Trading Metrics calculated at close of trading on 03-Oct-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2019 |
03-Oct-2019 |
Change |
Change % |
Previous Week |
Open |
8,369.41 |
8,241.82 |
-127.59 |
-1.5% |
10,146.38 |
High |
8,411.76 |
8,411.48 |
-0.28 |
0.0% |
10,180.13 |
Low |
8,213.53 |
8,102.45 |
-111.08 |
-1.4% |
7,783.67 |
Close |
8,240.70 |
8,154.18 |
-86.52 |
-1.0% |
8,064.72 |
Range |
198.23 |
309.03 |
110.80 |
55.9% |
2,396.46 |
ATR |
508.20 |
493.98 |
-14.23 |
-2.8% |
0.00 |
Volume |
31,316 |
30,048 |
-1,268 |
-4.0% |
489,845 |
|
Daily Pivots for day following 03-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,149.79 |
8,961.02 |
8,324.15 |
|
R3 |
8,840.76 |
8,651.99 |
8,239.16 |
|
R2 |
8,531.73 |
8,531.73 |
8,210.84 |
|
R1 |
8,342.96 |
8,342.96 |
8,182.51 |
8,282.83 |
PP |
8,222.70 |
8,222.70 |
8,222.70 |
8,192.64 |
S1 |
8,033.93 |
8,033.93 |
8,125.85 |
7,973.80 |
S2 |
7,913.67 |
7,913.67 |
8,097.52 |
|
S3 |
7,604.64 |
7,724.90 |
8,069.20 |
|
S4 |
7,295.61 |
7,415.87 |
7,984.21 |
|
|
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 |
8,520.96 |
7,755.36 |
765.60 |
9.4% |
334.61 |
4.1% |
52% |
False |
False |
45,607 |
10 |
10,299.66 |
7,755.36 |
2,544.30 |
31.2% |
527.31 |
6.5% |
16% |
False |
False |
69,492 |
20 |
10,935.14 |
7,755.36 |
3,179.78 |
39.0% |
457.13 |
5.6% |
13% |
False |
False |
52,921 |
40 |
12,046.26 |
7,755.36 |
4,290.90 |
52.6% |
525.23 |
6.4% |
9% |
False |
False |
51,600 |
60 |
12,314.44 |
7,755.36 |
4,559.08 |
55.9% |
629.64 |
7.7% |
9% |
False |
False |
57,379 |
80 |
13,844.30 |
7,755.36 |
6,088.94 |
74.7% |
765.89 |
9.4% |
7% |
False |
False |
69,443 |
100 |
13,844.30 |
6,780.59 |
7,063.71 |
86.6% |
720.37 |
8.8% |
19% |
False |
False |
69,711 |
120 |
13,844.30 |
5,052.90 |
8,791.40 |
107.8% |
661.54 |
8.1% |
35% |
False |
False |
69,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,724.86 |
2.618 |
9,220.52 |
1.618 |
8,911.49 |
1.000 |
8,720.51 |
0.618 |
8,602.46 |
HIGH |
8,411.48 |
0.618 |
8,293.43 |
0.500 |
8,256.97 |
0.382 |
8,220.50 |
LOW |
8,102.45 |
0.618 |
7,911.47 |
1.000 |
7,793.42 |
1.618 |
7,602.44 |
2.618 |
7,293.41 |
4.250 |
6,789.07 |
|
|
Fisher Pivots for day following 03-Oct-2019 |
Pivot |
1 day |
3 day |
R1 |
8,256.97 |
8,311.71 |
PP |
8,222.70 |
8,259.20 |
S1 |
8,188.44 |
8,206.69 |
|