Trading Metrics calculated at close of trading on 30-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2019 |
30-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
8,095.69 |
8,064.72 |
-30.97 |
-0.4% |
10,146.38 |
High |
8,131.71 |
8,348.07 |
216.36 |
2.7% |
10,180.13 |
Low |
7,882.91 |
7,755.36 |
-127.55 |
-1.6% |
7,783.67 |
Close |
8,064.72 |
8,238.68 |
173.96 |
2.2% |
8,064.72 |
Range |
248.80 |
592.71 |
343.91 |
138.2% |
2,396.46 |
ATR |
544.59 |
548.03 |
3.44 |
0.6% |
0.00 |
Volume |
51,583 |
62,010 |
10,427 |
20.2% |
489,845 |
|
Daily Pivots for day following 30-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,892.17 |
9,658.13 |
8,564.67 |
|
R3 |
9,299.46 |
9,065.42 |
8,401.68 |
|
R2 |
8,706.75 |
8,706.75 |
8,347.34 |
|
R1 |
8,472.71 |
8,472.71 |
8,293.01 |
8,589.73 |
PP |
8,114.04 |
8,114.04 |
8,114.04 |
8,172.55 |
S1 |
7,880.00 |
7,880.00 |
8,184.35 |
7,997.02 |
S2 |
7,521.33 |
7,521.33 |
8,130.02 |
|
S3 |
6,928.62 |
7,287.29 |
8,075.68 |
|
S4 |
6,335.91 |
6,694.58 |
7,912.69 |
|
|
Weekly Pivots for week ending 27-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,865.55 |
14,361.60 |
9,382.77 |
|
R3 |
13,469.09 |
11,965.14 |
8,723.75 |
|
R2 |
11,072.63 |
11,072.63 |
8,504.07 |
|
R1 |
9,568.68 |
9,568.68 |
8,284.40 |
9,122.43 |
PP |
8,676.17 |
8,676.17 |
8,676.17 |
8,453.05 |
S1 |
7,172.22 |
7,172.22 |
7,845.04 |
6,725.97 |
S2 |
6,279.71 |
6,279.71 |
7,625.37 |
|
S3 |
3,883.25 |
4,775.76 |
7,405.69 |
|
S4 |
1,486.79 |
2,379.30 |
6,746.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,835.09 |
7,755.36 |
2,079.73 |
25.2% |
769.77 |
9.3% |
23% |
False |
True |
101,105 |
10 |
10,358.37 |
7,755.36 |
2,603.01 |
31.6% |
541.48 |
6.6% |
19% |
False |
True |
70,689 |
20 |
10,935.14 |
7,755.36 |
3,179.78 |
38.6% |
470.40 |
5.7% |
15% |
False |
True |
54,670 |
40 |
12,314.44 |
7,755.36 |
4,559.08 |
55.3% |
558.62 |
6.8% |
11% |
False |
True |
54,274 |
60 |
13,173.79 |
7,755.36 |
5,418.43 |
65.8% |
672.68 |
8.2% |
9% |
False |
True |
61,499 |
80 |
13,844.30 |
7,723.72 |
6,120.58 |
74.3% |
767.71 |
9.3% |
8% |
False |
False |
69,579 |
100 |
13,844.30 |
6,780.59 |
7,063.71 |
85.7% |
731.30 |
8.9% |
21% |
False |
False |
72,116 |
120 |
13,844.30 |
5,015.12 |
8,829.18 |
107.2% |
658.01 |
8.0% |
37% |
False |
False |
69,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,867.09 |
2.618 |
9,899.78 |
1.618 |
9,307.07 |
1.000 |
8,940.78 |
0.618 |
8,714.36 |
HIGH |
8,348.07 |
0.618 |
8,121.65 |
0.500 |
8,051.72 |
0.382 |
7,981.78 |
LOW |
7,755.36 |
0.618 |
7,389.07 |
1.000 |
7,162.65 |
1.618 |
6,796.36 |
2.618 |
6,203.65 |
4.250 |
5,236.34 |
|
|
Fisher Pivots for day following 30-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
8,176.36 |
8,227.49 |
PP |
8,114.04 |
8,216.31 |
S1 |
8,051.72 |
8,205.12 |
|