| Trading Metrics calculated at close of trading on 12-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2017 |
12-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
22,827.65 |
22,854.85 |
27.20 |
0.1% |
22,423.47 |
| High |
22,872.89 |
22,884.82 |
11.93 |
0.1% |
22,777.04 |
| Low |
22,821.66 |
22,821.13 |
-0.53 |
0.0% |
22,416.00 |
| Close |
22,872.89 |
22,841.01 |
-31.88 |
-0.1% |
22,773.67 |
| Range |
51.23 |
63.69 |
12.46 |
24.3% |
361.04 |
| ATR |
93.52 |
91.39 |
-2.13 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,040.06 |
23,004.22 |
22,876.04 |
|
| R3 |
22,976.37 |
22,940.53 |
22,858.52 |
|
| R2 |
22,912.68 |
22,912.68 |
22,852.69 |
|
| R1 |
22,876.84 |
22,876.84 |
22,846.85 |
22,862.92 |
| PP |
22,848.99 |
22,848.99 |
22,848.99 |
22,842.02 |
| S1 |
22,813.15 |
22,813.15 |
22,835.17 |
22,799.23 |
| S2 |
22,785.30 |
22,785.30 |
22,829.33 |
|
| S3 |
22,721.61 |
22,749.46 |
22,823.50 |
|
| S4 |
22,657.92 |
22,685.77 |
22,805.98 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,738.69 |
23,617.22 |
22,972.24 |
|
| R3 |
23,377.65 |
23,256.18 |
22,872.96 |
|
| R2 |
23,016.61 |
23,016.61 |
22,839.86 |
|
| R1 |
22,895.14 |
22,895.14 |
22,806.77 |
22,955.88 |
| PP |
22,655.57 |
22,655.57 |
22,655.57 |
22,685.94 |
| S1 |
22,534.10 |
22,534.10 |
22,740.57 |
22,594.84 |
| S2 |
22,294.53 |
22,294.53 |
22,707.48 |
|
| S3 |
21,933.49 |
22,173.06 |
22,674.38 |
|
| S4 |
21,572.45 |
21,812.02 |
22,575.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,884.82 |
22,730.85 |
153.97 |
0.7% |
60.25 |
0.3% |
72% |
True |
False |
|
| 10 |
22,884.82 |
22,332.96 |
551.86 |
2.4% |
77.58 |
0.3% |
92% |
True |
False |
|
| 20 |
22,884.82 |
22,214.52 |
670.30 |
2.9% |
81.63 |
0.4% |
93% |
True |
False |
|
| 40 |
22,884.82 |
21,600.34 |
1,284.48 |
5.6% |
97.46 |
0.4% |
97% |
True |
False |
|
| 60 |
22,884.82 |
21,496.13 |
1,388.69 |
6.1% |
91.16 |
0.4% |
97% |
True |
False |
|
| 80 |
22,884.82 |
21,197.08 |
1,687.74 |
7.4% |
96.91 |
0.4% |
97% |
True |
False |
|
| 100 |
22,884.82 |
20,896.22 |
1,988.60 |
8.7% |
94.97 |
0.4% |
98% |
True |
False |
|
| 120 |
22,884.82 |
20,553.45 |
2,331.37 |
10.2% |
96.69 |
0.4% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,155.50 |
|
2.618 |
23,051.56 |
|
1.618 |
22,987.87 |
|
1.000 |
22,948.51 |
|
0.618 |
22,924.18 |
|
HIGH |
22,884.82 |
|
0.618 |
22,860.49 |
|
0.500 |
22,852.98 |
|
0.382 |
22,845.46 |
|
LOW |
22,821.13 |
|
0.618 |
22,781.77 |
|
1.000 |
22,757.44 |
|
1.618 |
22,718.08 |
|
2.618 |
22,654.39 |
|
4.250 |
22,550.45 |
|
|
| Fisher Pivots for day following 12-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
22,852.98 |
22,836.64 |
| PP |
22,848.99 |
22,832.27 |
| S1 |
22,845.00 |
22,827.91 |
|