Trading Metrics calculated at close of trading on 15-Oct-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2019 |
15-Oct-2019 |
Change |
Change % |
Previous Week |
Open |
1,488.26 |
1,492.86 |
4.60 |
0.3% |
1,504.48 |
High |
1,495.54 |
1,497.31 |
1.77 |
0.1% |
1,515.58 |
Low |
1,483.30 |
1,479.03 |
-4.27 |
-0.3% |
1,474.78 |
Close |
1,492.85 |
1,481.01 |
-11.84 |
-0.8% |
1,488.34 |
Range |
12.24 |
18.28 |
6.04 |
49.3% |
40.80 |
ATR |
20.19 |
20.05 |
-0.14 |
-0.7% |
0.00 |
Volume |
6,214 |
5,516 |
-698 |
-11.2% |
33,846 |
|
Daily Pivots for day following 15-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,540.62 |
1,529.10 |
1,491.06 |
|
R3 |
1,522.34 |
1,510.82 |
1,486.04 |
|
R2 |
1,504.06 |
1,504.06 |
1,484.36 |
|
R1 |
1,492.54 |
1,492.54 |
1,482.69 |
1,489.16 |
PP |
1,485.78 |
1,485.78 |
1,485.78 |
1,484.10 |
S1 |
1,474.26 |
1,474.26 |
1,479.33 |
1,470.88 |
S2 |
1,467.50 |
1,467.50 |
1,477.66 |
|
S3 |
1,449.22 |
1,455.98 |
1,475.98 |
|
S4 |
1,430.94 |
1,437.70 |
1,470.96 |
|
|
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 |
2.8% |
18.35 |
1.2% |
15% |
False |
False |
6,395 |
10 |
1,516.51 |
1,474.64 |
41.87 |
2.8% |
19.06 |
1.3% |
15% |
False |
False |
6,418 |
20 |
1,534.62 |
1,456.64 |
77.98 |
5.3% |
20.04 |
1.4% |
31% |
False |
False |
6,555 |
40 |
1,556.11 |
1,456.64 |
99.47 |
6.7% |
20.58 |
1.4% |
24% |
False |
False |
6,725 |
60 |
1,556.11 |
1,401.30 |
154.81 |
10.5% |
20.63 |
1.4% |
51% |
False |
False |
6,721 |
80 |
1,556.11 |
1,382.10 |
174.01 |
11.7% |
20.63 |
1.4% |
57% |
False |
False |
6,807 |
100 |
1,556.11 |
1,275.26 |
280.85 |
19.0% |
20.40 |
1.4% |
73% |
False |
False |
7,396 |
120 |
1,556.11 |
1,266.76 |
289.35 |
19.5% |
18.88 |
1.3% |
74% |
False |
False |
7,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,575.00 |
2.618 |
1,545.17 |
1.618 |
1,526.89 |
1.000 |
1,515.59 |
0.618 |
1,508.61 |
HIGH |
1,497.31 |
0.618 |
1,490.33 |
0.500 |
1,488.17 |
0.382 |
1,486.01 |
LOW |
1,479.03 |
0.618 |
1,467.73 |
1.000 |
1,460.75 |
1.618 |
1,449.45 |
2.618 |
1,431.17 |
4.250 |
1,401.34 |
|
|
Fisher Pivots for day following 15-Oct-2019 |
Pivot |
1 day |
3 day |
R1 |
1,488.17 |
1,488.77 |
PP |
1,485.78 |
1,486.18 |
S1 |
1,483.40 |
1,483.60 |
|