Trading Metrics calculated at close of trading on 03-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2017 |
03-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
22,423.47 |
22,564.45 |
140.98 |
0.6% |
22,320.47 |
High |
22,559.38 |
22,646.32 |
86.94 |
0.4% |
22,405.63 |
Low |
22,416.00 |
22,562.90 |
146.90 |
0.7% |
22,219.11 |
Close |
22,557.60 |
22,641.67 |
84.07 |
0.4% |
22,405.09 |
Range |
143.38 |
83.42 |
-59.96 |
-41.8% |
186.52 |
ATR |
107.99 |
106.61 |
-1.38 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,867.22 |
22,837.87 |
22,687.55 |
|
R3 |
22,783.80 |
22,754.45 |
22,664.61 |
|
R2 |
22,700.38 |
22,700.38 |
22,656.96 |
|
R1 |
22,671.03 |
22,671.03 |
22,649.32 |
22,685.71 |
PP |
22,616.96 |
22,616.96 |
22,616.96 |
22,624.30 |
S1 |
22,587.61 |
22,587.61 |
22,634.02 |
22,602.29 |
S2 |
22,533.54 |
22,533.54 |
22,626.38 |
|
S3 |
22,450.12 |
22,504.19 |
22,618.73 |
|
S4 |
22,366.70 |
22,420.77 |
22,595.79 |
|
|
Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,902.84 |
22,840.48 |
22,507.68 |
|
R3 |
22,716.32 |
22,653.96 |
22,456.38 |
|
R2 |
22,529.80 |
22,529.80 |
22,439.29 |
|
R1 |
22,467.44 |
22,467.44 |
22,422.19 |
22,498.62 |
PP |
22,343.28 |
22,343.28 |
22,343.28 |
22,358.87 |
S1 |
22,280.92 |
22,280.92 |
22,387.99 |
22,312.10 |
S2 |
22,156.76 |
22,156.76 |
22,370.89 |
|
S3 |
21,970.24 |
22,094.40 |
22,353.80 |
|
S4 |
21,783.72 |
21,907.88 |
22,302.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,646.32 |
22,254.93 |
391.39 |
1.7% |
104.28 |
0.5% |
99% |
True |
False |
|
10 |
22,646.32 |
22,219.11 |
427.21 |
1.9% |
97.83 |
0.4% |
99% |
True |
False |
|
20 |
22,646.32 |
21,731.12 |
915.20 |
4.0% |
88.08 |
0.4% |
99% |
True |
False |
|
40 |
22,646.32 |
21,600.34 |
1,045.98 |
4.6% |
101.04 |
0.4% |
100% |
True |
False |
|
60 |
22,646.32 |
21,279.30 |
1,367.02 |
6.0% |
95.37 |
0.4% |
100% |
True |
False |
|
80 |
22,646.32 |
21,186.15 |
1,460.17 |
6.4% |
98.59 |
0.4% |
100% |
True |
False |
|
100 |
22,646.32 |
20,553.45 |
2,092.87 |
9.2% |
99.19 |
0.4% |
100% |
True |
False |
|
120 |
22,646.32 |
20,379.55 |
2,266.77 |
10.0% |
101.15 |
0.4% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,000.86 |
2.618 |
22,864.71 |
1.618 |
22,781.29 |
1.000 |
22,729.74 |
0.618 |
22,697.87 |
HIGH |
22,646.32 |
0.618 |
22,614.45 |
0.500 |
22,604.61 |
0.382 |
22,594.77 |
LOW |
22,562.90 |
0.618 |
22,511.35 |
1.000 |
22,479.48 |
1.618 |
22,427.93 |
2.618 |
22,344.51 |
4.250 |
22,208.37 |
|
|
Fisher Pivots for day following 03-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
22,629.32 |
22,590.99 |
PP |
22,616.96 |
22,540.32 |
S1 |
22,604.61 |
22,489.64 |
|