Trading Metrics calculated at close of trading on 17-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2017 |
17-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
22,892.92 |
22,952.41 |
59.49 |
0.3% |
22,779.73 |
High |
22,960.12 |
23,002.20 |
42.08 |
0.2% |
22,905.33 |
Low |
22,887.12 |
22,948.23 |
61.11 |
0.3% |
22,739.38 |
Close |
22,956.96 |
22,997.44 |
40.48 |
0.2% |
22,871.72 |
Range |
73.00 |
53.97 |
-19.03 |
-26.1% |
165.95 |
ATR |
89.38 |
86.85 |
-2.53 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,144.53 |
23,124.96 |
23,027.12 |
|
R3 |
23,090.56 |
23,070.99 |
23,012.28 |
|
R2 |
23,036.59 |
23,036.59 |
23,007.33 |
|
R1 |
23,017.02 |
23,017.02 |
23,002.39 |
23,026.81 |
PP |
22,982.62 |
22,982.62 |
22,982.62 |
22,987.52 |
S1 |
22,963.05 |
22,963.05 |
22,992.49 |
22,972.84 |
S2 |
22,928.65 |
22,928.65 |
22,987.55 |
|
S3 |
22,874.68 |
22,909.08 |
22,982.60 |
|
S4 |
22,820.71 |
22,855.11 |
22,967.76 |
|
|
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 |
23,002.20 |
22,821.13 |
181.07 |
0.8% |
58.26 |
0.3% |
97% |
True |
False |
|
10 |
23,002.20 |
22,632.80 |
369.40 |
1.6% |
65.27 |
0.3% |
99% |
True |
False |
|
20 |
23,002.20 |
22,219.11 |
783.09 |
3.4% |
81.55 |
0.4% |
99% |
True |
False |
|
40 |
23,002.20 |
21,673.58 |
1,328.62 |
5.8% |
89.26 |
0.4% |
100% |
True |
False |
|
60 |
23,002.20 |
21,577.37 |
1,424.83 |
6.2% |
89.84 |
0.4% |
100% |
True |
False |
|
80 |
23,002.20 |
21,197.08 |
1,805.12 |
7.8% |
95.97 |
0.4% |
100% |
True |
False |
|
100 |
23,002.20 |
20,942.57 |
2,059.63 |
9.0% |
94.58 |
0.4% |
100% |
True |
False |
|
120 |
23,002.20 |
20,553.45 |
2,448.75 |
10.6% |
95.78 |
0.4% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,231.57 |
2.618 |
23,143.49 |
1.618 |
23,089.52 |
1.000 |
23,056.17 |
0.618 |
23,035.55 |
HIGH |
23,002.20 |
0.618 |
22,981.58 |
0.500 |
22,975.22 |
0.382 |
22,968.85 |
LOW |
22,948.23 |
0.618 |
22,914.88 |
1.000 |
22,894.26 |
1.618 |
22,860.91 |
2.618 |
22,806.94 |
4.250 |
22,718.86 |
|
|
Fisher Pivots for day following 17-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
22,990.03 |
22,974.65 |
PP |
22,982.62 |
22,951.86 |
S1 |
22,975.22 |
22,929.07 |
|