Trading Metrics calculated at close of trading on 16-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2017 |
16-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
22,876.43 |
22,892.92 |
16.49 |
0.1% |
22,779.73 |
High |
22,905.33 |
22,960.12 |
54.79 |
0.2% |
22,905.33 |
Low |
22,855.93 |
22,887.12 |
31.19 |
0.1% |
22,739.38 |
Close |
22,871.72 |
22,956.96 |
85.24 |
0.4% |
22,871.72 |
Range |
49.40 |
73.00 |
23.60 |
47.8% |
165.95 |
ATR |
89.45 |
89.38 |
-0.08 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,153.73 |
23,128.35 |
22,997.11 |
|
R3 |
23,080.73 |
23,055.35 |
22,977.04 |
|
R2 |
23,007.73 |
23,007.73 |
22,970.34 |
|
R1 |
22,982.35 |
22,982.35 |
22,963.65 |
22,995.04 |
PP |
22,934.73 |
22,934.73 |
22,934.73 |
22,941.08 |
S1 |
22,909.35 |
22,909.35 |
22,950.27 |
22,922.04 |
S2 |
22,861.73 |
22,861.73 |
22,943.58 |
|
S3 |
22,788.73 |
22,836.35 |
22,936.89 |
|
S4 |
22,715.73 |
22,763.35 |
22,916.81 |
|
|
Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,336.66 |
23,270.14 |
22,962.99 |
|
R3 |
23,170.71 |
23,104.19 |
22,917.36 |
|
R2 |
23,004.76 |
23,004.76 |
22,902.14 |
|
R1 |
22,938.24 |
22,938.24 |
22,886.93 |
22,971.50 |
PP |
22,838.81 |
22,838.81 |
22,838.81 |
22,855.44 |
S1 |
22,772.29 |
22,772.29 |
22,856.51 |
22,805.55 |
S2 |
22,672.86 |
22,672.86 |
22,841.30 |
|
S3 |
22,506.91 |
22,606.34 |
22,826.08 |
|
S4 |
22,340.96 |
22,440.39 |
22,780.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,960.12 |
22,770.99 |
189.13 |
0.8% |
63.37 |
0.3% |
98% |
True |
False |
|
10 |
22,960.12 |
22,562.90 |
397.22 |
1.7% |
68.21 |
0.3% |
99% |
True |
False |
|
20 |
22,960.12 |
22,219.11 |
741.01 |
3.2% |
81.11 |
0.4% |
100% |
True |
False |
|
40 |
22,960.12 |
21,600.34 |
1,359.78 |
5.9% |
90.87 |
0.4% |
100% |
True |
False |
|
60 |
22,960.12 |
21,496.13 |
1,463.99 |
6.4% |
90.30 |
0.4% |
100% |
True |
False |
|
80 |
22,960.12 |
21,197.08 |
1,763.04 |
7.7% |
96.39 |
0.4% |
100% |
True |
False |
|
100 |
22,960.12 |
20,942.57 |
2,017.55 |
8.8% |
94.65 |
0.4% |
100% |
True |
False |
|
120 |
22,960.12 |
20,553.45 |
2,406.67 |
10.5% |
95.91 |
0.4% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,270.37 |
2.618 |
23,151.23 |
1.618 |
23,078.23 |
1.000 |
23,033.12 |
0.618 |
23,005.23 |
HIGH |
22,960.12 |
0.618 |
22,932.23 |
0.500 |
22,923.62 |
0.382 |
22,915.01 |
LOW |
22,887.12 |
0.618 |
22,842.01 |
1.000 |
22,814.12 |
1.618 |
22,769.01 |
2.618 |
22,696.01 |
4.250 |
22,576.87 |
|
|
Fisher Pivots for day following 16-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
22,945.85 |
22,934.85 |
PP |
22,934.73 |
22,912.74 |
S1 |
22,923.62 |
22,890.63 |
|