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 |
26,987.26 |
26,852.33 |
-134.93 |
-0.5% |
26,851.45 |
High |
27,012.54 |
26,998.86 |
-13.68 |
-0.1% |
27,079.68 |
Low |
26,715.82 |
26,852.33 |
136.51 |
0.5% |
26,704.96 |
Close |
26,820.25 |
26,916.83 |
96.58 |
0.4% |
26,820.25 |
Range |
296.72 |
146.53 |
-150.19 |
-50.6% |
374.72 |
ATR |
270.41 |
263.86 |
-6.56 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,362.26 |
27,286.08 |
26,997.42 |
|
R3 |
27,215.73 |
27,139.55 |
26,957.13 |
|
R2 |
27,069.20 |
27,069.20 |
26,943.69 |
|
R1 |
26,993.02 |
26,993.02 |
26,930.26 |
27,031.11 |
PP |
26,922.67 |
26,922.67 |
26,922.67 |
26,941.72 |
S1 |
26,846.49 |
26,846.49 |
26,903.40 |
26,884.58 |
S2 |
26,776.14 |
26,776.14 |
26,889.97 |
|
S3 |
26,629.61 |
26,699.96 |
26,876.53 |
|
S4 |
26,483.08 |
26,553.43 |
26,836.24 |
|
|
Weekly Pivots for week ending 27-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,992.46 |
27,781.07 |
27,026.35 |
|
R3 |
27,617.74 |
27,406.35 |
26,923.30 |
|
R2 |
27,243.02 |
27,243.02 |
26,888.95 |
|
R1 |
27,031.63 |
27,031.63 |
26,854.60 |
26,949.97 |
PP |
26,868.30 |
26,868.30 |
26,868.30 |
26,827.46 |
S1 |
26,656.91 |
26,656.91 |
26,785.90 |
26,575.25 |
S2 |
26,493.58 |
26,493.58 |
26,751.55 |
|
S3 |
26,118.86 |
26,282.19 |
26,717.20 |
|
S4 |
25,744.14 |
25,907.47 |
26,614.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,079.68 |
26,704.96 |
374.72 |
1.4% |
257.98 |
1.0% |
57% |
False |
False |
|
10 |
27,272.17 |
26,704.96 |
567.21 |
2.1% |
233.21 |
0.9% |
37% |
False |
False |
|
20 |
27,306.73 |
25,978.22 |
1,328.51 |
4.9% |
203.20 |
0.8% |
71% |
False |
False |
|
40 |
27,306.73 |
25,339.60 |
1,967.13 |
7.3% |
288.18 |
1.1% |
80% |
False |
False |
|
60 |
27,398.68 |
25,339.60 |
2,059.08 |
7.6% |
258.25 |
1.0% |
77% |
False |
False |
|
80 |
27,398.68 |
25,339.60 |
2,059.08 |
7.6% |
239.43 |
0.9% |
77% |
False |
False |
|
100 |
27,398.68 |
24,680.57 |
2,718.11 |
10.1% |
247.38 |
0.9% |
82% |
False |
False |
|
120 |
27,398.68 |
24,680.57 |
2,718.11 |
10.1% |
237.90 |
0.9% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,621.61 |
2.618 |
27,382.48 |
1.618 |
27,235.95 |
1.000 |
27,145.39 |
0.618 |
27,089.42 |
HIGH |
26,998.86 |
0.618 |
26,942.89 |
0.500 |
26,925.60 |
0.382 |
26,908.30 |
LOW |
26,852.33 |
0.618 |
26,761.77 |
1.000 |
26,705.80 |
1.618 |
26,615.24 |
2.618 |
26,468.71 |
4.250 |
26,229.58 |
|
|
Fisher Pivots for day following 30-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
26,925.60 |
26,899.70 |
PP |
26,922.67 |
26,882.57 |
S1 |
26,919.75 |
26,865.45 |
|