| Trading Metrics calculated at close of trading on 17-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2017 |
17-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
21,250 |
21,375 |
125 |
0.6% |
20,650 |
| High |
21,390 |
21,430 |
40 |
0.2% |
21,300 |
| Low |
21,230 |
21,265 |
35 |
0.2% |
20,605 |
| Close |
21,370 |
21,400 |
30 |
0.1% |
21,265 |
| Range |
160 |
165 |
5 |
3.1% |
695 |
| ATR |
176 |
175 |
-1 |
-0.4% |
0 |
| Volume |
10,931 |
11,388 |
457 |
4.2% |
44,609 |
|
| Daily Pivots for day following 17-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,860 |
21,795 |
21,491 |
|
| R3 |
21,695 |
21,630 |
21,446 |
|
| R2 |
21,530 |
21,530 |
21,430 |
|
| R1 |
21,465 |
21,465 |
21,415 |
21,498 |
| PP |
21,365 |
21,365 |
21,365 |
21,381 |
| S1 |
21,300 |
21,300 |
21,385 |
21,333 |
| S2 |
21,200 |
21,200 |
21,370 |
|
| S3 |
21,035 |
21,135 |
21,355 |
|
| S4 |
20,870 |
20,970 |
21,309 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,142 |
22,898 |
21,647 |
|
| R3 |
22,447 |
22,203 |
21,456 |
|
| R2 |
21,752 |
21,752 |
21,393 |
|
| R1 |
21,508 |
21,508 |
21,329 |
21,630 |
| PP |
21,057 |
21,057 |
21,057 |
21,118 |
| S1 |
20,813 |
20,813 |
21,201 |
20,935 |
| S2 |
20,362 |
20,362 |
21,138 |
|
| S3 |
19,667 |
20,118 |
21,074 |
|
| S4 |
18,972 |
19,423 |
20,883 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,430 |
20,820 |
610 |
2.9% |
192 |
0.9% |
95% |
True |
False |
10,764 |
| 10 |
21,430 |
20,605 |
825 |
3.9% |
164 |
0.8% |
96% |
True |
False |
9,005 |
| 20 |
21,430 |
20,135 |
1,295 |
6.1% |
165 |
0.8% |
98% |
True |
False |
9,210 |
| 40 |
21,430 |
18,980 |
2,450 |
11.4% |
182 |
0.8% |
99% |
True |
False |
7,829 |
| 60 |
21,430 |
18,980 |
2,450 |
11.4% |
168 |
0.8% |
99% |
True |
False |
5,225 |
| 80 |
21,430 |
18,980 |
2,450 |
11.4% |
148 |
0.7% |
99% |
True |
False |
3,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,131 |
|
2.618 |
21,862 |
|
1.618 |
21,697 |
|
1.000 |
21,595 |
|
0.618 |
21,532 |
|
HIGH |
21,430 |
|
0.618 |
21,367 |
|
0.500 |
21,348 |
|
0.382 |
21,328 |
|
LOW |
21,265 |
|
0.618 |
21,163 |
|
1.000 |
21,100 |
|
1.618 |
20,998 |
|
2.618 |
20,833 |
|
4.250 |
20,564 |
|
|
| Fisher Pivots for day following 17-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
21,383 |
21,332 |
| PP |
21,365 |
21,263 |
| S1 |
21,348 |
21,195 |
|