Trading Metrics calculated at close of trading on 11-Oct-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2019 |
11-Oct-2019 |
Change |
Change % |
Previous Week |
Open |
26,317.35 |
26,694.20 |
376.85 |
1.4% |
26,502.33 |
High |
26,603.31 |
27,013.97 |
410.66 |
1.5% |
27,013.97 |
Low |
26,314.51 |
26,694.20 |
379.69 |
1.4% |
26,139.80 |
Close |
26,496.67 |
26,816.59 |
319.92 |
1.2% |
26,816.59 |
Range |
288.80 |
319.77 |
30.97 |
10.7% |
874.17 |
ATR |
309.26 |
324.12 |
14.86 |
4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,800.90 |
27,628.51 |
26,992.46 |
|
R3 |
27,481.13 |
27,308.74 |
26,904.53 |
|
R2 |
27,161.36 |
27,161.36 |
26,875.21 |
|
R1 |
26,988.97 |
26,988.97 |
26,845.90 |
27,075.17 |
PP |
26,841.59 |
26,841.59 |
26,841.59 |
26,884.68 |
S1 |
26,669.20 |
26,669.20 |
26,787.28 |
26,755.40 |
S2 |
26,521.82 |
26,521.82 |
26,757.97 |
|
S3 |
26,202.05 |
26,349.43 |
26,728.65 |
|
S4 |
25,882.28 |
26,029.66 |
26,640.72 |
|
|
Weekly Pivots for week ending 11-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,279.30 |
28,922.11 |
27,297.38 |
|
R3 |
28,405.13 |
28,047.94 |
27,056.99 |
|
R2 |
27,530.96 |
27,530.96 |
26,976.85 |
|
R1 |
27,173.77 |
27,173.77 |
26,896.72 |
27,352.37 |
PP |
26,656.79 |
26,656.79 |
26,656.79 |
26,746.08 |
S1 |
26,299.60 |
26,299.60 |
26,736.46 |
26,478.20 |
S2 |
25,782.62 |
25,782.62 |
26,656.33 |
|
S3 |
24,908.45 |
25,425.43 |
26,576.19 |
|
S4 |
24,034.28 |
24,551.26 |
26,335.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,013.97 |
26,139.80 |
874.17 |
3.3% |
259.29 |
1.0% |
77% |
True |
False |
|
10 |
27,046.21 |
25,743.46 |
1,302.75 |
4.9% |
317.17 |
1.2% |
82% |
False |
False |
|
20 |
27,272.17 |
25,743.46 |
1,528.71 |
5.7% |
274.88 |
1.0% |
70% |
False |
False |
|
40 |
27,306.73 |
25,507.18 |
1,799.55 |
6.7% |
259.59 |
1.0% |
73% |
False |
False |
|
60 |
27,368.81 |
25,339.60 |
2,029.21 |
7.6% |
287.35 |
1.1% |
73% |
False |
False |
|
80 |
27,398.68 |
25,339.60 |
2,059.08 |
7.7% |
255.63 |
1.0% |
72% |
False |
False |
|
100 |
27,398.68 |
24,680.57 |
2,718.11 |
10.1% |
249.46 |
0.9% |
79% |
False |
False |
|
120 |
27,398.68 |
24,680.57 |
2,718.11 |
10.1% |
253.12 |
0.9% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,372.99 |
2.618 |
27,851.13 |
1.618 |
27,531.36 |
1.000 |
27,333.74 |
0.618 |
27,211.59 |
HIGH |
27,013.97 |
0.618 |
26,891.82 |
0.500 |
26,854.09 |
0.382 |
26,816.35 |
LOW |
26,694.20 |
0.618 |
26,496.58 |
1.000 |
26,374.43 |
1.618 |
26,176.81 |
2.618 |
25,857.04 |
4.250 |
25,335.18 |
|
|
Fisher Pivots for day following 11-Oct-2019 |
Pivot |
1 day |
3 day |
R1 |
26,854.09 |
26,755.01 |
PP |
26,841.59 |
26,693.44 |
S1 |
26,829.09 |
26,631.86 |
|