Trading Metrics calculated at close of trading on 15-Oct-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2019 |
15-Oct-2019 |
Change |
Change % |
Previous Week |
Open |
8,344.91 |
8,352.02 |
7.11 |
0.1% |
8,173.69 |
High |
8,474.61 |
8,425.94 |
-48.67 |
-0.6% |
8,802.94 |
Low |
8,213.83 |
8,152.83 |
-61.00 |
-0.7% |
7,789.52 |
Close |
8,352.05 |
8,153.62 |
-198.43 |
-2.4% |
8,344.83 |
Range |
260.78 |
273.11 |
12.33 |
4.7% |
1,013.42 |
ATR |
439.76 |
427.86 |
-11.90 |
-2.7% |
0.00 |
Volume |
17,694 |
25,541 |
7,847 |
44.3% |
176,757 |
|
Daily Pivots for day following 15-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,063.46 |
8,881.65 |
8,303.83 |
|
R3 |
8,790.35 |
8,608.54 |
8,228.73 |
|
R2 |
8,517.24 |
8,517.24 |
8,203.69 |
|
R1 |
8,335.43 |
8,335.43 |
8,178.66 |
8,289.78 |
PP |
8,244.13 |
8,244.13 |
8,244.13 |
8,221.31 |
S1 |
8,062.32 |
8,062.32 |
8,128.58 |
8,016.67 |
S2 |
7,971.02 |
7,971.02 |
8,103.55 |
|
S3 |
7,697.91 |
7,789.21 |
8,078.51 |
|
S4 |
7,424.80 |
7,516.10 |
8,003.41 |
|
|
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 |
8,135.53 |
667.41 |
8.2% |
359.37 |
4.4% |
3% |
False |
False |
31,582 |
10 |
8,802.94 |
7,789.52 |
1,013.42 |
12.4% |
330.64 |
4.1% |
36% |
False |
False |
30,878 |
20 |
10,344.81 |
7,755.36 |
2,589.45 |
31.8% |
441.88 |
5.4% |
15% |
False |
False |
52,058 |
40 |
10,935.14 |
7,755.36 |
3,179.78 |
39.0% |
458.21 |
5.6% |
13% |
False |
False |
46,308 |
60 |
12,314.44 |
7,755.36 |
4,559.08 |
55.9% |
529.69 |
6.5% |
9% |
False |
False |
48,935 |
80 |
13,844.30 |
7,755.36 |
6,088.94 |
74.7% |
738.21 |
9.1% |
7% |
False |
False |
66,291 |
100 |
13,844.30 |
7,474.27 |
6,370.03 |
78.1% |
697.61 |
8.6% |
11% |
False |
False |
65,462 |
120 |
13,844.30 |
5,242.11 |
8,602.19 |
105.5% |
670.11 |
8.2% |
34% |
False |
False |
68,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,586.66 |
2.618 |
9,140.94 |
1.618 |
8,867.83 |
1.000 |
8,699.05 |
0.618 |
8,594.72 |
HIGH |
8,425.94 |
0.618 |
8,321.61 |
0.500 |
8,289.39 |
0.382 |
8,257.16 |
LOW |
8,152.83 |
0.618 |
7,984.05 |
1.000 |
7,879.72 |
1.618 |
7,710.94 |
2.618 |
7,437.83 |
4.250 |
6,992.11 |
|
|
Fisher Pivots for day following 15-Oct-2019 |
Pivot |
1 day |
3 day |
R1 |
8,289.39 |
8,477.89 |
PP |
8,244.13 |
8,369.80 |
S1 |
8,198.88 |
8,261.71 |
|