| Trading Metrics calculated at close of trading on 02-Oct-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2019 |
02-Oct-2019 |
Change |
Change % |
Previous Week |
| Open |
8,238.68 |
8,369.41 |
130.73 |
1.6% |
10,146.38 |
| High |
8,520.96 |
8,411.76 |
-109.20 |
-1.3% |
10,180.13 |
| Low |
8,196.66 |
8,213.53 |
16.87 |
0.2% |
7,783.67 |
| Close |
8,369.41 |
8,240.70 |
-128.71 |
-1.5% |
8,064.72 |
| Range |
324.30 |
198.23 |
-126.07 |
-38.9% |
2,396.46 |
| ATR |
532.05 |
508.20 |
-23.84 |
-4.5% |
0.00 |
| Volume |
53,080 |
31,316 |
-21,764 |
-41.0% |
489,845 |
|
| Daily Pivots for day following 02-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,883.35 |
8,760.26 |
8,349.73 |
|
| R3 |
8,685.12 |
8,562.03 |
8,295.21 |
|
| R2 |
8,486.89 |
8,486.89 |
8,277.04 |
|
| R1 |
8,363.80 |
8,363.80 |
8,258.87 |
8,326.23 |
| PP |
8,288.66 |
8,288.66 |
8,288.66 |
8,269.88 |
| S1 |
8,165.57 |
8,165.57 |
8,222.53 |
8,128.00 |
| S2 |
8,090.43 |
8,090.43 |
8,204.36 |
|
| S3 |
7,892.20 |
7,967.34 |
8,186.19 |
|
| S4 |
7,693.97 |
7,769.11 |
8,131.67 |
|
|
| 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 |
8,654.88 |
7,755.36 |
899.52 |
10.9% |
447.05 |
5.4% |
54% |
False |
False |
67,871 |
| 10 |
10,344.81 |
7,755.36 |
2,589.45 |
31.4% |
557.85 |
6.8% |
19% |
False |
False |
73,761 |
| 20 |
10,935.14 |
7,755.36 |
3,179.78 |
38.6% |
452.31 |
5.5% |
15% |
False |
False |
52,949 |
| 40 |
12,046.26 |
7,755.36 |
4,290.90 |
52.1% |
530.69 |
6.4% |
11% |
False |
False |
52,248 |
| 60 |
12,314.44 |
7,755.36 |
4,559.08 |
55.3% |
644.41 |
7.8% |
11% |
False |
False |
59,116 |
| 80 |
13,844.30 |
7,755.36 |
6,088.94 |
73.9% |
764.95 |
9.3% |
8% |
False |
False |
69,466 |
| 100 |
13,844.30 |
6,780.59 |
7,063.71 |
85.7% |
723.79 |
8.8% |
21% |
False |
False |
70,462 |
| 120 |
13,844.30 |
5,052.90 |
8,791.40 |
106.7% |
659.80 |
8.0% |
36% |
False |
False |
69,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,254.24 |
|
2.618 |
8,930.73 |
|
1.618 |
8,732.50 |
|
1.000 |
8,609.99 |
|
0.618 |
8,534.27 |
|
HIGH |
8,411.76 |
|
0.618 |
8,336.04 |
|
0.500 |
8,312.65 |
|
0.382 |
8,289.25 |
|
LOW |
8,213.53 |
|
0.618 |
8,091.02 |
|
1.000 |
8,015.30 |
|
1.618 |
7,892.79 |
|
2.618 |
7,694.56 |
|
4.250 |
7,371.05 |
|
|
| Fisher Pivots for day following 02-Oct-2019 |
| Pivot |
1 day |
3 day |
| R1 |
8,312.65 |
8,206.52 |
| PP |
8,288.66 |
8,172.34 |
| S1 |
8,264.68 |
8,138.16 |
|