| Trading Metrics calculated at close of trading on 09-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2017 |
09-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
12,972.0 |
12,979.0 |
7.0 |
0.1% |
12,863.5 |
| High |
12,985.0 |
12,988.5 |
3.5 |
0.0% |
12,985.0 |
| Low |
12,931.0 |
12,926.5 |
-4.5 |
0.0% |
12,838.5 |
| Close |
12,945.5 |
12,968.5 |
23.0 |
0.2% |
12,945.5 |
| Range |
54.0 |
62.0 |
8.0 |
14.8% |
146.5 |
| ATR |
93.4 |
91.2 |
-2.2 |
-2.4% |
0.0 |
| Volume |
45,976 |
67,669 |
21,693 |
47.2% |
230,546 |
|
| Daily Pivots for day following 09-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,147.2 |
13,119.8 |
13,002.6 |
|
| R3 |
13,085.2 |
13,057.8 |
12,985.6 |
|
| R2 |
13,023.2 |
13,023.2 |
12,979.9 |
|
| R1 |
12,995.8 |
12,995.8 |
12,974.2 |
12,978.5 |
| PP |
12,961.2 |
12,961.2 |
12,961.2 |
12,952.5 |
| S1 |
12,933.8 |
12,933.8 |
12,962.8 |
12,916.5 |
| S2 |
12,899.2 |
12,899.2 |
12,957.1 |
|
| S3 |
12,837.2 |
12,871.8 |
12,951.5 |
|
| S4 |
12,775.2 |
12,809.8 |
12,934.4 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,362.5 |
13,300.5 |
13,026.1 |
|
| R3 |
13,216.0 |
13,154.0 |
12,985.8 |
|
| R2 |
13,069.5 |
13,069.5 |
12,972.4 |
|
| R1 |
13,007.5 |
13,007.5 |
12,958.9 |
13,038.5 |
| PP |
12,923.0 |
12,923.0 |
12,923.0 |
12,938.5 |
| S1 |
12,861.0 |
12,861.0 |
12,932.1 |
12,892.0 |
| S2 |
12,776.5 |
12,776.5 |
12,918.6 |
|
| S3 |
12,630.0 |
12,714.5 |
12,905.2 |
|
| S4 |
12,483.5 |
12,568.0 |
12,864.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,988.5 |
12,883.5 |
105.0 |
0.8% |
52.5 |
0.4% |
81% |
True |
False |
44,849 |
| 10 |
12,988.5 |
12,540.5 |
448.0 |
3.5% |
68.3 |
0.5% |
96% |
True |
False |
54,873 |
| 20 |
12,988.5 |
12,463.5 |
525.0 |
4.0% |
72.3 |
0.6% |
96% |
True |
False |
56,890 |
| 40 |
12,988.5 |
11,865.0 |
1,123.5 |
8.7% |
94.8 |
0.7% |
98% |
True |
False |
31,257 |
| 60 |
12,988.5 |
11,865.0 |
1,123.5 |
8.7% |
104.5 |
0.8% |
98% |
True |
False |
20,948 |
| 80 |
12,988.5 |
11,865.0 |
1,123.5 |
8.7% |
107.9 |
0.8% |
98% |
True |
False |
15,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,252.0 |
|
2.618 |
13,150.8 |
|
1.618 |
13,088.8 |
|
1.000 |
13,050.5 |
|
0.618 |
13,026.8 |
|
HIGH |
12,988.5 |
|
0.618 |
12,964.8 |
|
0.500 |
12,957.5 |
|
0.382 |
12,950.2 |
|
LOW |
12,926.5 |
|
0.618 |
12,888.2 |
|
1.000 |
12,864.5 |
|
1.618 |
12,826.2 |
|
2.618 |
12,764.2 |
|
4.250 |
12,663.0 |
|
|
| Fisher Pivots for day following 09-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12,964.8 |
12,964.3 |
| PP |
12,961.2 |
12,960.2 |
| S1 |
12,957.5 |
12,956.0 |
|