| Trading Metrics calculated at close of trading on 05-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2017 |
05-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
20,700 |
20,685 |
-15 |
-0.1% |
20,245 |
| High |
20,720 |
20,740 |
20 |
0.1% |
20,460 |
| Low |
20,625 |
20,630 |
5 |
0.0% |
20,135 |
| Close |
20,700 |
20,730 |
30 |
0.1% |
20,385 |
| Range |
95 |
110 |
15 |
15.8% |
325 |
| ATR |
174 |
170 |
-5 |
-2.6% |
0 |
| Volume |
7,606 |
7,135 |
-471 |
-6.2% |
45,011 |
|
| Daily Pivots for day following 05-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,030 |
20,990 |
20,791 |
|
| R3 |
20,920 |
20,880 |
20,760 |
|
| R2 |
20,810 |
20,810 |
20,750 |
|
| R1 |
20,770 |
20,770 |
20,740 |
20,790 |
| PP |
20,700 |
20,700 |
20,700 |
20,710 |
| S1 |
20,660 |
20,660 |
20,720 |
20,680 |
| S2 |
20,590 |
20,590 |
20,710 |
|
| S3 |
20,480 |
20,550 |
20,700 |
|
| S4 |
20,370 |
20,440 |
20,670 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,302 |
21,168 |
20,564 |
|
| R3 |
20,977 |
20,843 |
20,475 |
|
| R2 |
20,652 |
20,652 |
20,445 |
|
| R1 |
20,518 |
20,518 |
20,415 |
20,585 |
| PP |
20,327 |
20,327 |
20,327 |
20,360 |
| S1 |
20,193 |
20,193 |
20,355 |
20,260 |
| S2 |
20,002 |
20,002 |
20,326 |
|
| S3 |
19,677 |
19,868 |
20,296 |
|
| S4 |
19,352 |
19,543 |
20,206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,740 |
20,305 |
435 |
2.1% |
136 |
0.7% |
98% |
True |
False |
8,228 |
| 10 |
20,740 |
20,135 |
605 |
2.9% |
150 |
0.7% |
98% |
True |
False |
8,887 |
| 20 |
20,740 |
19,140 |
1,600 |
7.7% |
175 |
0.8% |
99% |
True |
False |
8,837 |
| 40 |
20,740 |
18,980 |
1,760 |
8.5% |
191 |
0.9% |
99% |
True |
False |
5,955 |
| 60 |
20,740 |
18,980 |
1,760 |
8.5% |
153 |
0.7% |
99% |
True |
False |
3,970 |
| 80 |
20,740 |
18,980 |
1,760 |
8.5% |
137 |
0.7% |
99% |
True |
False |
2,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,208 |
|
2.618 |
21,028 |
|
1.618 |
20,918 |
|
1.000 |
20,850 |
|
0.618 |
20,808 |
|
HIGH |
20,740 |
|
0.618 |
20,698 |
|
0.500 |
20,685 |
|
0.382 |
20,672 |
|
LOW |
20,630 |
|
0.618 |
20,562 |
|
1.000 |
20,520 |
|
1.618 |
20,452 |
|
2.618 |
20,342 |
|
4.250 |
20,163 |
|
|
| Fisher Pivots for day following 05-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
20,715 |
20,689 |
| PP |
20,700 |
20,648 |
| S1 |
20,685 |
20,608 |
|