Trading Metrics calculated at close of trading on 11-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2017 |
11-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
6,062.25 |
6,064.50 |
2.25 |
0.0% |
5,984.00 |
High |
6,088.50 |
6,086.00 |
-2.50 |
0.0% |
6,071.50 |
Low |
6,039.00 |
6,053.25 |
14.25 |
0.2% |
5,958.50 |
Close |
6,065.25 |
6,082.50 |
17.25 |
0.3% |
6,064.25 |
Range |
49.50 |
32.75 |
-16.75 |
-33.8% |
113.00 |
ATR |
52.60 |
51.19 |
-1.42 |
-2.7% |
0.00 |
Volume |
238,961 |
180,901 |
-58,060 |
-24.3% |
1,201,464 |
|
Daily Pivots for day following 11-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,172.25 |
6,160.00 |
6,100.50 |
|
R3 |
6,139.50 |
6,127.25 |
6,091.50 |
|
R2 |
6,106.75 |
6,106.75 |
6,088.50 |
|
R1 |
6,094.50 |
6,094.50 |
6,085.50 |
6,100.50 |
PP |
6,074.00 |
6,074.00 |
6,074.00 |
6,077.00 |
S1 |
6,061.75 |
6,061.75 |
6,079.50 |
6,068.00 |
S2 |
6,041.25 |
6,041.25 |
6,076.50 |
|
S3 |
6,008.50 |
6,029.00 |
6,073.50 |
|
S4 |
5,975.75 |
5,996.25 |
6,064.50 |
|
|
Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,370.50 |
6,330.25 |
6,126.50 |
|
R3 |
6,257.50 |
6,217.25 |
6,095.25 |
|
R2 |
6,144.50 |
6,144.50 |
6,085.00 |
|
R1 |
6,104.25 |
6,104.25 |
6,074.50 |
6,124.50 |
PP |
6,031.50 |
6,031.50 |
6,031.50 |
6,041.50 |
S1 |
5,991.25 |
5,991.25 |
6,054.00 |
6,011.50 |
S2 |
5,918.50 |
5,918.50 |
6,043.50 |
|
S3 |
5,805.50 |
5,878.25 |
6,033.25 |
|
S4 |
5,692.50 |
5,765.25 |
6,002.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,088.50 |
6,001.00 |
87.50 |
1.4% |
42.50 |
0.7% |
93% |
False |
False |
212,588 |
10 |
6,088.50 |
5,911.25 |
177.25 |
2.9% |
41.50 |
0.7% |
97% |
False |
False |
232,083 |
20 |
6,088.50 |
5,842.00 |
246.50 |
4.1% |
50.50 |
0.8% |
98% |
False |
False |
271,255 |
40 |
6,088.50 |
5,760.00 |
328.50 |
5.4% |
57.50 |
0.9% |
98% |
False |
False |
164,822 |
60 |
6,088.50 |
5,760.00 |
328.50 |
5.4% |
59.25 |
1.0% |
98% |
False |
False |
110,155 |
80 |
6,088.50 |
5,568.25 |
520.25 |
8.6% |
63.75 |
1.0% |
99% |
False |
False |
82,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,225.25 |
2.618 |
6,171.75 |
1.618 |
6,139.00 |
1.000 |
6,118.75 |
0.618 |
6,106.25 |
HIGH |
6,086.00 |
0.618 |
6,073.50 |
0.500 |
6,069.50 |
0.382 |
6,065.75 |
LOW |
6,053.25 |
0.618 |
6,033.00 |
1.000 |
6,020.50 |
1.618 |
6,000.25 |
2.618 |
5,967.50 |
4.250 |
5,914.00 |
|
|
Fisher Pivots for day following 11-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
6,078.25 |
6,076.25 |
PP |
6,074.00 |
6,070.00 |
S1 |
6,069.50 |
6,063.75 |
|