Trading Metrics calculated at close of trading on 24-Oct-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2019 |
24-Oct-2019 |
Change |
Change % |
Previous Week |
Open |
1,487.61 |
1,491.82 |
4.21 |
0.3% |
1,488.26 |
High |
1,495.07 |
1,503.64 |
8.57 |
0.6% |
1,497.31 |
Low |
1,487.58 |
1,488.30 |
0.72 |
0.0% |
1,478.19 |
Close |
1,491.77 |
1,502.92 |
11.15 |
0.7% |
1,490.02 |
Range |
7.49 |
15.34 |
7.85 |
104.8% |
19.12 |
ATR |
16.31 |
16.24 |
-0.07 |
-0.4% |
0.00 |
Volume |
6,256 |
6,450 |
194 |
3.1% |
29,419 |
|
Daily Pivots for day following 24-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,544.31 |
1,538.95 |
1,511.36 |
|
R3 |
1,528.97 |
1,523.61 |
1,507.14 |
|
R2 |
1,513.63 |
1,513.63 |
1,505.73 |
|
R1 |
1,508.27 |
1,508.27 |
1,504.33 |
1,510.95 |
PP |
1,498.29 |
1,498.29 |
1,498.29 |
1,499.63 |
S1 |
1,492.93 |
1,492.93 |
1,501.51 |
1,495.61 |
S2 |
1,482.95 |
1,482.95 |
1,500.11 |
|
S3 |
1,467.61 |
1,477.59 |
1,498.70 |
|
S4 |
1,452.27 |
1,462.25 |
1,494.48 |
|
|
Weekly Pivots for week ending 18-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,545.87 |
1,537.06 |
1,500.54 |
|
R3 |
1,526.75 |
1,517.94 |
1,495.28 |
|
R2 |
1,507.63 |
1,507.63 |
1,493.53 |
|
R1 |
1,498.82 |
1,498.82 |
1,491.77 |
1,503.23 |
PP |
1,488.51 |
1,488.51 |
1,488.51 |
1,490.71 |
S1 |
1,479.70 |
1,479.70 |
1,488.27 |
1,484.11 |
S2 |
1,469.39 |
1,469.39 |
1,486.51 |
|
S3 |
1,450.27 |
1,460.58 |
1,484.76 |
|
S4 |
1,431.15 |
1,441.46 |
1,479.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,503.64 |
1,481.55 |
22.09 |
1.5% |
10.11 |
0.7% |
97% |
True |
False |
6,162 |
10 |
1,503.64 |
1,474.78 |
28.86 |
1.9% |
13.29 |
0.9% |
98% |
True |
False |
6,097 |
20 |
1,516.51 |
1,456.64 |
59.87 |
4.0% |
17.33 |
1.2% |
77% |
False |
False |
6,215 |
40 |
1,556.11 |
1,456.64 |
99.47 |
6.6% |
18.60 |
1.2% |
47% |
False |
False |
6,566 |
60 |
1,556.11 |
1,430.52 |
125.59 |
8.4% |
19.79 |
1.3% |
58% |
False |
False |
6,641 |
80 |
1,556.11 |
1,386.42 |
169.69 |
11.3% |
19.65 |
1.3% |
69% |
False |
False |
6,732 |
100 |
1,556.11 |
1,320.05 |
236.06 |
15.7% |
20.02 |
1.3% |
77% |
False |
False |
7,169 |
120 |
1,556.11 |
1,269.50 |
286.61 |
19.1% |
18.93 |
1.3% |
81% |
False |
False |
7,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,568.84 |
2.618 |
1,543.80 |
1.618 |
1,528.46 |
1.000 |
1,518.98 |
0.618 |
1,513.12 |
HIGH |
1,503.64 |
0.618 |
1,497.78 |
0.500 |
1,495.97 |
0.382 |
1,494.16 |
LOW |
1,488.30 |
0.618 |
1,478.82 |
1.000 |
1,472.96 |
1.618 |
1,463.48 |
2.618 |
1,448.14 |
4.250 |
1,423.11 |
|
|
Fisher Pivots for day following 24-Oct-2019 |
Pivot |
1 day |
3 day |
R1 |
1,500.60 |
1,499.48 |
PP |
1,498.29 |
1,496.04 |
S1 |
1,495.97 |
1,492.60 |
|