Trading Metrics calculated at close of trading on 11-Oct-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2019 |
11-Oct-2019 |
Change |
Change % |
Previous Week |
Open |
8,594.42 |
8,582.18 |
-12.24 |
-0.1% |
8,173.69 |
High |
8,663.29 |
8,802.94 |
139.65 |
1.6% |
8,802.94 |
Low |
8,462.60 |
8,296.95 |
-165.65 |
-2.0% |
7,789.52 |
Close |
8,582.18 |
8,344.83 |
-237.35 |
-2.8% |
8,344.83 |
Range |
200.69 |
505.99 |
305.30 |
152.1% |
1,013.42 |
ATR |
449.50 |
453.53 |
4.04 |
0.9% |
0.00 |
Volume |
30,680 |
38,292 |
7,612 |
24.8% |
176,757 |
|
Daily Pivots for day following 11-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,999.54 |
9,678.18 |
8,623.12 |
|
R3 |
9,493.55 |
9,172.19 |
8,483.98 |
|
R2 |
8,987.56 |
8,987.56 |
8,437.59 |
|
R1 |
8,666.20 |
8,666.20 |
8,391.21 |
8,573.89 |
PP |
8,481.57 |
8,481.57 |
8,481.57 |
8,435.42 |
S1 |
8,160.21 |
8,160.21 |
8,298.45 |
8,067.90 |
S2 |
7,975.58 |
7,975.58 |
8,252.07 |
|
S3 |
7,469.59 |
7,654.22 |
8,205.68 |
|
S4 |
6,963.60 |
7,148.23 |
8,066.54 |
|
|
Weekly Pivots for week ending 11-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,352.69 |
10,862.18 |
8,902.21 |
|
R3 |
10,339.27 |
9,848.76 |
8,623.52 |
|
R2 |
9,325.85 |
9,325.85 |
8,530.62 |
|
R1 |
8,835.34 |
8,835.34 |
8,437.73 |
9,080.60 |
PP |
8,312.43 |
8,312.43 |
8,312.43 |
8,435.06 |
S1 |
7,821.92 |
7,821.92 |
8,251.93 |
8,067.18 |
S2 |
7,299.01 |
7,299.01 |
8,159.04 |
|
S3 |
6,285.59 |
6,808.50 |
8,066.14 |
|
S4 |
5,272.17 |
5,795.08 |
7,787.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,802.94 |
7,789.52 |
1,013.42 |
12.1% |
402.27 |
4.8% |
55% |
True |
False |
35,351 |
10 |
8,802.94 |
7,755.36 |
1,047.58 |
12.6% |
368.95 |
4.4% |
56% |
True |
False |
38,064 |
20 |
10,457.65 |
7,755.36 |
2,702.29 |
32.4% |
442.56 |
5.3% |
22% |
False |
False |
53,234 |
40 |
10,954.56 |
7,755.36 |
3,199.20 |
38.3% |
474.54 |
5.7% |
18% |
False |
False |
46,839 |
60 |
12,314.44 |
7,755.36 |
4,559.08 |
54.6% |
545.38 |
6.5% |
13% |
False |
False |
49,811 |
80 |
13,844.30 |
7,755.36 |
6,088.94 |
73.0% |
757.39 |
9.1% |
10% |
False |
False |
67,675 |
100 |
13,844.30 |
7,474.27 |
6,370.03 |
76.3% |
705.32 |
8.5% |
14% |
False |
False |
66,299 |
120 |
13,844.30 |
5,111.10 |
8,733.20 |
104.7% |
668.53 |
8.0% |
37% |
False |
False |
68,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,953.40 |
2.618 |
10,127.62 |
1.618 |
9,621.63 |
1.000 |
9,308.93 |
0.618 |
9,115.64 |
HIGH |
8,802.94 |
0.618 |
8,609.65 |
0.500 |
8,549.95 |
0.382 |
8,490.24 |
LOW |
8,296.95 |
0.618 |
7,984.25 |
1.000 |
7,790.96 |
1.618 |
7,478.26 |
2.618 |
6,972.27 |
4.250 |
6,146.49 |
|
|
Fisher Pivots for day following 11-Oct-2019 |
Pivot |
1 day |
3 day |
R1 |
8,549.95 |
8,469.24 |
PP |
8,481.57 |
8,427.77 |
S1 |
8,413.20 |
8,386.30 |
|