| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2019 |
02-Oct-2019 |
Change |
Change % |
Previous Week |
| Open |
2,983.69 |
2,924.78 |
-58.91 |
-2.0% |
2,983.50 |
| High |
2,992.53 |
2,924.78 |
-67.75 |
-2.3% |
3,007.98 |
| Low |
2,938.70 |
2,874.93 |
-63.77 |
-2.2% |
2,945.53 |
| Close |
2,940.25 |
2,887.61 |
-52.64 |
-1.8% |
2,961.79 |
| Range |
53.83 |
49.85 |
-3.98 |
-7.4% |
62.45 |
| ATR |
32.13 |
34.50 |
2.37 |
7.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,045.32 |
3,016.32 |
2,915.03 |
|
| R3 |
2,995.47 |
2,966.47 |
2,901.32 |
|
| R2 |
2,945.62 |
2,945.62 |
2,896.75 |
|
| R1 |
2,916.62 |
2,916.62 |
2,892.18 |
2,906.20 |
| PP |
2,895.77 |
2,895.77 |
2,895.77 |
2,890.56 |
| S1 |
2,866.77 |
2,866.77 |
2,883.04 |
2,856.35 |
| S2 |
2,845.92 |
2,845.92 |
2,878.47 |
|
| S3 |
2,796.07 |
2,816.92 |
2,873.90 |
|
| S4 |
2,746.22 |
2,767.07 |
2,860.19 |
|
|
| Weekly Pivots for week ending 27-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,159.12 |
3,122.90 |
2,996.14 |
|
| R3 |
3,096.67 |
3,060.45 |
2,978.96 |
|
| R2 |
3,034.22 |
3,034.22 |
2,973.24 |
|
| R1 |
2,998.00 |
2,998.00 |
2,967.51 |
2,984.89 |
| PP |
2,971.77 |
2,971.77 |
2,971.77 |
2,965.21 |
| S1 |
2,935.55 |
2,935.55 |
2,956.07 |
2,922.44 |
| S2 |
2,909.32 |
2,909.32 |
2,950.34 |
|
| S3 |
2,846.87 |
2,873.10 |
2,944.62 |
|
| S4 |
2,784.42 |
2,810.65 |
2,927.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,992.53 |
2,874.93 |
117.60 |
4.1% |
37.16 |
1.3% |
11% |
False |
True |
|
| 10 |
3,021.99 |
2,874.93 |
147.06 |
5.1% |
34.05 |
1.2% |
9% |
False |
True |
|
| 20 |
3,021.99 |
2,874.93 |
147.06 |
5.1% |
26.69 |
0.9% |
9% |
False |
True |
|
| 40 |
3,021.99 |
2,825.51 |
196.48 |
6.8% |
31.60 |
1.1% |
32% |
False |
False |
|
| 60 |
3,027.98 |
2,822.12 |
205.86 |
7.1% |
29.92 |
1.0% |
32% |
False |
False |
|
| 80 |
3,027.98 |
2,822.12 |
205.86 |
7.1% |
27.14 |
0.9% |
32% |
False |
False |
|
| 100 |
3,027.98 |
2,728.81 |
299.17 |
10.4% |
27.47 |
1.0% |
53% |
False |
False |
|
| 120 |
3,027.98 |
2,728.81 |
299.17 |
10.4% |
27.13 |
0.9% |
53% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,136.64 |
|
2.618 |
3,055.29 |
|
1.618 |
3,005.44 |
|
1.000 |
2,974.63 |
|
0.618 |
2,955.59 |
|
HIGH |
2,924.78 |
|
0.618 |
2,905.74 |
|
0.500 |
2,899.86 |
|
0.382 |
2,893.97 |
|
LOW |
2,874.93 |
|
0.618 |
2,844.12 |
|
1.000 |
2,825.08 |
|
1.618 |
2,794.27 |
|
2.618 |
2,744.42 |
|
4.250 |
2,663.07 |
|
|