Trading Metrics calculated at close of trading on 26-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2017 |
26-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
23,431.09 |
23,380.89 |
-50.20 |
-0.2% |
22,892.92 |
High |
23,451.51 |
23,459.84 |
8.33 |
0.0% |
23,328.84 |
Low |
23,251.11 |
23,380.89 |
129.78 |
0.6% |
22,887.12 |
Close |
23,329.46 |
23,400.86 |
71.40 |
0.3% |
23,328.63 |
Range |
200.40 |
78.95 |
-121.45 |
-60.6% |
441.72 |
ATR |
114.04 |
115.20 |
1.17 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,650.71 |
23,604.74 |
23,444.28 |
|
R3 |
23,571.76 |
23,525.79 |
23,422.57 |
|
R2 |
23,492.81 |
23,492.81 |
23,415.33 |
|
R1 |
23,446.84 |
23,446.84 |
23,408.10 |
23,469.83 |
PP |
23,413.86 |
23,413.86 |
23,413.86 |
23,425.36 |
S1 |
23,367.89 |
23,367.89 |
23,393.62 |
23,390.88 |
S2 |
23,334.91 |
23,334.91 |
23,386.39 |
|
S3 |
23,255.96 |
23,288.94 |
23,379.15 |
|
S4 |
23,177.01 |
23,209.99 |
23,357.44 |
|
|
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 |
23,201.78 |
283.47 |
1.2% |
128.57 |
0.5% |
70% |
False |
False |
|
10 |
23,485.25 |
22,855.93 |
629.32 |
2.7% |
102.00 |
0.4% |
87% |
False |
False |
|
20 |
23,485.25 |
22,332.96 |
1,152.29 |
4.9% |
89.79 |
0.4% |
93% |
False |
False |
|
40 |
23,485.25 |
21,709.63 |
1,775.62 |
7.6% |
90.22 |
0.4% |
95% |
False |
False |
|
60 |
23,485.25 |
21,600.34 |
1,884.91 |
8.1% |
94.98 |
0.4% |
96% |
False |
False |
|
80 |
23,485.25 |
21,279.30 |
2,205.95 |
9.4% |
93.71 |
0.4% |
96% |
False |
False |
|
100 |
23,485.25 |
21,113.31 |
2,371.94 |
10.1% |
97.33 |
0.4% |
96% |
False |
False |
|
120 |
23,485.25 |
20,553.45 |
2,931.80 |
12.5% |
97.92 |
0.4% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,795.38 |
2.618 |
23,666.53 |
1.618 |
23,587.58 |
1.000 |
23,538.79 |
0.618 |
23,508.63 |
HIGH |
23,459.84 |
0.618 |
23,429.68 |
0.500 |
23,420.37 |
0.382 |
23,411.05 |
LOW |
23,380.89 |
0.618 |
23,332.10 |
1.000 |
23,301.94 |
1.618 |
23,253.15 |
2.618 |
23,174.20 |
4.250 |
23,045.35 |
|
|
Fisher Pivots for day following 26-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
23,420.37 |
23,389.97 |
PP |
23,413.86 |
23,379.07 |
S1 |
23,407.36 |
23,368.18 |
|