Trading Metrics calculated at close of trading on 02-Oct-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2019 |
02-Oct-2019 |
Change |
Change % |
Previous Week |
Open |
1,472.62 |
1,479.17 |
6.55 |
0.4% |
1,516.05 |
High |
1,485.43 |
1,504.08 |
18.65 |
1.3% |
1,534.62 |
Low |
1,456.64 |
1,474.64 |
18.00 |
1.2% |
1,487.86 |
Close |
1,479.23 |
1,499.84 |
20.61 |
1.4% |
1,496.81 |
Range |
28.79 |
29.44 |
0.65 |
2.3% |
46.76 |
ATR |
21.39 |
21.96 |
0.58 |
2.7% |
0.00 |
Volume |
5,029 |
5,156 |
127 |
2.5% |
35,015 |
|
Daily Pivots for day following 02-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,581.17 |
1,569.95 |
1,516.03 |
|
R3 |
1,551.73 |
1,540.51 |
1,507.94 |
|
R2 |
1,522.29 |
1,522.29 |
1,505.24 |
|
R1 |
1,511.07 |
1,511.07 |
1,502.54 |
1,516.68 |
PP |
1,492.85 |
1,492.85 |
1,492.85 |
1,495.66 |
S1 |
1,481.63 |
1,481.63 |
1,497.14 |
1,487.24 |
S2 |
1,463.41 |
1,463.41 |
1,494.44 |
|
S3 |
1,433.97 |
1,452.19 |
1,491.74 |
|
S4 |
1,404.53 |
1,422.75 |
1,483.65 |
|
|
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 |
1,511.33 |
1,456.64 |
54.69 |
3.6% |
23.95 |
1.6% |
79% |
False |
False |
5,936 |
10 |
1,534.62 |
1,456.64 |
77.98 |
5.2% |
21.64 |
1.4% |
55% |
False |
False |
6,502 |
20 |
1,552.61 |
1,456.64 |
95.97 |
6.4% |
21.72 |
1.4% |
45% |
False |
False |
6,706 |
40 |
1,556.11 |
1,456.64 |
99.47 |
6.6% |
21.26 |
1.4% |
43% |
False |
False |
6,779 |
60 |
1,556.11 |
1,400.34 |
155.77 |
10.4% |
20.71 |
1.4% |
64% |
False |
False |
6,812 |
80 |
1,556.11 |
1,332.56 |
223.55 |
14.9% |
21.40 |
1.4% |
75% |
False |
False |
7,219 |
100 |
1,556.11 |
1,269.50 |
286.61 |
19.1% |
19.86 |
1.3% |
80% |
False |
False |
7,597 |
120 |
1,556.11 |
1,266.61 |
289.50 |
19.3% |
18.15 |
1.2% |
81% |
False |
False |
7,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,629.20 |
2.618 |
1,581.15 |
1.618 |
1,551.71 |
1.000 |
1,533.52 |
0.618 |
1,522.27 |
HIGH |
1,504.08 |
0.618 |
1,492.83 |
0.500 |
1,489.36 |
0.382 |
1,485.89 |
LOW |
1,474.64 |
0.618 |
1,456.45 |
1.000 |
1,445.20 |
1.618 |
1,427.01 |
2.618 |
1,397.57 |
4.250 |
1,349.52 |
|
|
Fisher Pivots for day following 02-Oct-2019 |
Pivot |
1 day |
3 day |
R1 |
1,496.35 |
1,493.35 |
PP |
1,492.85 |
1,486.85 |
S1 |
1,489.36 |
1,480.36 |
|