Trading Metrics calculated at close of trading on 01-Oct-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2019 |
01-Oct-2019 |
Change |
Change % |
Previous Week |
Open |
1,496.66 |
1,472.62 |
-24.04 |
-1.6% |
1,516.05 |
High |
1,499.48 |
1,485.43 |
-14.05 |
-0.9% |
1,534.62 |
Low |
1,465.83 |
1,456.64 |
-9.19 |
-0.6% |
1,487.86 |
Close |
1,472.74 |
1,479.23 |
6.49 |
0.4% |
1,496.81 |
Range |
33.65 |
28.79 |
-4.86 |
-14.4% |
46.76 |
ATR |
20.82 |
21.39 |
0.57 |
2.7% |
0.00 |
Volume |
5,246 |
5,029 |
-217 |
-4.1% |
35,015 |
|
Daily Pivots for day following 01-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,560.14 |
1,548.47 |
1,495.06 |
|
R3 |
1,531.35 |
1,519.68 |
1,487.15 |
|
R2 |
1,502.56 |
1,502.56 |
1,484.51 |
|
R1 |
1,490.89 |
1,490.89 |
1,481.87 |
1,496.73 |
PP |
1,473.77 |
1,473.77 |
1,473.77 |
1,476.68 |
S1 |
1,462.10 |
1,462.10 |
1,476.59 |
1,467.94 |
S2 |
1,444.98 |
1,444.98 |
1,473.95 |
|
S3 |
1,416.19 |
1,433.31 |
1,471.31 |
|
S4 |
1,387.40 |
1,404.52 |
1,463.40 |
|
|
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 |
1,534.38 |
1,456.64 |
77.74 |
5.3% |
24.53 |
1.7% |
29% |
False |
True |
6,339 |
10 |
1,534.62 |
1,456.64 |
77.98 |
5.3% |
21.02 |
1.4% |
29% |
False |
True |
6,693 |
20 |
1,556.11 |
1,456.64 |
99.47 |
6.7% |
21.33 |
1.4% |
23% |
False |
True |
6,804 |
40 |
1,556.11 |
1,456.64 |
99.47 |
6.7% |
21.43 |
1.4% |
23% |
False |
True |
6,806 |
60 |
1,556.11 |
1,390.27 |
165.84 |
11.2% |
20.70 |
1.4% |
54% |
False |
False |
6,843 |
80 |
1,556.11 |
1,326.27 |
229.84 |
15.5% |
21.18 |
1.4% |
67% |
False |
False |
7,273 |
100 |
1,556.11 |
1,269.50 |
286.61 |
19.4% |
19.64 |
1.3% |
73% |
False |
False |
7,633 |
120 |
1,556.11 |
1,266.61 |
289.50 |
19.6% |
18.03 |
1.2% |
73% |
False |
False |
7,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,607.79 |
2.618 |
1,560.80 |
1.618 |
1,532.01 |
1.000 |
1,514.22 |
0.618 |
1,503.22 |
HIGH |
1,485.43 |
0.618 |
1,474.43 |
0.500 |
1,471.04 |
0.382 |
1,467.64 |
LOW |
1,456.64 |
0.618 |
1,438.85 |
1.000 |
1,427.85 |
1.618 |
1,410.06 |
2.618 |
1,381.27 |
4.250 |
1,334.28 |
|
|
Fisher Pivots for day following 01-Oct-2019 |
Pivot |
1 day |
3 day |
R1 |
1,476.50 |
1,481.82 |
PP |
1,473.77 |
1,480.96 |
S1 |
1,471.04 |
1,480.09 |
|