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 |
256.70 |
257.48 |
0.78 |
0.3% |
255.21 |
High |
257.14 |
257.51 |
0.37 |
0.1% |
257.14 |
Low |
255.77 |
256.02 |
0.25 |
0.1% |
254.35 |
Close |
257.11 |
256.11 |
-1.00 |
-0.4% |
257.11 |
Range |
1.37 |
1.49 |
0.12 |
8.8% |
2.79 |
ATR |
1.02 |
1.06 |
0.03 |
3.3% |
0.00 |
Volume |
89,176,304 |
63,915,300 |
-25,261,004 |
-28.3% |
261,750,804 |
|
Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
261.02 |
260.05 |
256.93 |
|
R3 |
259.53 |
258.56 |
256.52 |
|
R2 |
258.04 |
258.04 |
256.38 |
|
R1 |
257.07 |
257.07 |
256.25 |
256.81 |
PP |
256.55 |
256.55 |
256.55 |
256.42 |
S1 |
255.58 |
255.58 |
255.97 |
255.32 |
S2 |
255.06 |
255.06 |
255.84 |
|
S3 |
253.57 |
254.09 |
255.70 |
|
S4 |
252.08 |
252.60 |
255.29 |
|
|
Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
264.57 |
263.63 |
258.64 |
|
R3 |
261.78 |
260.84 |
257.88 |
|
R2 |
258.99 |
258.99 |
257.62 |
|
R1 |
258.05 |
258.05 |
257.37 |
258.52 |
PP |
256.20 |
256.20 |
256.20 |
256.44 |
S1 |
255.26 |
255.26 |
256.85 |
255.73 |
S2 |
253.41 |
253.41 |
256.60 |
|
S3 |
250.62 |
252.47 |
256.34 |
|
S4 |
247.83 |
249.68 |
255.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
257.51 |
254.35 |
3.16 |
1.2% |
1.07 |
0.4% |
56% |
True |
False |
57,488,900 |
10 |
257.51 |
253.98 |
3.53 |
1.4% |
0.91 |
0.4% |
60% |
True |
False |
51,826,320 |
20 |
257.51 |
248.81 |
8.71 |
3.4% |
0.98 |
0.4% |
84% |
True |
False |
57,273,080 |
40 |
257.51 |
242.93 |
14.58 |
5.7% |
1.04 |
0.4% |
90% |
True |
False |
60,598,228 |
60 |
257.51 |
241.83 |
15.68 |
6.1% |
1.16 |
0.5% |
91% |
True |
False |
63,154,378 |
80 |
257.51 |
240.34 |
17.17 |
6.7% |
1.15 |
0.5% |
92% |
True |
False |
60,915,465 |
100 |
257.51 |
239.96 |
17.55 |
6.9% |
1.21 |
0.5% |
92% |
True |
False |
62,902,065 |
120 |
257.51 |
235.43 |
22.08 |
8.6% |
1.20 |
0.5% |
94% |
True |
False |
63,804,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
263.84 |
2.618 |
261.41 |
1.618 |
259.92 |
1.000 |
259.00 |
0.618 |
258.43 |
HIGH |
257.51 |
0.618 |
256.94 |
0.500 |
256.77 |
0.382 |
256.59 |
LOW |
256.02 |
0.618 |
255.10 |
1.000 |
254.53 |
1.618 |
253.61 |
2.618 |
252.12 |
4.250 |
249.69 |
|
|
Fisher Pivots for day following 23-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
256.77 |
256.05 |
PP |
256.55 |
255.99 |
S1 |
256.33 |
255.93 |
|