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 |
297.83 |
295.97 |
-1.86 |
-0.6% |
297.55 |
High |
297.95 |
297.55 |
-0.40 |
-0.1% |
299.84 |
Low |
293.69 |
295.92 |
2.23 |
0.8% |
293.69 |
Close |
295.40 |
296.77 |
1.37 |
0.5% |
295.40 |
Range |
4.26 |
1.63 |
-2.63 |
-61.7% |
6.15 |
ATR |
3.18 |
3.11 |
-0.07 |
-2.3% |
0.00 |
Volume |
84,781,104 |
52,562,700 |
-32,218,404 |
-38.0% |
361,846,208 |
|
Daily Pivots for day following 30-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
301.64 |
300.83 |
297.67 |
|
R3 |
300.01 |
299.20 |
297.22 |
|
R2 |
298.38 |
298.38 |
297.07 |
|
R1 |
297.57 |
297.57 |
296.92 |
297.98 |
PP |
296.75 |
296.75 |
296.75 |
296.95 |
S1 |
295.94 |
295.94 |
296.62 |
296.35 |
S2 |
295.12 |
295.12 |
296.47 |
|
S3 |
293.49 |
294.31 |
296.32 |
|
S4 |
291.86 |
292.68 |
295.87 |
|
|
Weekly Pivots for week ending 27-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
314.76 |
311.23 |
298.78 |
|
R3 |
308.61 |
305.08 |
297.09 |
|
R2 |
302.46 |
302.46 |
296.53 |
|
R1 |
298.93 |
298.93 |
295.96 |
297.62 |
PP |
296.31 |
296.31 |
296.31 |
295.66 |
S1 |
292.78 |
292.78 |
294.84 |
291.47 |
S2 |
290.16 |
290.16 |
294.27 |
|
S3 |
284.01 |
286.63 |
293.71 |
|
S4 |
277.86 |
280.48 |
292.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
299.84 |
293.69 |
6.15 |
2.1% |
3.42 |
1.2% |
50% |
False |
False |
73,373,521 |
10 |
302.63 |
293.69 |
8.94 |
3.0% |
2.83 |
1.0% |
34% |
False |
False |
70,706,041 |
20 |
302.63 |
289.27 |
13.36 |
4.5% |
2.53 |
0.9% |
56% |
False |
False |
66,373,496 |
40 |
302.63 |
281.72 |
20.91 |
7.0% |
3.43 |
1.2% |
72% |
False |
False |
77,751,710 |
60 |
302.63 |
281.72 |
20.91 |
7.0% |
3.07 |
1.0% |
72% |
False |
False |
71,197,785 |
80 |
302.63 |
281.72 |
20.91 |
7.0% |
2.81 |
0.9% |
72% |
False |
False |
69,140,377 |
100 |
302.63 |
273.09 |
29.54 |
10.0% |
2.88 |
1.0% |
80% |
False |
False |
71,492,285 |
120 |
302.63 |
273.09 |
29.54 |
10.0% |
2.78 |
0.9% |
80% |
False |
False |
70,682,625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
304.48 |
2.618 |
301.82 |
1.618 |
300.19 |
1.000 |
299.18 |
0.618 |
298.56 |
HIGH |
297.55 |
0.618 |
296.93 |
0.500 |
296.74 |
0.382 |
296.54 |
LOW |
295.92 |
0.618 |
294.91 |
1.000 |
294.29 |
1.618 |
293.28 |
2.618 |
291.65 |
4.250 |
288.99 |
|
|
Fisher Pivots for day following 30-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
296.76 |
296.45 |
PP |
296.75 |
296.14 |
S1 |
296.74 |
295.82 |
|