Trading Metrics calculated at close of trading on 02-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2017 |
02-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
22,358.47 |
22,423.47 |
65.00 |
0.3% |
22,320.47 |
High |
22,405.63 |
22,559.38 |
153.75 |
0.7% |
22,405.63 |
Low |
22,332.96 |
22,416.00 |
83.04 |
0.4% |
22,219.11 |
Close |
22,405.09 |
22,557.60 |
152.51 |
0.7% |
22,405.09 |
Range |
72.67 |
143.38 |
70.71 |
97.3% |
186.52 |
ATR |
104.43 |
107.99 |
3.56 |
3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,941.13 |
22,892.75 |
22,636.46 |
|
R3 |
22,797.75 |
22,749.37 |
22,597.03 |
|
R2 |
22,654.37 |
22,654.37 |
22,583.89 |
|
R1 |
22,605.99 |
22,605.99 |
22,570.74 |
22,630.18 |
PP |
22,510.99 |
22,510.99 |
22,510.99 |
22,523.09 |
S1 |
22,462.61 |
22,462.61 |
22,544.46 |
22,486.80 |
S2 |
22,367.61 |
22,367.61 |
22,531.31 |
|
S3 |
22,224.23 |
22,319.23 |
22,518.17 |
|
S4 |
22,080.85 |
22,175.85 |
22,478.74 |
|
|
Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,902.84 |
22,840.48 |
22,507.68 |
|
R3 |
22,716.32 |
22,653.96 |
22,456.38 |
|
R2 |
22,529.80 |
22,529.80 |
22,439.29 |
|
R1 |
22,467.44 |
22,467.44 |
22,422.19 |
22,498.62 |
PP |
22,343.28 |
22,343.28 |
22,343.28 |
22,358.87 |
S1 |
22,280.92 |
22,280.92 |
22,387.99 |
22,312.10 |
S2 |
22,156.76 |
22,156.76 |
22,370.89 |
|
S3 |
21,970.24 |
22,094.40 |
22,353.80 |
|
S4 |
21,783.72 |
21,907.88 |
22,302.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,559.38 |
22,254.93 |
304.45 |
1.3% |
105.56 |
0.5% |
99% |
True |
False |
|
10 |
22,559.38 |
22,219.11 |
340.27 |
1.5% |
94.02 |
0.4% |
99% |
True |
False |
|
20 |
22,559.38 |
21,709.63 |
849.75 |
3.8% |
94.49 |
0.4% |
100% |
True |
False |
|
40 |
22,559.38 |
21,600.34 |
959.04 |
4.3% |
99.93 |
0.4% |
100% |
True |
False |
|
60 |
22,559.38 |
21,279.30 |
1,280.08 |
5.7% |
95.24 |
0.4% |
100% |
True |
False |
|
80 |
22,559.38 |
21,159.45 |
1,399.93 |
6.2% |
99.37 |
0.4% |
100% |
True |
False |
|
100 |
22,559.38 |
20,553.45 |
2,005.93 |
8.9% |
99.70 |
0.4% |
100% |
True |
False |
|
120 |
22,559.38 |
20,379.55 |
2,179.83 |
9.7% |
101.20 |
0.4% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,168.75 |
2.618 |
22,934.75 |
1.618 |
22,791.37 |
1.000 |
22,702.76 |
0.618 |
22,647.99 |
HIGH |
22,559.38 |
0.618 |
22,504.61 |
0.500 |
22,487.69 |
0.382 |
22,470.77 |
LOW |
22,416.00 |
0.618 |
22,327.39 |
1.000 |
22,272.62 |
1.618 |
22,184.01 |
2.618 |
22,040.63 |
4.250 |
21,806.64 |
|
|
Fisher Pivots for day following 02-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
22,534.30 |
22,513.13 |
PP |
22,510.99 |
22,468.65 |
S1 |
22,487.69 |
22,424.18 |
|