Trading Metrics calculated at close of trading on 30-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2019 |
30-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
7,786.03 |
7,705.97 |
-80.06 |
-1.0% |
7,815.23 |
High |
7,790.80 |
7,761.84 |
-28.96 |
-0.4% |
7,873.25 |
Low |
7,626.82 |
7,693.49 |
66.67 |
0.9% |
7,626.82 |
Close |
7,681.58 |
7,749.45 |
67.87 |
0.9% |
7,681.58 |
Range |
163.98 |
68.35 |
-95.63 |
-58.3% |
246.43 |
ATR |
111.19 |
108.98 |
-2.21 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,939.98 |
7,913.06 |
7,787.04 |
|
R3 |
7,871.63 |
7,844.71 |
7,768.25 |
|
R2 |
7,803.28 |
7,803.28 |
7,761.98 |
|
R1 |
7,776.36 |
7,776.36 |
7,755.72 |
7,789.82 |
PP |
7,734.93 |
7,734.93 |
7,734.93 |
7,741.66 |
S1 |
7,708.01 |
7,708.01 |
7,743.18 |
7,721.47 |
S2 |
7,666.58 |
7,666.58 |
7,736.92 |
|
S3 |
7,598.23 |
7,639.66 |
7,730.65 |
|
S4 |
7,529.88 |
7,571.31 |
7,711.86 |
|
|
Weekly Pivots for week ending 27-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,466.51 |
8,320.47 |
7,817.12 |
|
R3 |
8,220.08 |
8,074.04 |
7,749.35 |
|
R2 |
7,973.65 |
7,973.65 |
7,726.76 |
|
R1 |
7,827.61 |
7,827.61 |
7,704.17 |
7,777.42 |
PP |
7,727.22 |
7,727.22 |
7,727.22 |
7,702.12 |
S1 |
7,581.18 |
7,581.18 |
7,658.99 |
7,530.99 |
S2 |
7,480.79 |
7,480.79 |
7,636.40 |
|
S3 |
7,234.36 |
7,334.75 |
7,613.81 |
|
S4 |
6,987.93 |
7,088.32 |
7,546.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,873.25 |
7,626.82 |
246.43 |
3.2% |
135.00 |
1.7% |
50% |
False |
False |
|
10 |
7,950.21 |
7,626.82 |
323.39 |
4.2% |
106.57 |
1.4% |
38% |
False |
False |
|
20 |
7,975.33 |
7,584.82 |
390.51 |
5.0% |
85.43 |
1.1% |
42% |
False |
False |
|
40 |
7,975.33 |
7,356.27 |
619.06 |
8.0% |
102.00 |
1.3% |
64% |
False |
False |
|
60 |
8,027.18 |
7,356.27 |
670.91 |
8.7% |
94.95 |
1.2% |
59% |
False |
False |
|
80 |
8,027.18 |
7,309.01 |
718.17 |
9.3% |
89.26 |
1.2% |
61% |
False |
False |
|
100 |
8,027.18 |
6,936.68 |
1,090.50 |
14.1% |
92.41 |
1.2% |
75% |
False |
False |
|
120 |
8,027.18 |
6,936.68 |
1,090.50 |
14.1% |
89.29 |
1.2% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,052.33 |
2.618 |
7,940.78 |
1.618 |
7,872.43 |
1.000 |
7,830.19 |
0.618 |
7,804.08 |
HIGH |
7,761.84 |
0.618 |
7,735.73 |
0.500 |
7,727.67 |
0.382 |
7,719.60 |
LOW |
7,693.49 |
0.618 |
7,651.25 |
1.000 |
7,625.14 |
1.618 |
7,582.90 |
2.618 |
7,514.55 |
4.250 |
7,403.00 |
|
|
Fisher Pivots for day following 30-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
7,742.19 |
7,737.12 |
PP |
7,734.93 |
7,724.80 |
S1 |
7,727.67 |
7,712.47 |
|