Trading Metrics calculated at close of trading on 09-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2017 |
09-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
22,762.03 |
22,779.73 |
17.70 |
0.1% |
22,423.47 |
High |
22,773.67 |
22,803.37 |
29.70 |
0.1% |
22,777.04 |
Low |
22,730.85 |
22,739.38 |
8.53 |
0.0% |
22,416.00 |
Close |
22,773.67 |
22,761.07 |
-12.60 |
-0.1% |
22,773.67 |
Range |
42.82 |
63.99 |
21.17 |
49.4% |
361.04 |
ATR |
99.90 |
97.33 |
-2.56 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,959.91 |
22,924.48 |
22,796.26 |
|
R3 |
22,895.92 |
22,860.49 |
22,778.67 |
|
R2 |
22,831.93 |
22,831.93 |
22,772.80 |
|
R1 |
22,796.50 |
22,796.50 |
22,766.94 |
22,782.22 |
PP |
22,767.94 |
22,767.94 |
22,767.94 |
22,760.80 |
S1 |
22,732.51 |
22,732.51 |
22,755.20 |
22,718.23 |
S2 |
22,703.95 |
22,703.95 |
22,749.34 |
|
S3 |
22,639.96 |
22,668.52 |
22,743.47 |
|
S4 |
22,575.97 |
22,604.53 |
22,725.88 |
|
|
Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,738.69 |
23,617.22 |
22,972.24 |
|
R3 |
23,377.65 |
23,256.18 |
22,872.96 |
|
R2 |
23,016.61 |
23,016.61 |
22,839.86 |
|
R1 |
22,895.14 |
22,895.14 |
22,806.77 |
22,955.88 |
PP |
22,655.57 |
22,655.57 |
22,655.57 |
22,685.94 |
S1 |
22,534.10 |
22,534.10 |
22,740.57 |
22,594.84 |
S2 |
22,294.53 |
22,294.53 |
22,707.48 |
|
S3 |
21,933.49 |
22,173.06 |
22,674.38 |
|
S4 |
21,572.45 |
21,812.02 |
22,575.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,803.37 |
22,562.90 |
240.47 |
1.1% |
73.05 |
0.3% |
82% |
True |
False |
|
10 |
22,803.37 |
22,254.93 |
548.44 |
2.4% |
89.31 |
0.4% |
92% |
True |
False |
|
20 |
22,803.37 |
22,087.09 |
716.28 |
3.1% |
81.46 |
0.4% |
94% |
True |
False |
|
40 |
22,803.37 |
21,600.34 |
1,203.03 |
5.3% |
98.21 |
0.4% |
96% |
True |
False |
|
60 |
22,803.37 |
21,471.14 |
1,332.23 |
5.9% |
91.88 |
0.4% |
97% |
True |
False |
|
80 |
22,803.37 |
21,197.08 |
1,606.29 |
7.1% |
97.48 |
0.4% |
97% |
True |
False |
|
100 |
22,803.37 |
20,553.45 |
2,249.92 |
9.9% |
97.32 |
0.4% |
98% |
True |
False |
|
120 |
22,803.37 |
20,406.68 |
2,396.69 |
10.5% |
98.31 |
0.4% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,075.33 |
2.618 |
22,970.90 |
1.618 |
22,906.91 |
1.000 |
22,867.36 |
0.618 |
22,842.92 |
HIGH |
22,803.37 |
0.618 |
22,778.93 |
0.500 |
22,771.38 |
0.382 |
22,763.82 |
LOW |
22,739.38 |
0.618 |
22,699.83 |
1.000 |
22,675.39 |
1.618 |
22,635.84 |
2.618 |
22,571.85 |
4.250 |
22,467.42 |
|
|
Fisher Pivots for day following 09-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
22,771.38 |
22,750.47 |
PP |
22,767.94 |
22,739.86 |
S1 |
22,764.51 |
22,729.26 |
|