Trading Metrics calculated at close of trading on 04-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2017 |
04-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
22,564.45 |
22,645.67 |
81.22 |
0.4% |
22,320.47 |
High |
22,646.32 |
22,685.94 |
39.62 |
0.2% |
22,405.63 |
Low |
22,562.90 |
22,632.80 |
69.90 |
0.3% |
22,219.11 |
Close |
22,641.67 |
22,661.64 |
19.97 |
0.1% |
22,405.09 |
Range |
83.42 |
53.14 |
-30.28 |
-36.3% |
186.52 |
ATR |
106.61 |
102.79 |
-3.82 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,819.55 |
22,793.73 |
22,690.87 |
|
R3 |
22,766.41 |
22,740.59 |
22,676.25 |
|
R2 |
22,713.27 |
22,713.27 |
22,671.38 |
|
R1 |
22,687.45 |
22,687.45 |
22,666.51 |
22,700.36 |
PP |
22,660.13 |
22,660.13 |
22,660.13 |
22,666.58 |
S1 |
22,634.31 |
22,634.31 |
22,656.77 |
22,647.22 |
S2 |
22,606.99 |
22,606.99 |
22,651.90 |
|
S3 |
22,553.85 |
22,581.17 |
22,647.03 |
|
S4 |
22,500.71 |
22,528.03 |
22,632.41 |
|
|
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 |
22,685.94 |
22,288.97 |
396.97 |
1.8% |
91.68 |
0.4% |
94% |
True |
False |
|
10 |
22,685.94 |
22,219.11 |
466.83 |
2.1% |
93.28 |
0.4% |
95% |
True |
False |
|
20 |
22,685.94 |
21,731.12 |
954.82 |
4.2% |
87.98 |
0.4% |
97% |
True |
False |
|
40 |
22,685.94 |
21,600.34 |
1,085.60 |
4.8% |
99.32 |
0.4% |
98% |
True |
False |
|
60 |
22,685.94 |
21,467.93 |
1,218.01 |
5.4% |
93.55 |
0.4% |
98% |
True |
False |
|
80 |
22,685.94 |
21,197.08 |
1,488.86 |
6.6% |
98.12 |
0.4% |
98% |
True |
False |
|
100 |
22,685.94 |
20,553.45 |
2,132.49 |
9.4% |
99.26 |
0.4% |
99% |
True |
False |
|
120 |
22,685.94 |
20,379.55 |
2,306.39 |
10.2% |
100.27 |
0.4% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,911.79 |
2.618 |
22,825.06 |
1.618 |
22,771.92 |
1.000 |
22,739.08 |
0.618 |
22,718.78 |
HIGH |
22,685.94 |
0.618 |
22,665.64 |
0.500 |
22,659.37 |
0.382 |
22,653.10 |
LOW |
22,632.80 |
0.618 |
22,599.96 |
1.000 |
22,579.66 |
1.618 |
22,546.82 |
2.618 |
22,493.68 |
4.250 |
22,406.96 |
|
|
Fisher Pivots for day following 04-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
22,660.88 |
22,624.75 |
PP |
22,660.13 |
22,587.86 |
S1 |
22,659.37 |
22,550.97 |
|