Trading Metrics calculated at close of trading on 04-Oct-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2019 |
04-Oct-2019 |
Change |
Change % |
Previous Week |
Open |
26,039.02 |
26,271.70 |
232.68 |
0.9% |
26,852.33 |
High |
26,205.20 |
26,590.74 |
385.54 |
1.5% |
27,046.21 |
Low |
25,743.46 |
26,271.70 |
528.24 |
2.1% |
25,743.46 |
Close |
26,201.04 |
26,573.72 |
372.68 |
1.4% |
26,573.72 |
Range |
461.74 |
319.04 |
-142.70 |
-30.9% |
1,302.75 |
ATR |
313.77 |
319.20 |
5.42 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,435.84 |
27,323.82 |
26,749.19 |
|
R3 |
27,116.80 |
27,004.78 |
26,661.46 |
|
R2 |
26,797.76 |
26,797.76 |
26,632.21 |
|
R1 |
26,685.74 |
26,685.74 |
26,602.97 |
26,741.75 |
PP |
26,478.72 |
26,478.72 |
26,478.72 |
26,506.73 |
S1 |
26,366.70 |
26,366.70 |
26,544.47 |
26,422.71 |
S2 |
26,159.68 |
26,159.68 |
26,515.23 |
|
S3 |
25,840.64 |
26,047.66 |
26,485.98 |
|
S4 |
25,521.60 |
25,728.62 |
26,398.25 |
|
|
Weekly Pivots for week ending 04-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,362.71 |
29,770.97 |
27,290.23 |
|
R3 |
29,059.96 |
28,468.22 |
26,931.98 |
|
R2 |
27,757.21 |
27,757.21 |
26,812.56 |
|
R1 |
27,165.47 |
27,165.47 |
26,693.14 |
26,809.97 |
PP |
26,454.46 |
26,454.46 |
26,454.46 |
26,276.71 |
S1 |
25,862.72 |
25,862.72 |
26,454.30 |
25,507.22 |
S2 |
25,151.71 |
25,151.71 |
26,334.88 |
|
S3 |
23,848.96 |
24,559.97 |
26,215.46 |
|
S4 |
22,546.21 |
23,257.22 |
25,857.21 |
|
|
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 |
4.9% |
375.04 |
1.4% |
64% |
False |
False |
|
10 |
27,079.68 |
25,743.46 |
1,336.22 |
5.0% |
319.83 |
1.2% |
62% |
False |
False |
|
20 |
27,306.73 |
25,743.46 |
1,563.27 |
5.9% |
253.45 |
1.0% |
53% |
False |
False |
|
40 |
27,306.73 |
25,339.60 |
1,967.13 |
7.4% |
280.35 |
1.1% |
63% |
False |
False |
|
60 |
27,398.68 |
25,339.60 |
2,059.08 |
7.7% |
277.41 |
1.0% |
60% |
False |
False |
|
80 |
27,398.68 |
25,339.60 |
2,059.08 |
7.7% |
250.62 |
0.9% |
60% |
False |
False |
|
100 |
27,398.68 |
24,680.57 |
2,718.11 |
10.2% |
248.99 |
0.9% |
70% |
False |
False |
|
120 |
27,398.68 |
24,680.57 |
2,718.11 |
10.2% |
248.05 |
0.9% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,946.66 |
2.618 |
27,425.99 |
1.618 |
27,106.95 |
1.000 |
26,909.78 |
0.618 |
26,787.91 |
HIGH |
26,590.74 |
0.618 |
26,468.87 |
0.500 |
26,431.22 |
0.382 |
26,393.57 |
LOW |
26,271.70 |
0.618 |
26,074.53 |
1.000 |
25,952.66 |
1.618 |
25,755.49 |
2.618 |
25,436.45 |
4.250 |
24,915.78 |
|
|
Fisher Pivots for day following 04-Oct-2019 |
Pivot |
1 day |
3 day |
R1 |
26,526.22 |
26,438.18 |
PP |
26,478.72 |
26,302.64 |
S1 |
26,431.22 |
26,167.10 |
|