Trading Metrics calculated at close of trading on 11-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2017 |
11-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
254.60 |
254.51 |
-0.09 |
0.0% |
251.49 |
High |
255.05 |
255.02 |
-0.03 |
0.0% |
254.70 |
Low |
253.98 |
254.32 |
0.34 |
0.1% |
251.29 |
Close |
254.62 |
255.02 |
0.40 |
0.2% |
254.37 |
Range |
1.07 |
0.70 |
-0.37 |
-34.6% |
3.41 |
ATR |
1.15 |
1.12 |
-0.03 |
-2.8% |
0.00 |
Volume |
43,057,300 |
47,674,300 |
4,617,000 |
10.7% |
325,955,204 |
|
Daily Pivots for day following 11-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
256.89 |
256.65 |
255.41 |
|
R3 |
256.19 |
255.95 |
255.21 |
|
R2 |
255.49 |
255.49 |
255.15 |
|
R1 |
255.25 |
255.25 |
255.08 |
255.37 |
PP |
254.79 |
254.79 |
254.79 |
254.85 |
S1 |
254.55 |
254.55 |
254.96 |
254.67 |
S2 |
254.09 |
254.09 |
254.89 |
|
S3 |
253.39 |
253.85 |
254.83 |
|
S4 |
252.69 |
253.15 |
254.64 |
|
|
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 |
255.05 |
253.20 |
1.85 |
0.7% |
1.03 |
0.4% |
98% |
False |
False |
54,140,660 |
10 |
255.05 |
249.63 |
5.42 |
2.1% |
0.97 |
0.4% |
99% |
False |
False |
58,284,670 |
20 |
255.05 |
248.08 |
6.97 |
2.7% |
0.96 |
0.4% |
100% |
False |
False |
60,910,775 |
40 |
255.05 |
241.83 |
13.22 |
5.2% |
1.20 |
0.5% |
100% |
False |
False |
65,308,810 |
60 |
255.05 |
241.83 |
13.22 |
5.2% |
1.17 |
0.5% |
100% |
False |
False |
63,642,988 |
80 |
255.05 |
239.96 |
15.09 |
5.9% |
1.22 |
0.5% |
100% |
False |
False |
62,320,806 |
100 |
255.05 |
238.82 |
16.23 |
6.4% |
1.21 |
0.5% |
100% |
False |
False |
63,278,695 |
120 |
255.05 |
234.56 |
20.49 |
8.0% |
1.23 |
0.5% |
100% |
False |
False |
65,233,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
258.00 |
2.618 |
256.85 |
1.618 |
256.15 |
1.000 |
255.72 |
0.618 |
255.45 |
HIGH |
255.02 |
0.618 |
254.75 |
0.500 |
254.67 |
0.382 |
254.59 |
LOW |
254.32 |
0.618 |
253.89 |
1.000 |
253.62 |
1.618 |
253.19 |
2.618 |
252.49 |
4.250 |
251.35 |
|
|
Fisher Pivots for day following 11-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
254.90 |
254.80 |
PP |
254.79 |
254.57 |
S1 |
254.67 |
254.35 |
|