| 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 |
21,640 |
21,665 |
25 |
0.1% |
21,250 |
| High |
21,865 |
21,955 |
90 |
0.4% |
21,595 |
| Low |
21,625 |
21,655 |
30 |
0.1% |
21,230 |
| Close |
21,675 |
21,930 |
255 |
1.2% |
21,580 |
| Range |
240 |
300 |
60 |
25.0% |
365 |
| ATR |
193 |
201 |
8 |
4.0% |
0 |
| Volume |
14,705 |
12,931 |
-1,774 |
-12.1% |
63,980 |
|
| Daily Pivots for day following 24-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,747 |
22,638 |
22,095 |
|
| R3 |
22,447 |
22,338 |
22,013 |
|
| R2 |
22,147 |
22,147 |
21,985 |
|
| R1 |
22,038 |
22,038 |
21,958 |
22,093 |
| PP |
21,847 |
21,847 |
21,847 |
21,874 |
| S1 |
21,738 |
21,738 |
21,903 |
21,793 |
| S2 |
21,547 |
21,547 |
21,875 |
|
| S3 |
21,247 |
21,438 |
21,848 |
|
| S4 |
20,947 |
21,138 |
21,765 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,563 |
22,437 |
21,781 |
|
| R3 |
22,198 |
22,072 |
21,681 |
|
| R2 |
21,833 |
21,833 |
21,647 |
|
| R1 |
21,707 |
21,707 |
21,614 |
21,770 |
| PP |
21,468 |
21,468 |
21,468 |
21,500 |
| S1 |
21,342 |
21,342 |
21,547 |
21,405 |
| S2 |
21,103 |
21,103 |
21,513 |
|
| S3 |
20,738 |
20,977 |
21,480 |
|
| S4 |
20,373 |
20,612 |
21,379 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,955 |
21,240 |
715 |
3.3% |
243 |
1.1% |
97% |
True |
False |
13,859 |
| 10 |
21,955 |
20,820 |
1,135 |
5.2% |
218 |
1.0% |
98% |
True |
False |
12,312 |
| 20 |
21,955 |
20,240 |
1,715 |
7.8% |
183 |
0.8% |
99% |
True |
False |
10,355 |
| 40 |
21,955 |
18,980 |
2,975 |
13.6% |
193 |
0.9% |
99% |
True |
False |
9,553 |
| 60 |
21,955 |
18,980 |
2,975 |
13.6% |
182 |
0.8% |
99% |
True |
False |
6,380 |
| 80 |
21,955 |
18,980 |
2,975 |
13.6% |
157 |
0.7% |
99% |
True |
False |
4,785 |
| 100 |
21,955 |
18,980 |
2,975 |
13.6% |
138 |
0.6% |
99% |
True |
False |
3,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,230 |
|
2.618 |
22,741 |
|
1.618 |
22,441 |
|
1.000 |
22,255 |
|
0.618 |
22,141 |
|
HIGH |
21,955 |
|
0.618 |
21,841 |
|
0.500 |
21,805 |
|
0.382 |
21,770 |
|
LOW |
21,655 |
|
0.618 |
21,470 |
|
1.000 |
21,355 |
|
1.618 |
21,170 |
|
2.618 |
20,870 |
|
4.250 |
20,380 |
|
|
| Fisher Pivots for day following 24-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
21,888 |
21,836 |
| PP |
21,847 |
21,742 |
| S1 |
21,805 |
21,648 |
|