Trading Metrics calculated at close of trading on 06-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2017 |
06-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
253.54 |
254.15 |
0.61 |
0.2% |
251.49 |
High |
254.68 |
254.70 |
0.02 |
0.0% |
254.70 |
Low |
253.20 |
253.85 |
0.65 |
0.3% |
251.29 |
Close |
254.66 |
254.37 |
-0.29 |
-0.1% |
254.37 |
Range |
1.48 |
0.85 |
-0.63 |
-42.6% |
3.41 |
ATR |
1.19 |
1.16 |
-0.02 |
-2.0% |
0.00 |
Volume |
63,522,700 |
80,645,904 |
17,123,204 |
27.0% |
325,955,204 |
|
Daily Pivots for day following 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
256.86 |
256.46 |
254.84 |
|
R3 |
256.01 |
255.61 |
254.60 |
|
R2 |
255.16 |
255.16 |
254.53 |
|
R1 |
254.76 |
254.76 |
254.45 |
254.96 |
PP |
254.31 |
254.31 |
254.31 |
254.41 |
S1 |
253.91 |
253.91 |
254.29 |
254.11 |
S2 |
253.46 |
253.46 |
254.21 |
|
S3 |
252.61 |
253.06 |
254.14 |
|
S4 |
251.76 |
252.21 |
253.90 |
|
|
Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
263.68 |
262.44 |
256.25 |
|
R3 |
260.27 |
259.03 |
255.31 |
|
R2 |
256.86 |
256.86 |
255.00 |
|
R1 |
255.62 |
255.62 |
254.68 |
256.24 |
PP |
253.45 |
253.45 |
253.45 |
253.77 |
S1 |
252.21 |
252.21 |
254.06 |
252.83 |
S2 |
250.04 |
250.04 |
253.74 |
|
S3 |
246.63 |
248.80 |
253.43 |
|
S4 |
243.22 |
245.39 |
252.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
254.70 |
251.29 |
3.41 |
1.3% |
0.98 |
0.4% |
90% |
True |
False |
65,191,040 |
10 |
254.70 |
248.08 |
6.62 |
2.6% |
1.09 |
0.4% |
95% |
True |
False |
64,845,960 |
20 |
254.70 |
248.02 |
6.68 |
2.6% |
0.94 |
0.4% |
95% |
True |
False |
63,958,480 |
40 |
254.70 |
241.83 |
12.87 |
5.1% |
1.21 |
0.5% |
97% |
True |
False |
67,230,555 |
60 |
254.70 |
241.83 |
12.87 |
5.1% |
1.18 |
0.5% |
97% |
True |
False |
63,809,693 |
80 |
254.70 |
239.96 |
14.74 |
5.8% |
1.24 |
0.5% |
98% |
True |
False |
63,440,892 |
100 |
254.70 |
235.43 |
19.27 |
7.6% |
1.25 |
0.5% |
98% |
True |
False |
65,955,678 |
120 |
254.70 |
233.18 |
21.52 |
8.5% |
1.24 |
0.5% |
98% |
True |
False |
66,442,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
258.31 |
2.618 |
256.93 |
1.618 |
256.08 |
1.000 |
255.55 |
0.618 |
255.23 |
HIGH |
254.70 |
0.618 |
254.38 |
0.500 |
254.28 |
0.382 |
254.17 |
LOW |
253.85 |
0.618 |
253.32 |
1.000 |
253.00 |
1.618 |
252.47 |
2.618 |
251.62 |
4.250 |
250.24 |
|
|
Fisher Pivots for day following 06-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
254.34 |
254.12 |
PP |
254.31 |
253.88 |
S1 |
254.28 |
253.63 |
|