Trading Metrics calculated at close of trading on 28-Oct-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2019 |
28-Oct-2019 |
Change |
Change % |
Previous Week |
Open |
1,502.93 |
1,504.49 |
1.56 |
0.1% |
1,490.15 |
High |
1,516.65 |
1,507.79 |
-8.86 |
-0.6% |
1,516.65 |
Low |
1,501.17 |
1,490.40 |
-10.77 |
-0.7% |
1,481.55 |
Close |
1,504.16 |
1,492.45 |
-11.71 |
-0.8% |
1,504.16 |
Range |
15.48 |
17.39 |
1.91 |
12.3% |
35.10 |
ATR |
16.19 |
16.27 |
0.09 |
0.5% |
0.00 |
Volume |
6,265 |
6,755 |
490 |
7.8% |
31,331 |
|
Daily Pivots for day following 28-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,549.05 |
1,538.14 |
1,502.01 |
|
R3 |
1,531.66 |
1,520.75 |
1,497.23 |
|
R2 |
1,514.27 |
1,514.27 |
1,495.64 |
|
R1 |
1,503.36 |
1,503.36 |
1,494.04 |
1,500.12 |
PP |
1,496.88 |
1,496.88 |
1,496.88 |
1,495.26 |
S1 |
1,485.97 |
1,485.97 |
1,490.86 |
1,482.73 |
S2 |
1,479.49 |
1,479.49 |
1,489.26 |
|
S3 |
1,462.10 |
1,468.58 |
1,487.67 |
|
S4 |
1,444.71 |
1,451.19 |
1,482.89 |
|
|
Weekly Pivots for week ending 25-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,606.09 |
1,590.22 |
1,523.47 |
|
R3 |
1,570.99 |
1,555.12 |
1,513.81 |
|
R2 |
1,535.89 |
1,535.89 |
1,510.60 |
|
R1 |
1,520.02 |
1,520.02 |
1,507.38 |
1,527.96 |
PP |
1,500.79 |
1,500.79 |
1,500.79 |
1,504.75 |
S1 |
1,484.92 |
1,484.92 |
1,500.94 |
1,492.86 |
S2 |
1,465.69 |
1,465.69 |
1,497.73 |
|
S3 |
1,430.59 |
1,449.82 |
1,494.51 |
|
S4 |
1,395.49 |
1,414.72 |
1,484.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,516.65 |
1,481.55 |
35.10 |
2.4% |
12.54 |
0.8% |
31% |
False |
False |
6,500 |
10 |
1,516.65 |
1,478.19 |
38.46 |
2.6% |
12.55 |
0.8% |
37% |
False |
False |
6,129 |
20 |
1,516.65 |
1,456.64 |
60.01 |
4.0% |
16.33 |
1.1% |
60% |
False |
False |
6,249 |
40 |
1,556.11 |
1,456.64 |
99.47 |
6.7% |
18.78 |
1.3% |
36% |
False |
False |
6,573 |
60 |
1,556.11 |
1,456.64 |
99.47 |
6.7% |
19.53 |
1.3% |
36% |
False |
False |
6,646 |
80 |
1,556.11 |
1,386.42 |
169.69 |
11.4% |
19.41 |
1.3% |
62% |
False |
False |
6,721 |
100 |
1,556.11 |
1,320.05 |
236.06 |
15.8% |
20.02 |
1.3% |
73% |
False |
False |
7,109 |
120 |
1,556.11 |
1,269.50 |
286.61 |
19.2% |
18.99 |
1.3% |
78% |
False |
False |
7,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,581.70 |
2.618 |
1,553.32 |
1.618 |
1,535.93 |
1.000 |
1,525.18 |
0.618 |
1,518.54 |
HIGH |
1,507.79 |
0.618 |
1,501.15 |
0.500 |
1,499.10 |
0.382 |
1,497.04 |
LOW |
1,490.40 |
0.618 |
1,479.65 |
1.000 |
1,473.01 |
1.618 |
1,462.26 |
2.618 |
1,444.87 |
4.250 |
1,416.49 |
|
|
Fisher Pivots for day following 28-Oct-2019 |
Pivot |
1 day |
3 day |
R1 |
1,499.10 |
1,502.48 |
PP |
1,496.88 |
1,499.13 |
S1 |
1,494.67 |
1,495.79 |
|