Trading Metrics calculated at close of trading on 03-Oct-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2019 |
03-Oct-2019 |
Change |
Change % |
Previous Week |
Open |
1,479.17 |
1,499.72 |
20.55 |
1.4% |
1,516.05 |
High |
1,504.08 |
1,516.51 |
12.43 |
0.8% |
1,534.62 |
Low |
1,474.64 |
1,496.73 |
22.09 |
1.5% |
1,487.86 |
Close |
1,499.84 |
1,504.82 |
4.98 |
0.3% |
1,496.81 |
Range |
29.44 |
19.78 |
-9.66 |
-32.8% |
46.76 |
ATR |
21.96 |
21.81 |
-0.16 |
-0.7% |
0.00 |
Volume |
5,156 |
6,539 |
1,383 |
26.8% |
35,015 |
|
Daily Pivots for day following 03-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,565.36 |
1,554.87 |
1,515.70 |
|
R3 |
1,545.58 |
1,535.09 |
1,510.26 |
|
R2 |
1,525.80 |
1,525.80 |
1,508.45 |
|
R1 |
1,515.31 |
1,515.31 |
1,506.63 |
1,520.56 |
PP |
1,506.02 |
1,506.02 |
1,506.02 |
1,508.64 |
S1 |
1,495.53 |
1,495.53 |
1,503.01 |
1,500.78 |
S2 |
1,486.24 |
1,486.24 |
1,501.19 |
|
S3 |
1,466.46 |
1,475.75 |
1,499.38 |
|
S4 |
1,446.68 |
1,455.97 |
1,493.94 |
|
|
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 |
1,516.51 |
1,456.64 |
59.87 |
4.0% |
26.16 |
1.7% |
80% |
True |
False |
5,813 |
10 |
1,534.62 |
1,456.64 |
77.98 |
5.2% |
22.23 |
1.5% |
62% |
False |
False |
6,430 |
20 |
1,534.62 |
1,456.64 |
77.98 |
5.2% |
20.72 |
1.4% |
62% |
False |
False |
6,678 |
40 |
1,556.11 |
1,456.64 |
99.47 |
6.6% |
21.34 |
1.4% |
48% |
False |
False |
6,772 |
60 |
1,556.11 |
1,400.34 |
155.77 |
10.4% |
20.68 |
1.4% |
67% |
False |
False |
6,803 |
80 |
1,556.11 |
1,333.07 |
223.04 |
14.8% |
21.52 |
1.4% |
77% |
False |
False |
7,183 |
100 |
1,556.11 |
1,269.50 |
286.61 |
19.0% |
19.91 |
1.3% |
82% |
False |
False |
7,568 |
120 |
1,556.11 |
1,266.61 |
289.50 |
19.2% |
18.26 |
1.2% |
82% |
False |
False |
7,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,600.58 |
2.618 |
1,568.29 |
1.618 |
1,548.51 |
1.000 |
1,536.29 |
0.618 |
1,528.73 |
HIGH |
1,516.51 |
0.618 |
1,508.95 |
0.500 |
1,506.62 |
0.382 |
1,504.29 |
LOW |
1,496.73 |
0.618 |
1,484.51 |
1.000 |
1,476.95 |
1.618 |
1,464.73 |
2.618 |
1,444.95 |
4.250 |
1,412.67 |
|
|
Fisher Pivots for day following 03-Oct-2019 |
Pivot |
1 day |
3 day |
R1 |
1,506.62 |
1,498.74 |
PP |
1,506.02 |
1,492.66 |
S1 |
1,505.42 |
1,486.58 |
|