Trading Metrics calculated at close of trading on 23-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2017 |
23-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
23,205.18 |
23,348.95 |
143.77 |
0.6% |
22,892.92 |
High |
23,328.84 |
23,368.37 |
39.53 |
0.2% |
23,328.84 |
Low |
23,201.78 |
23,273.96 |
72.18 |
0.3% |
22,887.12 |
Close |
23,328.63 |
23,273.96 |
-54.67 |
-0.2% |
23,328.63 |
Range |
127.06 |
94.41 |
-32.65 |
-25.7% |
441.72 |
ATR |
99.79 |
99.40 |
-0.38 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,588.66 |
23,525.72 |
23,325.89 |
|
R3 |
23,494.25 |
23,431.31 |
23,299.92 |
|
R2 |
23,399.84 |
23,399.84 |
23,291.27 |
|
R1 |
23,336.90 |
23,336.90 |
23,282.61 |
23,321.17 |
PP |
23,305.43 |
23,305.43 |
23,305.43 |
23,297.56 |
S1 |
23,242.49 |
23,242.49 |
23,265.31 |
23,226.76 |
S2 |
23,211.02 |
23,211.02 |
23,256.65 |
|
S3 |
23,116.61 |
23,148.08 |
23,248.00 |
|
S4 |
23,022.20 |
23,053.67 |
23,222.03 |
|
|
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 |
23,368.37 |
22,948.23 |
420.14 |
1.8% |
95.24 |
0.4% |
78% |
True |
False |
|
10 |
23,368.37 |
22,770.99 |
597.38 |
2.6% |
79.30 |
0.3% |
84% |
True |
False |
|
20 |
23,368.37 |
22,254.93 |
1,113.44 |
4.8% |
84.31 |
0.4% |
92% |
True |
False |
|
40 |
23,368.37 |
21,673.58 |
1,694.79 |
7.3% |
89.03 |
0.4% |
94% |
True |
False |
|
60 |
23,368.37 |
21,600.34 |
1,768.03 |
7.6% |
91.07 |
0.4% |
95% |
True |
False |
|
80 |
23,368.37 |
21,279.30 |
2,089.07 |
9.0% |
93.10 |
0.4% |
95% |
True |
False |
|
100 |
23,368.37 |
21,113.31 |
2,255.06 |
9.7% |
95.25 |
0.4% |
96% |
True |
False |
|
120 |
23,368.37 |
20,553.45 |
2,814.92 |
12.1% |
96.84 |
0.4% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,769.61 |
2.618 |
23,615.54 |
1.618 |
23,521.13 |
1.000 |
23,462.78 |
0.618 |
23,426.72 |
HIGH |
23,368.37 |
0.618 |
23,332.31 |
0.500 |
23,321.17 |
0.382 |
23,310.02 |
LOW |
23,273.96 |
0.618 |
23,215.61 |
1.000 |
23,179.55 |
1.618 |
23,121.20 |
2.618 |
23,026.79 |
4.250 |
22,872.72 |
|
|
Fisher Pivots for day following 23-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
23,321.17 |
23,252.81 |
PP |
23,305.43 |
23,231.67 |
S1 |
23,289.70 |
23,210.52 |
|