Trading Metrics calculated at close of trading on 11-Oct-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2019 |
11-Oct-2019 |
Change |
Change % |
Previous Week |
Open |
7,688.42 |
7,835.93 |
147.51 |
1.9% |
7,725.68 |
High |
7,772.68 |
7,904.05 |
131.37 |
1.7% |
7,904.05 |
Low |
7,682.61 |
7,835.19 |
152.58 |
2.0% |
7,603.89 |
Close |
7,740.36 |
7,843.87 |
103.51 |
1.3% |
7,843.87 |
Range |
90.07 |
68.86 |
-21.21 |
-23.5% |
300.16 |
ATR |
114.97 |
118.45 |
3.48 |
3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,067.62 |
8,024.60 |
7,881.74 |
|
R3 |
7,998.76 |
7,955.74 |
7,862.81 |
|
R2 |
7,929.90 |
7,929.90 |
7,856.49 |
|
R1 |
7,886.88 |
7,886.88 |
7,850.18 |
7,908.39 |
PP |
7,861.04 |
7,861.04 |
7,861.04 |
7,871.79 |
S1 |
7,818.02 |
7,818.02 |
7,837.56 |
7,839.53 |
S2 |
7,792.18 |
7,792.18 |
7,831.25 |
|
S3 |
7,723.32 |
7,749.16 |
7,824.93 |
|
S4 |
7,654.46 |
7,680.30 |
7,806.00 |
|
|
Weekly Pivots for week ending 11-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,684.42 |
8,564.30 |
8,008.96 |
|
R3 |
8,384.26 |
8,264.14 |
7,926.41 |
|
R2 |
8,084.10 |
8,084.10 |
7,898.90 |
|
R1 |
7,963.98 |
7,963.98 |
7,871.38 |
8,024.04 |
PP |
7,783.94 |
7,783.94 |
7,783.94 |
7,813.97 |
S1 |
7,663.82 |
7,663.82 |
7,816.36 |
7,723.88 |
S2 |
7,483.78 |
7,483.78 |
7,788.84 |
|
S3 |
7,183.62 |
7,363.66 |
7,761.33 |
|
S4 |
6,883.46 |
7,063.50 |
7,678.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,904.05 |
7,603.89 |
300.16 |
3.8% |
79.36 |
1.0% |
80% |
True |
False |
|
10 |
7,904.05 |
7,463.57 |
440.48 |
5.6% |
99.33 |
1.3% |
86% |
True |
False |
|
20 |
7,950.21 |
7,463.57 |
486.64 |
6.2% |
101.38 |
1.3% |
78% |
False |
False |
|
40 |
7,975.33 |
7,442.93 |
532.40 |
6.8% |
93.05 |
1.2% |
75% |
False |
False |
|
60 |
8,027.18 |
7,356.27 |
670.91 |
8.6% |
101.70 |
1.3% |
73% |
False |
False |
|
80 |
8,027.18 |
7,356.27 |
670.91 |
8.6% |
91.96 |
1.2% |
73% |
False |
False |
|
100 |
8,027.18 |
6,936.68 |
1,090.50 |
13.9% |
90.64 |
1.2% |
83% |
False |
False |
|
120 |
8,027.18 |
6,936.68 |
1,090.50 |
13.9% |
93.04 |
1.2% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,196.71 |
2.618 |
8,084.33 |
1.618 |
8,015.47 |
1.000 |
7,972.91 |
0.618 |
7,946.61 |
HIGH |
7,904.05 |
0.618 |
7,877.75 |
0.500 |
7,869.62 |
0.382 |
7,861.49 |
LOW |
7,835.19 |
0.618 |
7,792.63 |
1.000 |
7,766.33 |
1.618 |
7,723.77 |
2.618 |
7,654.91 |
4.250 |
7,542.54 |
|
|
Fisher Pivots for day following 11-Oct-2019 |
Pivot |
1 day |
3 day |
R1 |
7,869.62 |
7,822.50 |
PP |
7,861.04 |
7,801.13 |
S1 |
7,852.45 |
7,779.77 |
|