Trading Metrics calculated at close of trading on 16-Oct-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2019 |
16-Oct-2019 |
Change |
Change % |
Previous Week |
Open |
1,492.86 |
1,480.99 |
-11.87 |
-0.8% |
1,504.48 |
High |
1,497.31 |
1,490.56 |
-6.75 |
-0.5% |
1,515.58 |
Low |
1,479.03 |
1,478.19 |
-0.84 |
-0.1% |
1,474.78 |
Close |
1,481.01 |
1,489.27 |
8.26 |
0.6% |
1,488.34 |
Range |
18.28 |
12.37 |
-5.91 |
-32.3% |
40.80 |
ATR |
20.05 |
19.51 |
-0.55 |
-2.7% |
0.00 |
Volume |
5,516 |
5,528 |
12 |
0.2% |
33,846 |
|
Daily Pivots for day following 16-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,523.12 |
1,518.56 |
1,496.07 |
|
R3 |
1,510.75 |
1,506.19 |
1,492.67 |
|
R2 |
1,498.38 |
1,498.38 |
1,491.54 |
|
R1 |
1,493.82 |
1,493.82 |
1,490.40 |
1,496.10 |
PP |
1,486.01 |
1,486.01 |
1,486.01 |
1,487.15 |
S1 |
1,481.45 |
1,481.45 |
1,488.14 |
1,483.73 |
S2 |
1,473.64 |
1,473.64 |
1,487.00 |
|
S3 |
1,461.27 |
1,469.08 |
1,485.87 |
|
S4 |
1,448.90 |
1,456.71 |
1,482.47 |
|
|
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% |
18.82 |
1.3% |
36% |
False |
False |
6,095 |
10 |
1,516.51 |
1,474.78 |
41.73 |
2.8% |
17.35 |
1.2% |
35% |
False |
False |
6,455 |
20 |
1,534.62 |
1,456.64 |
77.98 |
5.2% |
19.49 |
1.3% |
42% |
False |
False |
6,479 |
40 |
1,556.11 |
1,456.64 |
99.47 |
6.7% |
20.63 |
1.4% |
33% |
False |
False |
6,673 |
60 |
1,556.11 |
1,401.30 |
154.81 |
10.4% |
20.65 |
1.4% |
57% |
False |
False |
6,693 |
80 |
1,556.11 |
1,382.10 |
174.01 |
11.7% |
20.52 |
1.4% |
62% |
False |
False |
6,778 |
100 |
1,556.11 |
1,275.26 |
280.85 |
18.9% |
20.39 |
1.4% |
76% |
False |
False |
7,362 |
120 |
1,556.11 |
1,266.76 |
289.35 |
19.4% |
18.89 |
1.3% |
77% |
False |
False |
7,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,543.13 |
2.618 |
1,522.94 |
1.618 |
1,510.57 |
1.000 |
1,502.93 |
0.618 |
1,498.20 |
HIGH |
1,490.56 |
0.618 |
1,485.83 |
0.500 |
1,484.38 |
0.382 |
1,482.92 |
LOW |
1,478.19 |
0.618 |
1,470.55 |
1.000 |
1,465.82 |
1.618 |
1,458.18 |
2.618 |
1,445.81 |
4.250 |
1,425.62 |
|
|
Fisher Pivots for day following 16-Oct-2019 |
Pivot |
1 day |
3 day |
R1 |
1,487.64 |
1,488.76 |
PP |
1,486.01 |
1,488.26 |
S1 |
1,484.38 |
1,487.75 |
|