Trading Metrics calculated at close of trading on 24-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2017 |
24-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
23,348.95 |
23,346.78 |
-2.17 |
0.0% |
22,892.92 |
High |
23,368.37 |
23,485.25 |
116.88 |
0.5% |
23,328.84 |
Low |
23,273.96 |
23,343.23 |
69.27 |
0.3% |
22,887.12 |
Close |
23,273.96 |
23,441.76 |
167.80 |
0.7% |
23,328.63 |
Range |
94.41 |
142.02 |
47.61 |
50.4% |
441.72 |
ATR |
99.40 |
107.39 |
7.99 |
8.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,849.47 |
23,787.64 |
23,519.87 |
|
R3 |
23,707.45 |
23,645.62 |
23,480.82 |
|
R2 |
23,565.43 |
23,565.43 |
23,467.80 |
|
R1 |
23,503.60 |
23,503.60 |
23,454.78 |
23,534.52 |
PP |
23,423.41 |
23,423.41 |
23,423.41 |
23,438.87 |
S1 |
23,361.58 |
23,361.58 |
23,428.74 |
23,392.50 |
S2 |
23,281.39 |
23,281.39 |
23,415.72 |
|
S3 |
23,139.37 |
23,219.56 |
23,402.70 |
|
S4 |
22,997.35 |
23,077.54 |
23,363.65 |
|
|
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 |
1.8% |
112.85 |
0.5% |
90% |
True |
False |
|
10 |
23,485.25 |
22,821.13 |
664.12 |
2.8% |
85.55 |
0.4% |
93% |
True |
False |
|
20 |
23,485.25 |
22,254.93 |
1,230.32 |
5.2% |
86.92 |
0.4% |
96% |
True |
False |
|
40 |
23,485.25 |
21,673.58 |
1,811.67 |
7.7% |
90.25 |
0.4% |
98% |
True |
False |
|
60 |
23,485.25 |
21,600.34 |
1,884.91 |
8.0% |
92.30 |
0.4% |
98% |
True |
False |
|
80 |
23,485.25 |
21,279.30 |
2,205.95 |
9.4% |
93.61 |
0.4% |
98% |
True |
False |
|
100 |
23,485.25 |
21,113.31 |
2,371.94 |
10.1% |
95.72 |
0.4% |
98% |
True |
False |
|
120 |
23,485.25 |
20,553.45 |
2,931.80 |
12.5% |
96.83 |
0.4% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,088.84 |
2.618 |
23,857.06 |
1.618 |
23,715.04 |
1.000 |
23,627.27 |
0.618 |
23,573.02 |
HIGH |
23,485.25 |
0.618 |
23,431.00 |
0.500 |
23,414.24 |
0.382 |
23,397.48 |
LOW |
23,343.23 |
0.618 |
23,255.46 |
1.000 |
23,201.21 |
1.618 |
23,113.44 |
2.618 |
22,971.42 |
4.250 |
22,739.65 |
|
|
Fisher Pivots for day following 24-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
23,432.59 |
23,409.01 |
PP |
23,423.41 |
23,376.26 |
S1 |
23,414.24 |
23,343.52 |
|