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 |
1,283.8 |
1,272.2 |
-11.6 |
-0.9% |
1,283.4 |
High |
1,287.8 |
1,279.0 |
-8.8 |
-0.7% |
1,289.0 |
Low |
1,270.9 |
1,268.1 |
-2.8 |
-0.2% |
1,268.1 |
Close |
1,273.8 |
1,276.0 |
2.2 |
0.2% |
1,276.0 |
Range |
16.9 |
10.9 |
-6.0 |
-35.5% |
20.9 |
ATR |
13.2 |
13.1 |
-0.2 |
-1.3% |
0.0 |
Volume |
11,670 |
4,057 |
-7,613 |
-65.2% |
26,343 |
|
Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,307.1 |
1,302.4 |
1,282.0 |
|
R3 |
1,296.2 |
1,291.5 |
1,279.0 |
|
R2 |
1,285.3 |
1,285.3 |
1,278.0 |
|
R1 |
1,280.6 |
1,280.6 |
1,277.0 |
1,283.0 |
PP |
1,274.4 |
1,274.4 |
1,274.4 |
1,275.5 |
S1 |
1,269.7 |
1,269.7 |
1,275.0 |
1,272.1 |
S2 |
1,263.5 |
1,263.5 |
1,274.0 |
|
S3 |
1,252.6 |
1,258.8 |
1,273.0 |
|
S4 |
1,241.7 |
1,247.9 |
1,270.0 |
|
|
Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,340.4 |
1,329.1 |
1,287.5 |
|
R3 |
1,319.5 |
1,308.2 |
1,281.7 |
|
R2 |
1,298.6 |
1,298.6 |
1,279.8 |
|
R1 |
1,287.3 |
1,287.3 |
1,277.9 |
1,282.5 |
PP |
1,277.7 |
1,277.7 |
1,277.7 |
1,275.3 |
S1 |
1,266.4 |
1,266.4 |
1,274.1 |
1,261.6 |
S2 |
1,256.8 |
1,256.8 |
1,272.2 |
|
S3 |
1,235.9 |
1,245.5 |
1,270.3 |
|
S4 |
1,215.0 |
1,224.6 |
1,264.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,289.0 |
1,268.1 |
20.9 |
1.6% |
11.6 |
0.9% |
38% |
False |
True |
5,268 |
10 |
1,312.7 |
1,268.1 |
44.6 |
3.5% |
12.7 |
1.0% |
18% |
False |
True |
7,267 |
20 |
1,312.7 |
1,267.0 |
45.7 |
3.6% |
11.6 |
0.9% |
20% |
False |
False |
5,722 |
40 |
1,365.8 |
1,267.0 |
98.8 |
7.7% |
12.9 |
1.0% |
9% |
False |
False |
5,560 |
60 |
1,365.8 |
1,260.7 |
105.1 |
8.2% |
12.9 |
1.0% |
15% |
False |
False |
4,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,325.3 |
2.618 |
1,307.5 |
1.618 |
1,296.6 |
1.000 |
1,289.9 |
0.618 |
1,285.7 |
HIGH |
1,279.0 |
0.618 |
1,274.8 |
0.500 |
1,273.6 |
0.382 |
1,272.3 |
LOW |
1,268.1 |
0.618 |
1,261.4 |
1.000 |
1,257.2 |
1.618 |
1,250.5 |
2.618 |
1,239.6 |
4.250 |
1,221.8 |
|
|
Fisher Pivots for day following 27-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1,275.2 |
1,278.0 |
PP |
1,274.4 |
1,277.3 |
S1 |
1,273.6 |
1,276.7 |
|