Trading Metrics calculated at close of trading on 03-Oct-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2019 |
03-Oct-2019 |
Change |
Change % |
Previous Week |
Open |
26,425.86 |
26,039.02 |
-386.84 |
-1.5% |
26,851.45 |
High |
26,438.04 |
26,205.20 |
-232.84 |
-0.9% |
27,079.68 |
Low |
25,974.12 |
25,743.46 |
-230.66 |
-0.9% |
26,704.96 |
Close |
26,078.62 |
26,201.04 |
122.42 |
0.5% |
26,820.25 |
Range |
463.92 |
461.74 |
-2.18 |
-0.5% |
374.72 |
ATR |
302.39 |
313.77 |
11.38 |
3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,435.12 |
27,279.82 |
26,455.00 |
|
R3 |
26,973.38 |
26,818.08 |
26,328.02 |
|
R2 |
26,511.64 |
26,511.64 |
26,285.69 |
|
R1 |
26,356.34 |
26,356.34 |
26,243.37 |
26,433.99 |
PP |
26,049.90 |
26,049.90 |
26,049.90 |
26,088.73 |
S1 |
25,894.60 |
25,894.60 |
26,158.71 |
25,972.25 |
S2 |
25,588.16 |
25,588.16 |
26,116.39 |
|
S3 |
25,126.42 |
25,432.86 |
26,074.06 |
|
S4 |
24,664.68 |
24,971.12 |
25,947.08 |
|
|
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 |
25,743.46 |
1,302.75 |
5.0% |
370.58 |
1.4% |
35% |
False |
True |
|
10 |
27,194.75 |
25,743.46 |
1,451.29 |
5.5% |
314.74 |
1.2% |
32% |
False |
True |
|
20 |
27,306.73 |
25,743.46 |
1,563.27 |
6.0% |
245.12 |
0.9% |
29% |
False |
True |
|
40 |
27,306.73 |
25,339.60 |
1,967.13 |
7.5% |
281.01 |
1.1% |
44% |
False |
False |
|
60 |
27,398.68 |
25,339.60 |
2,059.08 |
7.9% |
274.96 |
1.0% |
42% |
False |
False |
|
80 |
27,398.68 |
25,339.60 |
2,059.08 |
7.9% |
248.18 |
0.9% |
42% |
False |
False |
|
100 |
27,398.68 |
24,680.57 |
2,718.11 |
10.4% |
248.85 |
0.9% |
56% |
False |
False |
|
120 |
27,398.68 |
24,680.57 |
2,718.11 |
10.4% |
246.29 |
0.9% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,167.60 |
2.618 |
27,414.04 |
1.618 |
26,952.30 |
1.000 |
26,666.94 |
0.618 |
26,490.56 |
HIGH |
26,205.20 |
0.618 |
26,028.82 |
0.500 |
25,974.33 |
0.382 |
25,919.84 |
LOW |
25,743.46 |
0.618 |
25,458.10 |
1.000 |
25,281.72 |
1.618 |
24,996.36 |
2.618 |
24,534.62 |
4.250 |
23,781.07 |
|
|
Fisher Pivots for day following 03-Oct-2019 |
Pivot |
1 day |
3 day |
R1 |
26,125.47 |
26,394.84 |
PP |
26,049.90 |
26,330.24 |
S1 |
25,974.33 |
26,265.64 |
|