| Trading Metrics calculated at close of trading on 26-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2017 |
26-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
21,945 |
21,765 |
-180 |
-0.8% |
21,250 |
| High |
21,955 |
21,890 |
-65 |
-0.3% |
21,595 |
| Low |
21,615 |
21,720 |
105 |
0.5% |
21,230 |
| Close |
21,735 |
21,875 |
140 |
0.6% |
21,580 |
| Range |
340 |
170 |
-170 |
-50.0% |
365 |
| ATR |
210 |
208 |
-3 |
-1.4% |
0 |
| Volume |
18,461 |
10,447 |
-8,014 |
-43.4% |
63,980 |
|
| Daily Pivots for day following 26-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,338 |
22,277 |
21,969 |
|
| R3 |
22,168 |
22,107 |
21,922 |
|
| R2 |
21,998 |
21,998 |
21,906 |
|
| R1 |
21,937 |
21,937 |
21,891 |
21,968 |
| PP |
21,828 |
21,828 |
21,828 |
21,844 |
| S1 |
21,767 |
21,767 |
21,860 |
21,798 |
| S2 |
21,658 |
21,658 |
21,844 |
|
| S3 |
21,488 |
21,597 |
21,828 |
|
| S4 |
21,318 |
21,427 |
21,782 |
|
|
| 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 |
21,340 |
615 |
2.8% |
261 |
1.2% |
87% |
False |
False |
13,478 |
| 10 |
21,955 |
20,960 |
995 |
4.5% |
239 |
1.1% |
92% |
False |
False |
13,460 |
| 20 |
21,955 |
20,305 |
1,650 |
7.5% |
192 |
0.9% |
95% |
False |
False |
10,733 |
| 40 |
21,955 |
19,140 |
2,815 |
12.9% |
191 |
0.9% |
97% |
False |
False |
10,261 |
| 60 |
21,955 |
18,980 |
2,975 |
13.6% |
189 |
0.9% |
97% |
False |
False |
6,862 |
| 80 |
21,955 |
18,980 |
2,975 |
13.6% |
160 |
0.7% |
97% |
False |
False |
5,147 |
| 100 |
21,955 |
18,980 |
2,975 |
13.6% |
143 |
0.7% |
97% |
False |
False |
4,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,613 |
|
2.618 |
22,335 |
|
1.618 |
22,165 |
|
1.000 |
22,060 |
|
0.618 |
21,995 |
|
HIGH |
21,890 |
|
0.618 |
21,825 |
|
0.500 |
21,805 |
|
0.382 |
21,785 |
|
LOW |
21,720 |
|
0.618 |
21,615 |
|
1.000 |
21,550 |
|
1.618 |
21,445 |
|
2.618 |
21,275 |
|
4.250 |
20,998 |
|
|
| Fisher Pivots for day following 26-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
21,852 |
21,845 |
| PP |
21,828 |
21,815 |
| S1 |
21,805 |
21,785 |
|