Trading Metrics calculated at close of trading on 01-Oct-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2019 |
01-Oct-2019 |
Change |
Change % |
Previous Week |
Open |
26,852.33 |
26,962.54 |
110.21 |
0.4% |
26,851.45 |
High |
26,998.86 |
27,046.21 |
47.35 |
0.2% |
27,079.68 |
Low |
26,852.33 |
26,562.22 |
-290.11 |
-1.1% |
26,704.96 |
Close |
26,916.83 |
26,573.04 |
-343.79 |
-1.3% |
26,820.25 |
Range |
146.53 |
483.99 |
337.46 |
230.3% |
374.72 |
ATR |
263.86 |
279.58 |
15.72 |
6.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,179.13 |
27,860.07 |
26,839.23 |
|
R3 |
27,695.14 |
27,376.08 |
26,706.14 |
|
R2 |
27,211.15 |
27,211.15 |
26,661.77 |
|
R1 |
26,892.09 |
26,892.09 |
26,617.41 |
26,809.63 |
PP |
26,727.16 |
26,727.16 |
26,727.16 |
26,685.92 |
S1 |
26,408.10 |
26,408.10 |
26,528.67 |
26,325.64 |
S2 |
26,243.17 |
26,243.17 |
26,484.31 |
|
S3 |
25,759.18 |
25,924.11 |
26,439.94 |
|
S4 |
25,275.19 |
25,440.12 |
26,306.85 |
|
|
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 |
27,046.21 |
26,562.22 |
483.99 |
1.8% |
279.83 |
1.1% |
2% |
True |
True |
|
10 |
27,272.17 |
26,562.22 |
709.95 |
2.7% |
269.24 |
1.0% |
2% |
False |
True |
|
20 |
27,306.73 |
26,244.44 |
1,062.29 |
4.0% |
216.39 |
0.8% |
31% |
False |
False |
|
40 |
27,306.73 |
25,339.60 |
1,967.13 |
7.4% |
281.89 |
1.1% |
63% |
False |
False |
|
60 |
27,398.68 |
25,339.60 |
2,059.08 |
7.7% |
264.74 |
1.0% |
60% |
False |
False |
|
80 |
27,398.68 |
25,339.60 |
2,059.08 |
7.7% |
241.68 |
0.9% |
60% |
False |
False |
|
100 |
27,398.68 |
24,680.57 |
2,718.11 |
10.2% |
248.54 |
0.9% |
70% |
False |
False |
|
120 |
27,398.68 |
24,680.57 |
2,718.11 |
10.2% |
241.03 |
0.9% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,103.17 |
2.618 |
28,313.30 |
1.618 |
27,829.31 |
1.000 |
27,530.20 |
0.618 |
27,345.32 |
HIGH |
27,046.21 |
0.618 |
26,861.33 |
0.500 |
26,804.22 |
0.382 |
26,747.10 |
LOW |
26,562.22 |
0.618 |
26,263.11 |
1.000 |
26,078.23 |
1.618 |
25,779.12 |
2.618 |
25,295.13 |
4.250 |
24,505.26 |
|
|
Fisher Pivots for day following 01-Oct-2019 |
Pivot |
1 day |
3 day |
R1 |
26,804.22 |
26,804.22 |
PP |
26,727.16 |
26,727.16 |
S1 |
26,650.10 |
26,650.10 |
|