| Trading Metrics calculated at close of trading on 04-Oct-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2019 |
04-Oct-2019 |
Change |
Change % |
Previous Week |
| Open |
1,499.72 |
1,504.86 |
5.14 |
0.3% |
1,496.66 |
| High |
1,516.51 |
1,509.86 |
-6.65 |
-0.4% |
1,516.51 |
| Low |
1,496.73 |
1,498.00 |
1.27 |
0.1% |
1,456.64 |
| Close |
1,504.82 |
1,504.42 |
-0.40 |
0.0% |
1,504.42 |
| Range |
19.78 |
11.86 |
-7.92 |
-40.0% |
59.87 |
| ATR |
21.81 |
21.10 |
-0.71 |
-3.3% |
0.00 |
| Volume |
6,539 |
6,913 |
374 |
5.7% |
28,883 |
|
| Daily Pivots for day following 04-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,539.67 |
1,533.91 |
1,510.94 |
|
| R3 |
1,527.81 |
1,522.05 |
1,507.68 |
|
| R2 |
1,515.95 |
1,515.95 |
1,506.59 |
|
| R1 |
1,510.19 |
1,510.19 |
1,505.51 |
1,507.14 |
| PP |
1,504.09 |
1,504.09 |
1,504.09 |
1,502.57 |
| S1 |
1,498.33 |
1,498.33 |
1,503.33 |
1,495.28 |
| S2 |
1,492.23 |
1,492.23 |
1,502.25 |
|
| S3 |
1,480.37 |
1,486.47 |
1,501.16 |
|
| S4 |
1,468.51 |
1,474.61 |
1,497.90 |
|
|
| Weekly Pivots for week ending 04-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,672.13 |
1,648.15 |
1,537.35 |
|
| R3 |
1,612.26 |
1,588.28 |
1,520.88 |
|
| R2 |
1,552.39 |
1,552.39 |
1,515.40 |
|
| R1 |
1,528.41 |
1,528.41 |
1,509.91 |
1,540.40 |
| PP |
1,492.52 |
1,492.52 |
1,492.52 |
1,498.52 |
| S1 |
1,468.54 |
1,468.54 |
1,498.93 |
1,480.53 |
| S2 |
1,432.65 |
1,432.65 |
1,493.44 |
|
| S3 |
1,372.78 |
1,408.67 |
1,487.96 |
|
| S4 |
1,312.91 |
1,348.80 |
1,471.49 |
|
|
| 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% |
24.70 |
1.6% |
80% |
False |
False |
5,776 |
| 10 |
1,534.62 |
1,456.64 |
77.98 |
5.2% |
21.56 |
1.4% |
61% |
False |
False |
6,389 |
| 20 |
1,534.62 |
1,456.64 |
77.98 |
5.2% |
20.15 |
1.3% |
61% |
False |
False |
6,669 |
| 40 |
1,556.11 |
1,456.64 |
99.47 |
6.6% |
21.32 |
1.4% |
48% |
False |
False |
6,773 |
| 60 |
1,556.11 |
1,400.34 |
155.77 |
10.4% |
20.66 |
1.4% |
67% |
False |
False |
6,802 |
| 80 |
1,556.11 |
1,333.07 |
223.04 |
14.8% |
21.36 |
1.4% |
77% |
False |
False |
7,143 |
| 100 |
1,556.11 |
1,269.50 |
286.61 |
19.1% |
19.90 |
1.3% |
82% |
False |
False |
7,546 |
| 120 |
1,556.11 |
1,266.61 |
289.50 |
19.2% |
18.31 |
1.2% |
82% |
False |
False |
7,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,560.27 |
|
2.618 |
1,540.91 |
|
1.618 |
1,529.05 |
|
1.000 |
1,521.72 |
|
0.618 |
1,517.19 |
|
HIGH |
1,509.86 |
|
0.618 |
1,505.33 |
|
0.500 |
1,503.93 |
|
0.382 |
1,502.53 |
|
LOW |
1,498.00 |
|
0.618 |
1,490.67 |
|
1.000 |
1,486.14 |
|
1.618 |
1,478.81 |
|
2.618 |
1,466.95 |
|
4.250 |
1,447.60 |
|
|
| Fisher Pivots for day following 04-Oct-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,504.26 |
1,501.47 |
| PP |
1,504.09 |
1,498.52 |
| S1 |
1,503.93 |
1,495.58 |
|