Trading Metrics calculated at close of trading on 11-Oct-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2019 |
11-Oct-2019 |
Change |
Change % |
Previous Week |
Open |
1,505.17 |
1,493.38 |
-11.79 |
-0.8% |
1,504.48 |
High |
1,515.58 |
1,502.76 |
-12.82 |
-0.8% |
1,515.58 |
Low |
1,492.33 |
1,474.78 |
-17.55 |
-1.2% |
1,474.78 |
Close |
1,493.29 |
1,488.34 |
-4.95 |
-0.3% |
1,488.34 |
Range |
23.25 |
27.98 |
4.73 |
20.3% |
40.80 |
ATR |
20.25 |
20.80 |
0.55 |
2.7% |
0.00 |
Volume |
6,726 |
6,491 |
-235 |
-3.5% |
33,846 |
|
Daily Pivots for day following 11-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,572.57 |
1,558.43 |
1,503.73 |
|
R3 |
1,544.59 |
1,530.45 |
1,496.03 |
|
R2 |
1,516.61 |
1,516.61 |
1,493.47 |
|
R1 |
1,502.47 |
1,502.47 |
1,490.90 |
1,495.55 |
PP |
1,488.63 |
1,488.63 |
1,488.63 |
1,485.17 |
S1 |
1,474.49 |
1,474.49 |
1,485.78 |
1,467.57 |
S2 |
1,460.65 |
1,460.65 |
1,483.21 |
|
S3 |
1,432.67 |
1,446.51 |
1,480.65 |
|
S4 |
1,404.69 |
1,418.53 |
1,472.95 |
|
|
Weekly Pivots for week ending 11-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,615.30 |
1,592.62 |
1,510.78 |
|
R3 |
1,574.50 |
1,551.82 |
1,499.56 |
|
R2 |
1,533.70 |
1,533.70 |
1,495.82 |
|
R1 |
1,511.02 |
1,511.02 |
1,492.08 |
1,501.96 |
PP |
1,492.90 |
1,492.90 |
1,492.90 |
1,488.37 |
S1 |
1,470.22 |
1,470.22 |
1,484.60 |
1,461.16 |
S2 |
1,452.10 |
1,452.10 |
1,480.86 |
|
S3 |
1,411.30 |
1,429.42 |
1,477.12 |
|
S4 |
1,370.50 |
1,388.62 |
1,465.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,515.58 |
1,474.78 |
40.80 |
2.7% |
19.79 |
1.3% |
33% |
False |
True |
6,769 |
10 |
1,516.51 |
1,456.64 |
59.87 |
4.0% |
22.25 |
1.5% |
53% |
False |
False |
6,272 |
20 |
1,534.62 |
1,456.64 |
77.98 |
5.2% |
20.26 |
1.4% |
41% |
False |
False |
6,662 |
40 |
1,556.11 |
1,456.64 |
99.47 |
6.7% |
20.61 |
1.4% |
32% |
False |
False |
6,800 |
60 |
1,556.11 |
1,401.30 |
154.81 |
10.4% |
20.44 |
1.4% |
56% |
False |
False |
6,765 |
80 |
1,556.11 |
1,382.10 |
174.01 |
11.7% |
20.84 |
1.4% |
61% |
False |
False |
6,938 |
100 |
1,556.11 |
1,275.26 |
280.85 |
18.9% |
20.29 |
1.4% |
76% |
False |
False |
7,441 |
120 |
1,556.11 |
1,266.76 |
289.35 |
19.4% |
18.77 |
1.3% |
77% |
False |
False |
7,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,621.68 |
2.618 |
1,576.01 |
1.618 |
1,548.03 |
1.000 |
1,530.74 |
0.618 |
1,520.05 |
HIGH |
1,502.76 |
0.618 |
1,492.07 |
0.500 |
1,488.77 |
0.382 |
1,485.47 |
LOW |
1,474.78 |
0.618 |
1,457.49 |
1.000 |
1,446.80 |
1.618 |
1,429.51 |
2.618 |
1,401.53 |
4.250 |
1,355.87 |
|
|
Fisher Pivots for day following 11-Oct-2019 |
Pivot |
1 day |
3 day |
R1 |
1,488.77 |
1,495.18 |
PP |
1,488.63 |
1,492.90 |
S1 |
1,488.48 |
1,490.62 |
|