Trading Metrics calculated at close of trading on 22-Oct-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2019 |
22-Oct-2019 |
Change |
Change % |
Previous Week |
Open |
26,852.67 |
26,850.43 |
-2.24 |
0.0% |
26,766.43 |
High |
26,852.67 |
26,946.64 |
93.97 |
0.3% |
27,120.11 |
Low |
26,747.62 |
26,788.10 |
40.48 |
0.2% |
26,749.18 |
Close |
26,827.64 |
26,788.10 |
-39.54 |
-0.1% |
26,770.20 |
Range |
105.05 |
158.54 |
53.49 |
50.9% |
370.93 |
ATR |
271.40 |
263.34 |
-8.06 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,316.57 |
27,210.87 |
26,875.30 |
|
R3 |
27,158.03 |
27,052.33 |
26,831.70 |
|
R2 |
26,999.49 |
26,999.49 |
26,817.17 |
|
R1 |
26,893.79 |
26,893.79 |
26,802.63 |
26,867.37 |
PP |
26,840.95 |
26,840.95 |
26,840.95 |
26,827.74 |
S1 |
26,735.25 |
26,735.25 |
26,773.57 |
26,708.83 |
S2 |
26,682.41 |
26,682.41 |
26,759.03 |
|
S3 |
26,523.87 |
26,576.71 |
26,744.50 |
|
S4 |
26,365.33 |
26,418.17 |
26,700.90 |
|
|
Weekly Pivots for week ending 18-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,992.62 |
27,752.34 |
26,974.21 |
|
R3 |
27,621.69 |
27,381.41 |
26,872.21 |
|
R2 |
27,250.76 |
27,250.76 |
26,838.20 |
|
R1 |
27,010.48 |
27,010.48 |
26,804.20 |
27,130.62 |
PP |
26,879.83 |
26,879.83 |
26,879.83 |
26,939.90 |
S1 |
26,639.55 |
26,639.55 |
26,736.20 |
26,759.69 |
S2 |
26,508.90 |
26,508.90 |
26,702.20 |
|
S3 |
26,137.97 |
26,268.62 |
26,668.19 |
|
S4 |
25,767.04 |
25,897.69 |
26,566.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,112.16 |
26,747.62 |
364.54 |
1.4% |
153.73 |
0.6% |
11% |
False |
False |
|
10 |
27,120.11 |
26,249.75 |
870.36 |
3.2% |
198.58 |
0.7% |
62% |
False |
False |
|
20 |
27,120.11 |
25,743.46 |
1,376.65 |
5.1% |
257.15 |
1.0% |
76% |
False |
False |
|
40 |
27,306.73 |
25,637.43 |
1,669.30 |
6.2% |
236.75 |
0.9% |
69% |
False |
False |
|
60 |
27,306.73 |
25,339.60 |
1,967.13 |
7.3% |
290.32 |
1.1% |
74% |
False |
False |
|
80 |
27,398.68 |
25,339.60 |
2,059.08 |
7.7% |
256.30 |
1.0% |
70% |
False |
False |
|
100 |
27,398.68 |
24,680.57 |
2,718.11 |
10.1% |
244.71 |
0.9% |
78% |
False |
False |
|
120 |
27,398.68 |
24,680.57 |
2,718.11 |
10.1% |
252.41 |
0.9% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,620.44 |
2.618 |
27,361.70 |
1.618 |
27,203.16 |
1.000 |
27,105.18 |
0.618 |
27,044.62 |
HIGH |
26,946.64 |
0.618 |
26,886.08 |
0.500 |
26,867.37 |
0.382 |
26,848.66 |
LOW |
26,788.10 |
0.618 |
26,690.12 |
1.000 |
26,629.56 |
1.618 |
26,531.58 |
2.618 |
26,373.04 |
4.250 |
26,114.31 |
|
|
Fisher Pivots for day following 22-Oct-2019 |
Pivot |
1 day |
3 day |
R1 |
26,867.37 |
26,882.94 |
PP |
26,840.95 |
26,851.32 |
S1 |
26,814.52 |
26,819.71 |
|