Trading Metrics calculated at close of trading on 10-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2017 |
10-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
22,779.73 |
22,784.76 |
5.03 |
0.0% |
22,423.47 |
High |
22,803.37 |
22,850.51 |
47.14 |
0.2% |
22,777.04 |
Low |
22,739.38 |
22,770.99 |
31.61 |
0.1% |
22,416.00 |
Close |
22,761.07 |
22,830.68 |
69.61 |
0.3% |
22,773.67 |
Range |
63.99 |
79.52 |
15.53 |
24.3% |
361.04 |
ATR |
97.33 |
96.77 |
-0.56 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,055.95 |
23,022.84 |
22,874.42 |
|
R3 |
22,976.43 |
22,943.32 |
22,852.55 |
|
R2 |
22,896.91 |
22,896.91 |
22,845.26 |
|
R1 |
22,863.80 |
22,863.80 |
22,837.97 |
22,880.36 |
PP |
22,817.39 |
22,817.39 |
22,817.39 |
22,825.67 |
S1 |
22,784.28 |
22,784.28 |
22,823.39 |
22,800.84 |
S2 |
22,737.87 |
22,737.87 |
22,816.10 |
|
S3 |
22,658.35 |
22,704.76 |
22,808.81 |
|
S4 |
22,578.83 |
22,625.24 |
22,786.94 |
|
|
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 |
22,850.51 |
22,632.80 |
217.71 |
1.0% |
72.27 |
0.3% |
91% |
True |
False |
|
10 |
22,850.51 |
22,254.93 |
595.58 |
2.6% |
88.28 |
0.4% |
97% |
True |
False |
|
20 |
22,850.51 |
22,095.79 |
754.72 |
3.3% |
83.06 |
0.4% |
97% |
True |
False |
|
40 |
22,850.51 |
21,600.34 |
1,250.17 |
5.5% |
98.36 |
0.4% |
98% |
True |
False |
|
60 |
22,850.51 |
21,471.14 |
1,379.37 |
6.0% |
92.47 |
0.4% |
99% |
True |
False |
|
80 |
22,850.51 |
21,197.08 |
1,653.43 |
7.2% |
97.52 |
0.4% |
99% |
True |
False |
|
100 |
22,850.51 |
20,687.94 |
2,162.57 |
9.5% |
96.05 |
0.4% |
99% |
True |
False |
|
120 |
22,850.51 |
20,505.33 |
2,345.18 |
10.3% |
97.11 |
0.4% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,188.47 |
2.618 |
23,058.69 |
1.618 |
22,979.17 |
1.000 |
22,930.03 |
0.618 |
22,899.65 |
HIGH |
22,850.51 |
0.618 |
22,820.13 |
0.500 |
22,810.75 |
0.382 |
22,801.37 |
LOW |
22,770.99 |
0.618 |
22,721.85 |
1.000 |
22,691.47 |
1.618 |
22,642.33 |
2.618 |
22,562.81 |
4.250 |
22,433.03 |
|
|
Fisher Pivots for day following 10-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
22,824.04 |
22,817.35 |
PP |
22,817.39 |
22,804.01 |
S1 |
22,810.75 |
22,790.68 |
|