Trading Metrics calculated at close of trading on 02-Oct-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2019 |
02-Oct-2019 |
Change |
Change % |
Previous Week |
Open |
7,782.82 |
7,627.59 |
-155.23 |
-2.0% |
7,815.23 |
High |
7,821.72 |
7,631.34 |
-190.38 |
-2.4% |
7,873.25 |
Low |
7,675.42 |
7,513.69 |
-161.73 |
-2.1% |
7,626.82 |
Close |
7,684.14 |
7,550.79 |
-133.35 |
-1.7% |
7,681.58 |
Range |
146.30 |
117.65 |
-28.65 |
-19.6% |
246.43 |
ATR |
111.65 |
115.85 |
4.20 |
3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,918.22 |
7,852.16 |
7,615.50 |
|
R3 |
7,800.57 |
7,734.51 |
7,583.14 |
|
R2 |
7,682.92 |
7,682.92 |
7,572.36 |
|
R1 |
7,616.86 |
7,616.86 |
7,561.57 |
7,591.07 |
PP |
7,565.27 |
7,565.27 |
7,565.27 |
7,552.38 |
S1 |
7,499.21 |
7,499.21 |
7,540.01 |
7,473.42 |
S2 |
7,447.62 |
7,447.62 |
7,529.22 |
|
S3 |
7,329.97 |
7,381.56 |
7,518.44 |
|
S4 |
7,212.32 |
7,263.91 |
7,486.08 |
|
|
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 |
7,821.72 |
7,513.69 |
308.03 |
4.1% |
115.14 |
1.5% |
12% |
False |
True |
|
10 |
7,950.21 |
7,513.69 |
436.52 |
5.8% |
117.98 |
1.6% |
8% |
False |
True |
|
20 |
7,975.33 |
7,513.69 |
461.64 |
6.1% |
91.29 |
1.2% |
8% |
False |
True |
|
40 |
7,975.33 |
7,386.76 |
588.57 |
7.8% |
101.55 |
1.3% |
28% |
False |
False |
|
60 |
8,027.18 |
7,356.27 |
670.91 |
8.9% |
97.32 |
1.3% |
29% |
False |
False |
|
80 |
8,027.18 |
7,356.27 |
670.91 |
8.9% |
89.54 |
1.2% |
29% |
False |
False |
|
100 |
8,027.18 |
6,936.68 |
1,090.50 |
14.4% |
91.76 |
1.2% |
56% |
False |
False |
|
120 |
8,027.18 |
6,936.68 |
1,090.50 |
14.4% |
90.82 |
1.2% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,131.35 |
2.618 |
7,939.35 |
1.618 |
7,821.70 |
1.000 |
7,748.99 |
0.618 |
7,704.05 |
HIGH |
7,631.34 |
0.618 |
7,586.40 |
0.500 |
7,572.52 |
0.382 |
7,558.63 |
LOW |
7,513.69 |
0.618 |
7,440.98 |
1.000 |
7,396.04 |
1.618 |
7,323.33 |
2.618 |
7,205.68 |
4.250 |
7,013.68 |
|
|
Fisher Pivots for day following 02-Oct-2019 |
Pivot |
1 day |
3 day |
R1 |
7,572.52 |
7,667.71 |
PP |
7,565.27 |
7,628.73 |
S1 |
7,558.03 |
7,589.76 |
|