Trading Metrics calculated at close of trading on 01-Oct-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2019 |
01-Oct-2019 |
Change |
Change % |
Previous Week |
Open |
7,705.97 |
7,782.82 |
76.85 |
1.0% |
7,815.23 |
High |
7,761.84 |
7,821.72 |
59.88 |
0.8% |
7,873.25 |
Low |
7,693.49 |
7,675.42 |
-18.07 |
-0.2% |
7,626.82 |
Close |
7,749.45 |
7,684.14 |
-65.31 |
-0.8% |
7,681.58 |
Range |
68.35 |
146.30 |
77.95 |
114.0% |
246.43 |
ATR |
108.98 |
111.65 |
2.67 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,165.99 |
8,071.37 |
7,764.61 |
|
R3 |
8,019.69 |
7,925.07 |
7,724.37 |
|
R2 |
7,873.39 |
7,873.39 |
7,710.96 |
|
R1 |
7,778.77 |
7,778.77 |
7,697.55 |
7,752.93 |
PP |
7,727.09 |
7,727.09 |
7,727.09 |
7,714.18 |
S1 |
7,632.47 |
7,632.47 |
7,670.73 |
7,606.63 |
S2 |
7,580.79 |
7,580.79 |
7,657.32 |
|
S3 |
7,434.49 |
7,486.17 |
7,643.91 |
|
S4 |
7,288.19 |
7,339.87 |
7,603.68 |
|
|
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 |
7,822.43 |
7,626.82 |
195.61 |
2.5% |
126.57 |
1.6% |
29% |
False |
False |
|
10 |
7,950.21 |
7,626.82 |
323.39 |
4.2% |
116.18 |
1.5% |
18% |
False |
False |
|
20 |
7,975.33 |
7,626.82 |
348.51 |
4.5% |
88.47 |
1.2% |
16% |
False |
False |
|
40 |
7,975.33 |
7,386.76 |
588.57 |
7.7% |
101.34 |
1.3% |
51% |
False |
False |
|
60 |
8,027.18 |
7,356.27 |
670.91 |
8.7% |
96.79 |
1.3% |
49% |
False |
False |
|
80 |
8,027.18 |
7,356.27 |
670.91 |
8.7% |
89.38 |
1.2% |
49% |
False |
False |
|
100 |
8,027.18 |
6,936.68 |
1,090.50 |
14.2% |
92.55 |
1.2% |
69% |
False |
False |
|
120 |
8,027.18 |
6,936.68 |
1,090.50 |
14.2% |
90.18 |
1.2% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,443.50 |
2.618 |
8,204.73 |
1.618 |
8,058.43 |
1.000 |
7,968.02 |
0.618 |
7,912.13 |
HIGH |
7,821.72 |
0.618 |
7,765.83 |
0.500 |
7,748.57 |
0.382 |
7,731.31 |
LOW |
7,675.42 |
0.618 |
7,585.01 |
1.000 |
7,529.12 |
1.618 |
7,438.71 |
2.618 |
7,292.41 |
4.250 |
7,053.65 |
|
|
Fisher Pivots for day following 01-Oct-2019 |
Pivot |
1 day |
3 day |
R1 |
7,748.57 |
7,724.27 |
PP |
7,727.09 |
7,710.89 |
S1 |
7,705.62 |
7,697.52 |
|