Trading Metrics calculated at close of trading on 20-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2017 |
20-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
23,107.47 |
23,205.18 |
97.71 |
0.4% |
22,892.92 |
High |
23,167.24 |
23,328.84 |
161.60 |
0.7% |
23,328.84 |
Low |
23,052.67 |
23,201.78 |
149.11 |
0.6% |
22,887.12 |
Close |
23,163.04 |
23,328.63 |
165.59 |
0.7% |
23,328.63 |
Range |
114.57 |
127.06 |
12.49 |
10.9% |
441.72 |
ATR |
94.71 |
99.79 |
5.08 |
5.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,667.60 |
23,625.17 |
23,398.51 |
|
R3 |
23,540.54 |
23,498.11 |
23,363.57 |
|
R2 |
23,413.48 |
23,413.48 |
23,351.92 |
|
R1 |
23,371.05 |
23,371.05 |
23,340.28 |
23,392.27 |
PP |
23,286.42 |
23,286.42 |
23,286.42 |
23,297.02 |
S1 |
23,243.99 |
23,243.99 |
23,316.98 |
23,265.21 |
S2 |
23,159.36 |
23,159.36 |
23,305.34 |
|
S3 |
23,032.30 |
23,116.93 |
23,293.69 |
|
S4 |
22,905.24 |
22,989.87 |
23,258.75 |
|
|
Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,506.69 |
24,359.38 |
23,571.58 |
|
R3 |
24,064.97 |
23,917.66 |
23,450.10 |
|
R2 |
23,623.25 |
23,623.25 |
23,409.61 |
|
R1 |
23,475.94 |
23,475.94 |
23,369.12 |
23,549.60 |
PP |
23,181.53 |
23,181.53 |
23,181.53 |
23,218.36 |
S1 |
23,034.22 |
23,034.22 |
23,288.14 |
23,107.88 |
S2 |
22,739.81 |
22,739.81 |
23,247.65 |
|
S3 |
22,298.09 |
22,592.50 |
23,207.16 |
|
S4 |
21,856.37 |
22,150.78 |
23,085.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
23,328.84 |
22,887.12 |
441.72 |
1.9% |
90.96 |
0.4% |
100% |
True |
False |
|
10 |
23,328.84 |
22,739.38 |
589.46 |
2.5% |
76.26 |
0.3% |
100% |
True |
False |
|
20 |
23,328.84 |
22,219.11 |
1,109.73 |
4.8% |
86.62 |
0.4% |
100% |
True |
False |
|
40 |
23,328.84 |
21,673.58 |
1,655.26 |
7.1% |
89.02 |
0.4% |
100% |
True |
False |
|
60 |
23,328.84 |
21,600.34 |
1,728.50 |
7.4% |
90.91 |
0.4% |
100% |
True |
False |
|
80 |
23,328.84 |
21,197.08 |
2,131.76 |
9.1% |
95.55 |
0.4% |
100% |
True |
False |
|
100 |
23,328.84 |
20,994.22 |
2,334.62 |
10.0% |
95.81 |
0.4% |
100% |
True |
False |
|
120 |
23,328.84 |
20,553.45 |
2,775.39 |
11.9% |
96.88 |
0.4% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,868.85 |
2.618 |
23,661.48 |
1.618 |
23,534.42 |
1.000 |
23,455.90 |
0.618 |
23,407.36 |
HIGH |
23,328.84 |
0.618 |
23,280.30 |
0.500 |
23,265.31 |
0.382 |
23,250.32 |
LOW |
23,201.78 |
0.618 |
23,123.26 |
1.000 |
23,074.72 |
1.618 |
22,996.20 |
2.618 |
22,869.14 |
4.250 |
22,661.78 |
|
|
Fisher Pivots for day following 20-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
23,307.52 |
23,282.67 |
PP |
23,286.42 |
23,236.71 |
S1 |
23,265.31 |
23,190.76 |
|