Trading Metrics calculated at close of trading on 18-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2017 |
18-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
22,952.41 |
23,087.13 |
134.72 |
0.6% |
22,779.73 |
High |
23,002.20 |
23,172.93 |
170.73 |
0.7% |
22,905.33 |
Low |
22,948.23 |
23,086.75 |
138.52 |
0.6% |
22,739.38 |
Close |
22,997.44 |
23,157.60 |
160.16 |
0.7% |
22,871.72 |
Range |
53.97 |
86.18 |
32.21 |
59.7% |
165.95 |
ATR |
86.85 |
93.18 |
6.33 |
7.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,397.63 |
23,363.80 |
23,205.00 |
|
R3 |
23,311.45 |
23,277.62 |
23,181.30 |
|
R2 |
23,225.27 |
23,225.27 |
23,173.40 |
|
R1 |
23,191.44 |
23,191.44 |
23,165.50 |
23,208.36 |
PP |
23,139.09 |
23,139.09 |
23,139.09 |
23,147.55 |
S1 |
23,105.26 |
23,105.26 |
23,149.70 |
23,122.18 |
S2 |
23,052.91 |
23,052.91 |
23,141.80 |
|
S3 |
22,966.73 |
23,019.08 |
23,133.90 |
|
S4 |
22,880.55 |
22,932.90 |
23,110.20 |
|
|
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 |
23,172.93 |
22,821.13 |
351.80 |
1.5% |
65.25 |
0.3% |
96% |
True |
False |
|
10 |
23,172.93 |
22,655.14 |
517.79 |
2.2% |
68.57 |
0.3% |
97% |
True |
False |
|
20 |
23,172.93 |
22,219.11 |
953.82 |
4.1% |
80.93 |
0.3% |
98% |
True |
False |
|
40 |
23,172.93 |
21,673.58 |
1,499.35 |
6.5% |
87.05 |
0.4% |
99% |
True |
False |
|
60 |
23,172.93 |
21,600.34 |
1,572.59 |
6.8% |
89.72 |
0.4% |
99% |
True |
False |
|
80 |
23,172.93 |
21,197.08 |
1,975.85 |
8.5% |
95.48 |
0.4% |
99% |
True |
False |
|
100 |
23,172.93 |
20,942.57 |
2,230.36 |
9.6% |
95.02 |
0.4% |
99% |
True |
False |
|
120 |
23,172.93 |
20,553.45 |
2,619.48 |
11.3% |
95.99 |
0.4% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,539.20 |
2.618 |
23,398.55 |
1.618 |
23,312.37 |
1.000 |
23,259.11 |
0.618 |
23,226.19 |
HIGH |
23,172.93 |
0.618 |
23,140.01 |
0.500 |
23,129.84 |
0.382 |
23,119.67 |
LOW |
23,086.75 |
0.618 |
23,033.49 |
1.000 |
23,000.57 |
1.618 |
22,947.31 |
2.618 |
22,861.13 |
4.250 |
22,720.49 |
|
|
Fisher Pivots for day following 18-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
23,148.35 |
23,115.08 |
PP |
23,139.09 |
23,072.55 |
S1 |
23,129.84 |
23,030.03 |
|