| Trading Metrics calculated at close of trading on 19-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2017 |
19-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
23,087.13 |
23,107.47 |
20.34 |
0.1% |
22,779.73 |
| High |
23,172.93 |
23,167.24 |
-5.69 |
0.0% |
22,905.33 |
| Low |
23,086.75 |
23,052.67 |
-34.08 |
-0.1% |
22,739.38 |
| Close |
23,157.60 |
23,163.04 |
5.44 |
0.0% |
22,871.72 |
| Range |
86.18 |
114.57 |
28.39 |
32.9% |
165.95 |
| ATR |
93.18 |
94.71 |
1.53 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,471.36 |
23,431.77 |
23,226.05 |
|
| R3 |
23,356.79 |
23,317.20 |
23,194.55 |
|
| R2 |
23,242.22 |
23,242.22 |
23,184.04 |
|
| R1 |
23,202.63 |
23,202.63 |
23,173.54 |
23,222.43 |
| PP |
23,127.65 |
23,127.65 |
23,127.65 |
23,137.55 |
| S1 |
23,088.06 |
23,088.06 |
23,152.54 |
23,107.86 |
| S2 |
23,013.08 |
23,013.08 |
23,142.04 |
|
| S3 |
22,898.51 |
22,973.49 |
23,131.53 |
|
| S4 |
22,783.94 |
22,858.92 |
23,100.03 |
|
|
| 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 |
22,855.93 |
317.00 |
1.4% |
75.42 |
0.3% |
97% |
False |
False |
|
| 10 |
23,172.93 |
22,730.85 |
442.08 |
1.9% |
67.84 |
0.3% |
98% |
False |
False |
|
| 20 |
23,172.93 |
22,219.11 |
953.82 |
4.1% |
83.51 |
0.4% |
99% |
False |
False |
|
| 40 |
23,172.93 |
21,673.58 |
1,499.35 |
6.5% |
88.46 |
0.4% |
99% |
False |
False |
|
| 60 |
23,172.93 |
21,600.34 |
1,572.59 |
6.8% |
90.64 |
0.4% |
99% |
False |
False |
|
| 80 |
23,172.93 |
21,197.08 |
1,975.85 |
8.5% |
95.29 |
0.4% |
99% |
False |
False |
|
| 100 |
23,172.93 |
20,942.57 |
2,230.36 |
9.6% |
95.63 |
0.4% |
100% |
False |
False |
|
| 120 |
23,172.93 |
20,553.45 |
2,619.48 |
11.3% |
96.29 |
0.4% |
100% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,654.16 |
|
2.618 |
23,467.18 |
|
1.618 |
23,352.61 |
|
1.000 |
23,281.81 |
|
0.618 |
23,238.04 |
|
HIGH |
23,167.24 |
|
0.618 |
23,123.47 |
|
0.500 |
23,109.96 |
|
0.382 |
23,096.44 |
|
LOW |
23,052.67 |
|
0.618 |
22,981.87 |
|
1.000 |
22,938.10 |
|
1.618 |
22,867.30 |
|
2.618 |
22,752.73 |
|
4.250 |
22,565.75 |
|
|
| Fisher Pivots for day following 19-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
23,145.35 |
23,128.89 |
| PP |
23,127.65 |
23,094.73 |
| S1 |
23,109.96 |
23,060.58 |
|