |
-15.6% |
30.7 |
ATR |
13.7 |
13.5 |
-0.2 |
-1.5% |
0.0 |
Volume |
11,082 |
3,145 |
-7,937 |
-71.6% |
46,335 |
|
Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,316.2 |
1,311.4 |
1,291.0 |
|
R3 |
1,305.4 |
1,300.6 |
1,288.1 |
|
R2 |
1,294.6 |
1,294.6 |
1,287.1 |
|
R1 |
1,289.8 |
1,289.8 |
1,286.1 |
1,292.2 |
PP |
1,283.8 |
1,283.8 |
1,283.8 |
1,285.0 |
S1 |
1,279.0 |
1,279.0 |
1,284.1 |
1,281.4 |
S2 |
1,273.0 |
1,273.0 |
1,283.1 |
|
S3 |
1,262.2 |
1,268.2 |
1,282.1 |
|
S4 |
1,251.4 |
1,257.4 |
1,279.2 |
|
|
Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,385.2 |
1,365.6 |
1,301.5 |
|
R3 |
1,354.5 |
1,334.9 |
1,293.0 |
|
R2 |
1,323.8 |
1,323.8 |
1,290.2 |
|
R1 |
1,304.2 |
1,304.2 |
1,287.4 |
1,298.7 |
PP |
1,293.1 |
1,293.1 |
1,293.1 |
1,290.3 |
S1 |
1,273.5 |
1,273.5 |
1,281.8 |
1,268.0 |
S2 |
1,262.4 |
1,262.4 |
1,279.0 |
|
S3 |
1,231.7 |
1,242.8 |
1,276.2 |
|
S4 |
1,201.0 |
1,212.1 |
1,267.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,302.4 |
1,277.7 |
24.7 |
1.9% |
12.8 |
1.0% |
30% |
False |
True |
9,503 |
10 |
1,312.7 |
1,277.7 |
35.0 |
2.7% |
11.9 |
0.9% |
21% |
False |
True |
7,563 |
20 |
1,321.1 |
1,267.0 |
54.1 |
4.2% |
12.4 |
1.0% |
33% |
False |
False |
5,933 |
40 |
1,365.8 |
1,267.0 |
98.8 |
7.7% |
13.5 |
1.0% |
18% |
False |
False |
5,465 |
60 |
1,365.8 |
1,260.7 |
105.1 |
8.2% |
12.7 |
1.0% |
23% |
False |
False |
4,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,334.4 |
2.618 |
1,316.8 |
1.618 |
1,306.0 |
1.000 |
1,299.3 |
0.618 |
1,295.2 |
HIGH |
1,288.5 |
0.618 |
1,284.4 |
0.500 |
1,283.1 |
0.382 |
1,281.8 |
LOW |
1,277.7 |
0.618 |
1,271.0 |
1.000 |
1,266.9 |
1.618 |
1,260.2 |
2.618 |
1,249.4 |
4.250 |
1,231.8 |
|
|
Fisher Pivots for day following 23-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1,284.4 |
1,287.1 |
PP |
1,283.8 |
1,286.4 |
S1 |
1,283.1 |
1,285.8 |
|