Trading Metrics calculated at close of trading on 21-Oct-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2019 |
21-Oct-2019 |
Change |
Change % |
Previous Week |
Open |
7,938.30 |
7,911.58 |
-26.72 |
-0.3% |
7,834.74 |
High |
7,946.81 |
7,941.48 |
-5.33 |
-0.1% |
7,981.14 |
Low |
7,829.75 |
7,887.74 |
57.99 |
0.7% |
7,827.16 |
Close |
7,868.49 |
7,940.33 |
71.84 |
0.9% |
7,868.49 |
Range |
117.06 |
53.74 |
-63.32 |
-54.1% |
153.98 |
ATR |
106.05 |
103.69 |
-2.36 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,084.40 |
8,066.11 |
7,969.89 |
|
R3 |
8,030.66 |
8,012.37 |
7,955.11 |
|
R2 |
7,976.92 |
7,976.92 |
7,950.18 |
|
R1 |
7,958.63 |
7,958.63 |
7,945.26 |
7,967.78 |
PP |
7,923.18 |
7,923.18 |
7,923.18 |
7,927.76 |
S1 |
7,904.89 |
7,904.89 |
7,935.40 |
7,914.04 |
S2 |
7,869.44 |
7,869.44 |
7,930.48 |
|
S3 |
7,815.70 |
7,851.15 |
7,925.55 |
|
S4 |
7,761.96 |
7,797.41 |
7,910.77 |
|
|
Weekly Pivots for week ending 18-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,354.20 |
8,265.33 |
7,953.18 |
|
R3 |
8,200.22 |
8,111.35 |
7,910.83 |
|
R2 |
8,046.24 |
8,046.24 |
7,896.72 |
|
R1 |
7,957.37 |
7,957.37 |
7,882.60 |
8,001.81 |
PP |
7,892.26 |
7,892.26 |
7,892.26 |
7,914.48 |
S1 |
7,803.39 |
7,803.39 |
7,854.38 |
7,847.83 |
S2 |
7,738.28 |
7,738.28 |
7,840.26 |
|
S3 |
7,584.30 |
7,649.41 |
7,826.15 |
|
S4 |
7,430.32 |
7,495.43 |
7,783.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,981.14 |
7,829.75 |
151.39 |
1.9% |
75.39 |
0.9% |
73% |
False |
False |
|
10 |
7,981.14 |
7,603.89 |
377.25 |
4.8% |
74.01 |
0.9% |
89% |
False |
False |
|
20 |
7,981.14 |
7,463.57 |
517.57 |
6.5% |
100.77 |
1.3% |
92% |
False |
False |
|
40 |
7,981.14 |
7,463.57 |
517.57 |
6.5% |
87.52 |
1.1% |
92% |
False |
False |
|
60 |
8,010.05 |
7,356.27 |
653.78 |
8.2% |
101.60 |
1.3% |
89% |
False |
False |
|
80 |
8,027.18 |
7,356.27 |
670.91 |
8.4% |
91.83 |
1.2% |
87% |
False |
False |
|
100 |
8,027.18 |
6,936.68 |
1,090.50 |
13.7% |
90.55 |
1.1% |
92% |
False |
False |
|
120 |
8,027.18 |
6,936.68 |
1,090.50 |
13.7% |
93.10 |
1.2% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,169.88 |
2.618 |
8,082.17 |
1.618 |
8,028.43 |
1.000 |
7,995.22 |
0.618 |
7,974.69 |
HIGH |
7,941.48 |
0.618 |
7,920.95 |
0.500 |
7,914.61 |
0.382 |
7,908.27 |
LOW |
7,887.74 |
0.618 |
7,854.53 |
1.000 |
7,834.00 |
1.618 |
7,800.79 |
2.618 |
7,747.05 |
4.250 |
7,659.35 |
|
|
Fisher Pivots for day following 21-Oct-2019 |
Pivot |
1 day |
3 day |
R1 |
7,931.76 |
7,928.70 |
PP |
7,923.18 |
7,917.07 |
S1 |
7,914.61 |
7,905.45 |
|