| Trading Metrics calculated at close of trading on 25-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2017 |
25-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
23,346.78 |
23,431.09 |
84.31 |
0.4% |
22,892.92 |
| High |
23,485.25 |
23,451.51 |
-33.74 |
-0.1% |
23,328.84 |
| Low |
23,343.23 |
23,251.11 |
-92.12 |
-0.4% |
22,887.12 |
| Close |
23,441.76 |
23,329.46 |
-112.30 |
-0.5% |
23,328.63 |
| Range |
142.02 |
200.40 |
58.38 |
41.1% |
441.72 |
| ATR |
107.39 |
114.04 |
6.64 |
6.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,945.23 |
23,837.74 |
23,439.68 |
|
| R3 |
23,744.83 |
23,637.34 |
23,384.57 |
|
| R2 |
23,544.43 |
23,544.43 |
23,366.20 |
|
| R1 |
23,436.94 |
23,436.94 |
23,347.83 |
23,390.49 |
| PP |
23,344.03 |
23,344.03 |
23,344.03 |
23,320.80 |
| S1 |
23,236.54 |
23,236.54 |
23,311.09 |
23,190.09 |
| S2 |
23,143.63 |
23,143.63 |
23,292.72 |
|
| S3 |
22,943.23 |
23,036.14 |
23,274.35 |
|
| S4 |
22,742.83 |
22,835.74 |
23,219.24 |
|
|
| 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 |
23,485.25 |
23,052.67 |
432.58 |
1.9% |
135.69 |
0.6% |
64% |
False |
False |
|
| 10 |
23,485.25 |
22,821.13 |
664.12 |
2.8% |
100.47 |
0.4% |
77% |
False |
False |
|
| 20 |
23,485.25 |
22,288.97 |
1,196.28 |
5.1% |
91.13 |
0.4% |
87% |
False |
False |
|
| 40 |
23,485.25 |
21,709.63 |
1,775.62 |
7.6% |
90.11 |
0.4% |
91% |
False |
False |
|
| 60 |
23,485.25 |
21,600.34 |
1,884.91 |
8.1% |
94.81 |
0.4% |
92% |
False |
False |
|
| 80 |
23,485.25 |
21,279.30 |
2,205.95 |
9.5% |
93.98 |
0.4% |
93% |
False |
False |
|
| 100 |
23,485.25 |
21,113.31 |
2,371.94 |
10.2% |
97.16 |
0.4% |
93% |
False |
False |
|
| 120 |
23,485.25 |
20,553.45 |
2,931.80 |
12.6% |
97.66 |
0.4% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
24,303.21 |
|
2.618 |
23,976.16 |
|
1.618 |
23,775.76 |
|
1.000 |
23,651.91 |
|
0.618 |
23,575.36 |
|
HIGH |
23,451.51 |
|
0.618 |
23,374.96 |
|
0.500 |
23,351.31 |
|
0.382 |
23,327.66 |
|
LOW |
23,251.11 |
|
0.618 |
23,127.26 |
|
1.000 |
23,050.71 |
|
1.618 |
22,926.86 |
|
2.618 |
22,726.46 |
|
4.250 |
22,399.41 |
|
|
| Fisher Pivots for day following 25-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
23,351.31 |
23,368.18 |
| PP |
23,344.03 |
23,355.27 |
| S1 |
23,336.74 |
23,342.37 |
|