Trading Metrics calculated at close of trading on 01-Oct-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2019 |
01-Oct-2019 |
Change |
Change % |
Previous Week |
Open |
8,064.72 |
8,238.68 |
173.96 |
2.2% |
10,146.38 |
High |
8,348.07 |
8,520.96 |
172.89 |
2.1% |
10,180.13 |
Low |
7,755.36 |
8,196.66 |
441.30 |
5.7% |
7,783.67 |
Close |
8,238.68 |
8,369.41 |
130.73 |
1.6% |
8,064.72 |
Range |
592.71 |
324.30 |
-268.41 |
-45.3% |
2,396.46 |
ATR |
548.03 |
532.05 |
-15.98 |
-2.9% |
0.00 |
Volume |
62,010 |
53,080 |
-8,930 |
-14.4% |
489,845 |
|
Daily Pivots for day following 01-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,335.24 |
9,176.63 |
8,547.78 |
|
R3 |
9,010.94 |
8,852.33 |
8,458.59 |
|
R2 |
8,686.64 |
8,686.64 |
8,428.87 |
|
R1 |
8,528.03 |
8,528.03 |
8,399.14 |
8,607.34 |
PP |
8,362.34 |
8,362.34 |
8,362.34 |
8,402.00 |
S1 |
8,203.73 |
8,203.73 |
8,339.68 |
8,283.04 |
S2 |
8,038.04 |
8,038.04 |
8,309.96 |
|
S3 |
7,713.74 |
7,879.43 |
8,280.23 |
|
S4 |
7,389.44 |
7,555.13 |
8,191.05 |
|
|
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 |
8,778.43 |
7,755.36 |
1,023.07 |
12.2% |
512.95 |
6.1% |
60% |
False |
False |
79,604 |
10 |
10,344.81 |
7,755.36 |
2,589.45 |
30.9% |
553.12 |
6.6% |
24% |
False |
False |
73,238 |
20 |
10,935.14 |
7,755.36 |
3,179.78 |
38.0% |
463.39 |
5.5% |
19% |
False |
False |
53,628 |
40 |
12,132.46 |
7,755.36 |
4,377.10 |
52.3% |
548.15 |
6.5% |
14% |
False |
False |
53,539 |
60 |
13,173.79 |
7,755.36 |
5,418.43 |
64.7% |
666.58 |
8.0% |
11% |
False |
False |
60,842 |
80 |
13,844.30 |
7,755.36 |
6,088.94 |
72.8% |
767.67 |
9.2% |
10% |
False |
False |
69,849 |
100 |
13,844.30 |
6,780.59 |
7,063.71 |
84.4% |
727.79 |
8.7% |
22% |
False |
False |
71,085 |
120 |
13,844.30 |
5,052.90 |
8,791.40 |
105.0% |
658.88 |
7.9% |
38% |
False |
False |
69,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,899.24 |
2.618 |
9,369.98 |
1.618 |
9,045.68 |
1.000 |
8,845.26 |
0.618 |
8,721.38 |
HIGH |
8,520.96 |
0.618 |
8,397.08 |
0.500 |
8,358.81 |
0.382 |
8,320.54 |
LOW |
8,196.66 |
0.618 |
7,996.24 |
1.000 |
7,872.36 |
1.618 |
7,671.94 |
2.618 |
7,347.64 |
4.250 |
6,818.39 |
|
|
Fisher Pivots for day following 01-Oct-2019 |
Pivot |
1 day |
3 day |
R1 |
8,365.88 |
8,292.33 |
PP |
8,362.34 |
8,215.24 |
S1 |
8,358.81 |
8,138.16 |
|