Trading Metrics calculated at close of trading on 07-Oct-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2019 |
07-Oct-2019 |
Change |
Change % |
Previous Week |
Open |
1,504.86 |
1,504.48 |
-0.38 |
0.0% |
1,496.66 |
High |
1,509.86 |
1,508.97 |
-0.89 |
-0.1% |
1,516.51 |
Low |
1,498.00 |
1,490.54 |
-7.46 |
-0.5% |
1,456.64 |
Close |
1,504.42 |
1,493.23 |
-11.19 |
-0.7% |
1,504.42 |
Range |
11.86 |
18.43 |
6.57 |
55.4% |
59.87 |
ATR |
21.10 |
20.91 |
-0.19 |
-0.9% |
0.00 |
Volume |
6,913 |
7,044 |
131 |
1.9% |
28,883 |
|
Daily Pivots for day following 07-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,552.87 |
1,541.48 |
1,503.37 |
|
R3 |
1,534.44 |
1,523.05 |
1,498.30 |
|
R2 |
1,516.01 |
1,516.01 |
1,496.61 |
|
R1 |
1,504.62 |
1,504.62 |
1,494.92 |
1,501.10 |
PP |
1,497.58 |
1,497.58 |
1,497.58 |
1,495.82 |
S1 |
1,486.19 |
1,486.19 |
1,491.54 |
1,482.67 |
S2 |
1,479.15 |
1,479.15 |
1,489.85 |
|
S3 |
1,460.72 |
1,467.76 |
1,488.16 |
|
S4 |
1,442.29 |
1,449.33 |
1,483.09 |
|
|
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% |
21.66 |
1.5% |
61% |
False |
False |
6,136 |
10 |
1,534.62 |
1,456.64 |
77.98 |
5.2% |
22.00 |
1.5% |
47% |
False |
False |
6,399 |
20 |
1,534.62 |
1,456.64 |
77.98 |
5.2% |
20.29 |
1.4% |
47% |
False |
False |
6,674 |
40 |
1,556.11 |
1,456.64 |
99.47 |
6.7% |
21.16 |
1.4% |
37% |
False |
False |
6,781 |
60 |
1,556.11 |
1,400.34 |
155.77 |
10.4% |
20.81 |
1.4% |
60% |
False |
False |
6,805 |
80 |
1,556.11 |
1,333.40 |
222.71 |
14.9% |
21.45 |
1.4% |
72% |
False |
False |
7,111 |
100 |
1,556.11 |
1,269.50 |
286.61 |
19.2% |
20.03 |
1.3% |
78% |
False |
False |
7,530 |
120 |
1,556.11 |
1,266.61 |
289.50 |
19.4% |
18.42 |
1.2% |
78% |
False |
False |
7,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,587.30 |
2.618 |
1,557.22 |
1.618 |
1,538.79 |
1.000 |
1,527.40 |
0.618 |
1,520.36 |
HIGH |
1,508.97 |
0.618 |
1,501.93 |
0.500 |
1,499.76 |
0.382 |
1,497.58 |
LOW |
1,490.54 |
0.618 |
1,479.15 |
1.000 |
1,472.11 |
1.618 |
1,460.72 |
2.618 |
1,442.29 |
4.250 |
1,412.21 |
|
|
Fisher Pivots for day following 07-Oct-2019 |
Pivot |
1 day |
3 day |
R1 |
1,499.76 |
1,503.53 |
PP |
1,497.58 |
1,500.09 |
S1 |
1,495.41 |
1,496.66 |
|