| Trading Metrics calculated at close of trading on 04-Oct-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2019 |
04-Oct-2019 |
Change |
Change % |
Previous Week |
| Open |
8,241.82 |
8,154.74 |
-87.08 |
-1.1% |
8,064.72 |
| High |
8,411.48 |
8,293.05 |
-118.43 |
-1.4% |
8,520.96 |
| Low |
8,102.45 |
8,039.18 |
-63.27 |
-0.8% |
7,755.36 |
| Close |
8,154.18 |
8,173.13 |
18.95 |
0.2% |
8,173.13 |
| Range |
309.03 |
253.87 |
-55.16 |
-17.8% |
765.60 |
| ATR |
493.98 |
476.83 |
-17.15 |
-3.5% |
0.00 |
| Volume |
30,048 |
27,432 |
-2,616 |
-8.7% |
203,886 |
|
| Daily Pivots for day following 04-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,930.06 |
8,805.47 |
8,312.76 |
|
| R3 |
8,676.19 |
8,551.60 |
8,242.94 |
|
| R2 |
8,422.32 |
8,422.32 |
8,219.67 |
|
| R1 |
8,297.73 |
8,297.73 |
8,196.40 |
8,360.03 |
| PP |
8,168.45 |
8,168.45 |
8,168.45 |
8,199.60 |
| S1 |
8,043.86 |
8,043.86 |
8,149.86 |
8,106.16 |
| S2 |
7,914.58 |
7,914.58 |
8,126.59 |
|
| S3 |
7,660.71 |
7,789.99 |
8,103.32 |
|
| S4 |
7,406.84 |
7,536.12 |
8,033.50 |
|
|
| Weekly Pivots for week ending 04-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,446.62 |
10,075.47 |
8,594.21 |
|
| R3 |
9,681.02 |
9,309.87 |
8,383.67 |
|
| R2 |
8,915.42 |
8,915.42 |
8,313.49 |
|
| R1 |
8,544.27 |
8,544.27 |
8,243.31 |
8,729.85 |
| PP |
8,149.82 |
8,149.82 |
8,149.82 |
8,242.60 |
| S1 |
7,778.67 |
7,778.67 |
8,102.95 |
7,964.25 |
| S2 |
7,384.22 |
7,384.22 |
8,032.77 |
|
| S3 |
6,618.62 |
7,013.07 |
7,962.59 |
|
| S4 |
5,853.02 |
6,247.47 |
7,752.05 |
|
|
| 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% |
335.63 |
4.1% |
55% |
False |
False |
40,777 |
| 10 |
10,180.13 |
7,755.36 |
2,424.77 |
29.7% |
533.15 |
6.5% |
17% |
False |
False |
69,373 |
| 20 |
10,600.25 |
7,755.36 |
2,844.89 |
34.8% |
434.79 |
5.3% |
15% |
False |
False |
51,422 |
| 40 |
11,957.27 |
7,755.36 |
4,201.91 |
51.4% |
520.68 |
6.4% |
10% |
False |
False |
51,016 |
| 60 |
12,314.44 |
7,755.36 |
4,559.08 |
55.8% |
619.95 |
7.6% |
9% |
False |
False |
56,916 |
| 80 |
13,844.30 |
7,755.36 |
6,088.94 |
74.5% |
765.50 |
9.4% |
7% |
False |
False |
69,299 |
| 100 |
13,844.30 |
7,116.92 |
6,727.38 |
82.3% |
711.21 |
8.7% |
16% |
False |
False |
68,406 |
| 120 |
13,844.30 |
5,052.90 |
8,791.40 |
107.6% |
662.43 |
8.1% |
35% |
False |
False |
69,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,372.00 |
|
2.618 |
8,957.68 |
|
1.618 |
8,703.81 |
|
1.000 |
8,546.92 |
|
0.618 |
8,449.94 |
|
HIGH |
8,293.05 |
|
0.618 |
8,196.07 |
|
0.500 |
8,166.12 |
|
0.382 |
8,136.16 |
|
LOW |
8,039.18 |
|
0.618 |
7,882.29 |
|
1.000 |
7,785.31 |
|
1.618 |
7,628.42 |
|
2.618 |
7,374.55 |
|
4.250 |
6,960.23 |
|
|
| Fisher Pivots for day following 04-Oct-2019 |
| Pivot |
1 day |
3 day |
| R1 |
8,170.79 |
8,225.47 |
| PP |
8,168.45 |
8,208.02 |
| S1 |
8,166.12 |
8,190.58 |
|