Trading Metrics calculated at close of trading on 02-Oct-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2019 |
02-Oct-2019 |
Change |
Change % |
Previous Week |
Open |
26,962.54 |
26,425.86 |
-536.68 |
-2.0% |
26,851.45 |
High |
27,046.21 |
26,438.04 |
-608.17 |
-2.2% |
27,079.68 |
Low |
26,562.22 |
25,974.12 |
-588.10 |
-2.2% |
26,704.96 |
Close |
26,573.04 |
26,078.62 |
-494.42 |
-1.9% |
26,820.25 |
Range |
483.99 |
463.92 |
-20.07 |
-4.1% |
374.72 |
ATR |
279.58 |
302.39 |
22.81 |
8.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,555.35 |
27,280.91 |
26,333.78 |
|
R3 |
27,091.43 |
26,816.99 |
26,206.20 |
|
R2 |
26,627.51 |
26,627.51 |
26,163.67 |
|
R1 |
26,353.07 |
26,353.07 |
26,121.15 |
26,258.33 |
PP |
26,163.59 |
26,163.59 |
26,163.59 |
26,116.23 |
S1 |
25,889.15 |
25,889.15 |
26,036.09 |
25,794.41 |
S2 |
25,699.67 |
25,699.67 |
25,993.57 |
|
S3 |
25,235.75 |
25,425.23 |
25,951.04 |
|
S4 |
24,771.83 |
24,961.31 |
25,823.46 |
|
|
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 |
25,974.12 |
1,072.09 |
4.1% |
320.48 |
1.2% |
10% |
False |
True |
|
10 |
27,272.17 |
25,974.12 |
1,298.05 |
5.0% |
289.36 |
1.1% |
8% |
False |
True |
|
20 |
27,306.73 |
25,974.12 |
1,332.61 |
5.1% |
233.69 |
0.9% |
8% |
False |
True |
|
40 |
27,306.73 |
25,339.60 |
1,967.13 |
7.5% |
285.29 |
1.1% |
38% |
False |
False |
|
60 |
27,398.68 |
25,339.60 |
2,059.08 |
7.9% |
270.10 |
1.0% |
36% |
False |
False |
|
80 |
27,398.68 |
25,339.60 |
2,059.08 |
7.9% |
245.53 |
0.9% |
36% |
False |
False |
|
100 |
27,398.68 |
24,680.57 |
2,718.11 |
10.4% |
247.69 |
0.9% |
51% |
False |
False |
|
120 |
27,398.68 |
24,680.57 |
2,718.11 |
10.4% |
243.50 |
0.9% |
51% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,409.70 |
2.618 |
27,652.58 |
1.618 |
27,188.66 |
1.000 |
26,901.96 |
0.618 |
26,724.74 |
HIGH |
26,438.04 |
0.618 |
26,260.82 |
0.500 |
26,206.08 |
0.382 |
26,151.34 |
LOW |
25,974.12 |
0.618 |
25,687.42 |
1.000 |
25,510.20 |
1.618 |
25,223.50 |
2.618 |
24,759.58 |
4.250 |
24,002.46 |
|
|
Fisher Pivots for day following 02-Oct-2019 |
Pivot |
1 day |
3 day |
R1 |
26,206.08 |
26,510.17 |
PP |
26,163.59 |
26,366.32 |
S1 |
26,121.11 |
26,222.47 |
|