Trading Metrics calculated at close of trading on 05-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2017 |
05-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
22,645.67 |
22,669.08 |
23.41 |
0.1% |
22,320.47 |
High |
22,685.94 |
22,777.04 |
91.10 |
0.4% |
22,405.63 |
Low |
22,632.80 |
22,655.14 |
22.34 |
0.1% |
22,219.11 |
Close |
22,661.64 |
22,775.39 |
113.75 |
0.5% |
22,405.09 |
Range |
53.14 |
121.90 |
68.76 |
129.4% |
186.52 |
ATR |
102.79 |
104.16 |
1.36 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,101.56 |
23,060.37 |
22,842.44 |
|
R3 |
22,979.66 |
22,938.47 |
22,808.91 |
|
R2 |
22,857.76 |
22,857.76 |
22,797.74 |
|
R1 |
22,816.57 |
22,816.57 |
22,786.56 |
22,837.17 |
PP |
22,735.86 |
22,735.86 |
22,735.86 |
22,746.15 |
S1 |
22,694.67 |
22,694.67 |
22,764.22 |
22,715.27 |
S2 |
22,613.96 |
22,613.96 |
22,753.04 |
|
S3 |
22,492.06 |
22,572.77 |
22,741.87 |
|
S4 |
22,370.16 |
22,450.87 |
22,708.35 |
|
|
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 |
22,777.04 |
22,332.96 |
444.08 |
1.9% |
94.90 |
0.4% |
100% |
True |
False |
|
10 |
22,777.04 |
22,219.11 |
557.93 |
2.4% |
99.18 |
0.4% |
100% |
True |
False |
|
20 |
22,777.04 |
21,731.12 |
1,045.92 |
4.6% |
88.86 |
0.4% |
100% |
True |
False |
|
40 |
22,777.04 |
21,600.34 |
1,176.70 |
5.2% |
100.86 |
0.4% |
100% |
True |
False |
|
60 |
22,777.04 |
21,471.14 |
1,305.90 |
5.7% |
93.70 |
0.4% |
100% |
True |
False |
|
80 |
22,777.04 |
21,197.08 |
1,579.96 |
6.9% |
98.69 |
0.4% |
100% |
True |
False |
|
100 |
22,777.04 |
20,553.45 |
2,223.59 |
9.8% |
99.71 |
0.4% |
100% |
True |
False |
|
120 |
22,777.04 |
20,379.55 |
2,397.49 |
10.5% |
99.96 |
0.4% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,295.12 |
2.618 |
23,096.17 |
1.618 |
22,974.27 |
1.000 |
22,898.94 |
0.618 |
22,852.37 |
HIGH |
22,777.04 |
0.618 |
22,730.47 |
0.500 |
22,716.09 |
0.382 |
22,701.71 |
LOW |
22,655.14 |
0.618 |
22,579.81 |
1.000 |
22,533.24 |
1.618 |
22,457.91 |
2.618 |
22,336.01 |
4.250 |
22,137.07 |
|
|
Fisher Pivots for day following 05-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
22,755.62 |
22,740.25 |
PP |
22,735.86 |
22,705.11 |
S1 |
22,716.09 |
22,669.97 |
|