Trading Metrics calculated at close of trading on 15-Oct-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2019 |
15-Oct-2019 |
Change |
Change % |
Previous Week |
Open |
26,766.43 |
26,811.20 |
44.77 |
0.2% |
26,502.33 |
High |
26,874.33 |
27,120.11 |
245.78 |
0.9% |
27,013.97 |
Low |
26,749.18 |
26,811.20 |
62.02 |
0.2% |
26,139.80 |
Close |
26,787.36 |
27,024.80 |
237.44 |
0.9% |
26,816.59 |
Range |
125.15 |
308.91 |
183.76 |
146.8% |
874.17 |
ATR |
309.91 |
311.54 |
1.63 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,912.10 |
27,777.36 |
27,194.70 |
|
R3 |
27,603.19 |
27,468.45 |
27,109.75 |
|
R2 |
27,294.28 |
27,294.28 |
27,081.43 |
|
R1 |
27,159.54 |
27,159.54 |
27,053.12 |
27,226.91 |
PP |
26,985.37 |
26,985.37 |
26,985.37 |
27,019.06 |
S1 |
26,850.63 |
26,850.63 |
26,996.48 |
26,918.00 |
S2 |
26,676.46 |
26,676.46 |
26,968.17 |
|
S3 |
26,367.55 |
26,541.72 |
26,939.85 |
|
S4 |
26,058.64 |
26,232.81 |
26,854.90 |
|
|
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 |
27,120.11 |
26,249.75 |
870.36 |
3.2% |
243.44 |
0.9% |
89% |
True |
False |
|
10 |
27,120.11 |
25,743.46 |
1,376.65 |
5.1% |
297.52 |
1.1% |
93% |
True |
False |
|
20 |
27,272.17 |
25,743.46 |
1,528.71 |
5.7% |
283.38 |
1.0% |
84% |
False |
False |
|
40 |
27,306.73 |
25,507.18 |
1,799.55 |
6.7% |
259.10 |
1.0% |
84% |
False |
False |
|
60 |
27,368.81 |
25,339.60 |
2,029.21 |
7.5% |
288.98 |
1.1% |
83% |
False |
False |
|
80 |
27,398.68 |
25,339.60 |
2,059.08 |
7.6% |
255.31 |
0.9% |
82% |
False |
False |
|
100 |
27,398.68 |
24,680.57 |
2,718.11 |
10.1% |
249.27 |
0.9% |
86% |
False |
False |
|
120 |
27,398.68 |
24,680.57 |
2,718.11 |
10.1% |
254.04 |
0.9% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,432.98 |
2.618 |
27,928.84 |
1.618 |
27,619.93 |
1.000 |
27,429.02 |
0.618 |
27,311.02 |
HIGH |
27,120.11 |
0.618 |
27,002.11 |
0.500 |
26,965.66 |
0.382 |
26,929.20 |
LOW |
26,811.20 |
0.618 |
26,620.29 |
1.000 |
26,502.29 |
1.618 |
26,311.38 |
2.618 |
26,002.47 |
4.250 |
25,498.33 |
|
|
Fisher Pivots for day following 15-Oct-2019 |
Pivot |
1 day |
3 day |
R1 |
27,005.09 |
26,985.59 |
PP |
26,985.37 |
26,946.37 |
S1 |
26,965.66 |
26,907.16 |
|