Trading Metrics calculated at close of trading on 30-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2019 |
30-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
1,504.32 |
1,496.66 |
-7.66 |
-0.5% |
1,516.05 |
High |
1,507.00 |
1,499.48 |
-7.52 |
-0.5% |
1,534.62 |
Low |
1,487.86 |
1,465.83 |
-22.03 |
-1.5% |
1,487.86 |
Close |
1,496.81 |
1,472.74 |
-24.07 |
-1.6% |
1,496.81 |
Range |
19.14 |
33.65 |
14.51 |
75.8% |
46.76 |
ATR |
19.83 |
20.82 |
0.99 |
5.0% |
0.00 |
Volume |
7,098 |
5,246 |
-1,852 |
-26.1% |
35,015 |
|
Daily Pivots for day following 30-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,580.30 |
1,560.17 |
1,491.25 |
|
R3 |
1,546.65 |
1,526.52 |
1,481.99 |
|
R2 |
1,513.00 |
1,513.00 |
1,478.91 |
|
R1 |
1,492.87 |
1,492.87 |
1,475.82 |
1,486.11 |
PP |
1,479.35 |
1,479.35 |
1,479.35 |
1,475.97 |
S1 |
1,459.22 |
1,459.22 |
1,469.66 |
1,452.46 |
S2 |
1,445.70 |
1,445.70 |
1,466.57 |
|
S3 |
1,412.05 |
1,425.57 |
1,463.49 |
|
S4 |
1,378.40 |
1,391.92 |
1,454.23 |
|
|
Weekly Pivots for week ending 27-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,646.71 |
1,618.52 |
1,522.53 |
|
R3 |
1,599.95 |
1,571.76 |
1,509.67 |
|
R2 |
1,553.19 |
1,553.19 |
1,505.38 |
|
R1 |
1,525.00 |
1,525.00 |
1,501.10 |
1,515.72 |
PP |
1,506.43 |
1,506.43 |
1,506.43 |
1,501.79 |
S1 |
1,478.24 |
1,478.24 |
1,492.52 |
1,468.96 |
S2 |
1,459.67 |
1,459.67 |
1,488.24 |
|
S3 |
1,412.91 |
1,431.48 |
1,483.95 |
|
S4 |
1,366.15 |
1,384.72 |
1,471.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,534.62 |
1,465.83 |
68.79 |
4.7% |
22.34 |
1.5% |
10% |
False |
True |
6,663 |
10 |
1,534.62 |
1,465.83 |
68.79 |
4.7% |
19.44 |
1.3% |
10% |
False |
True |
6,897 |
20 |
1,556.11 |
1,465.83 |
90.28 |
6.1% |
21.24 |
1.4% |
8% |
False |
True |
6,896 |
40 |
1,556.11 |
1,457.56 |
98.55 |
6.7% |
21.13 |
1.4% |
15% |
False |
False |
6,845 |
60 |
1,556.11 |
1,386.42 |
169.69 |
11.5% |
20.44 |
1.4% |
51% |
False |
False |
6,879 |
80 |
1,556.11 |
1,320.05 |
236.06 |
16.0% |
20.95 |
1.4% |
65% |
False |
False |
7,324 |
100 |
1,556.11 |
1,269.50 |
286.61 |
19.5% |
19.53 |
1.3% |
71% |
False |
False |
7,672 |
120 |
1,556.11 |
1,266.61 |
289.50 |
19.7% |
17.87 |
1.2% |
71% |
False |
False |
7,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,642.49 |
2.618 |
1,587.58 |
1.618 |
1,553.93 |
1.000 |
1,533.13 |
0.618 |
1,520.28 |
HIGH |
1,499.48 |
0.618 |
1,486.63 |
0.500 |
1,482.66 |
0.382 |
1,478.68 |
LOW |
1,465.83 |
0.618 |
1,445.03 |
1.000 |
1,432.18 |
1.618 |
1,411.38 |
2.618 |
1,377.73 |
4.250 |
1,322.82 |
|
|
Fisher Pivots for day following 30-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
1,482.66 |
1,488.58 |
PP |
1,479.35 |
1,483.30 |
S1 |
1,476.05 |
1,478.02 |
|