| Trading Metrics calculated at close of trading on 06-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2017 |
06-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
20,685 |
20,735 |
50 |
0.2% |
20,365 |
| High |
20,740 |
20,790 |
50 |
0.2% |
20,790 |
| Low |
20,630 |
20,670 |
40 |
0.2% |
20,365 |
| Close |
20,730 |
20,695 |
-35 |
-0.2% |
20,695 |
| Range |
110 |
120 |
10 |
9.1% |
425 |
| ATR |
170 |
166 |
-4 |
-2.1% |
0 |
| Volume |
7,135 |
8,389 |
1,254 |
17.6% |
42,316 |
|
| Daily Pivots for day following 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,078 |
21,007 |
20,761 |
|
| R3 |
20,958 |
20,887 |
20,728 |
|
| R2 |
20,838 |
20,838 |
20,717 |
|
| R1 |
20,767 |
20,767 |
20,706 |
20,743 |
| PP |
20,718 |
20,718 |
20,718 |
20,706 |
| S1 |
20,647 |
20,647 |
20,684 |
20,623 |
| S2 |
20,598 |
20,598 |
20,673 |
|
| S3 |
20,478 |
20,527 |
20,662 |
|
| S4 |
20,358 |
20,407 |
20,629 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,892 |
21,718 |
20,929 |
|
| R3 |
21,467 |
21,293 |
20,812 |
|
| R2 |
21,042 |
21,042 |
20,773 |
|
| R1 |
20,868 |
20,868 |
20,734 |
20,955 |
| PP |
20,617 |
20,617 |
20,617 |
20,660 |
| S1 |
20,443 |
20,443 |
20,656 |
20,530 |
| S2 |
20,192 |
20,192 |
20,617 |
|
| S3 |
19,767 |
20,018 |
20,578 |
|
| S4 |
19,342 |
19,593 |
20,461 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,790 |
20,365 |
425 |
2.1% |
140 |
0.7% |
78% |
True |
False |
8,463 |
| 10 |
20,790 |
20,135 |
655 |
3.2% |
146 |
0.7% |
85% |
True |
False |
8,732 |
| 20 |
20,790 |
19,250 |
1,540 |
7.4% |
172 |
0.8% |
94% |
True |
False |
8,842 |
| 40 |
20,790 |
18,980 |
1,810 |
8.7% |
183 |
0.9% |
95% |
True |
False |
6,164 |
| 60 |
20,790 |
18,980 |
1,810 |
8.7% |
154 |
0.7% |
95% |
True |
False |
4,110 |
| 80 |
20,790 |
18,980 |
1,810 |
8.7% |
136 |
0.7% |
95% |
True |
False |
3,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,300 |
|
2.618 |
21,104 |
|
1.618 |
20,984 |
|
1.000 |
20,910 |
|
0.618 |
20,864 |
|
HIGH |
20,790 |
|
0.618 |
20,744 |
|
0.500 |
20,730 |
|
0.382 |
20,716 |
|
LOW |
20,670 |
|
0.618 |
20,596 |
|
1.000 |
20,550 |
|
1.618 |
20,476 |
|
2.618 |
20,356 |
|
4.250 |
20,160 |
|
|
| Fisher Pivots for day following 06-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
20,730 |
20,708 |
| PP |
20,718 |
20,703 |
| S1 |
20,707 |
20,699 |
|