| 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 |
7,834.74 |
7,867.96 |
33.22 |
0.4% |
7,725.68 |
| High |
7,865.67 |
7,960.14 |
94.47 |
1.2% |
7,904.05 |
| Low |
7,827.16 |
7,863.65 |
36.49 |
0.5% |
7,603.89 |
| Close |
7,842.33 |
7,942.85 |
100.52 |
1.3% |
7,843.87 |
| Range |
38.51 |
96.49 |
57.98 |
150.6% |
300.16 |
| ATR |
112.74 |
113.10 |
0.36 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,211.68 |
8,173.76 |
7,995.92 |
|
| R3 |
8,115.19 |
8,077.27 |
7,969.38 |
|
| R2 |
8,018.70 |
8,018.70 |
7,960.54 |
|
| R1 |
7,980.78 |
7,980.78 |
7,951.69 |
7,999.74 |
| PP |
7,922.21 |
7,922.21 |
7,922.21 |
7,931.70 |
| S1 |
7,884.29 |
7,884.29 |
7,934.01 |
7,903.25 |
| S2 |
7,825.72 |
7,825.72 |
7,925.16 |
|
| S3 |
7,729.23 |
7,787.80 |
7,916.32 |
|
| S4 |
7,632.74 |
7,691.31 |
7,889.78 |
|
|
| Weekly Pivots for week ending 11-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,684.42 |
8,564.30 |
8,008.96 |
|
| R3 |
8,384.26 |
8,264.14 |
7,926.41 |
|
| R2 |
8,084.10 |
8,084.10 |
7,898.90 |
|
| R1 |
7,963.98 |
7,963.98 |
7,871.38 |
8,024.04 |
| PP |
7,783.94 |
7,783.94 |
7,783.94 |
7,813.97 |
| S1 |
7,663.82 |
7,663.82 |
7,816.36 |
7,723.88 |
| S2 |
7,483.78 |
7,483.78 |
7,788.84 |
|
| S3 |
7,183.62 |
7,363.66 |
7,761.33 |
|
| S4 |
6,883.46 |
7,063.50 |
7,678.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,960.14 |
7,655.48 |
304.66 |
3.8% |
71.28 |
0.9% |
94% |
True |
False |
|
| 10 |
7,960.14 |
7,463.57 |
496.57 |
6.3% |
91.36 |
1.2% |
97% |
True |
False |
|
| 20 |
7,960.14 |
7,463.57 |
496.57 |
6.3% |
103.77 |
1.3% |
97% |
True |
False |
|
| 40 |
7,975.33 |
7,442.93 |
532.40 |
6.7% |
93.27 |
1.2% |
94% |
False |
False |
|
| 60 |
8,027.18 |
7,356.27 |
670.91 |
8.4% |
101.05 |
1.3% |
87% |
False |
False |
|
| 80 |
8,027.18 |
7,356.27 |
670.91 |
8.4% |
91.73 |
1.2% |
87% |
False |
False |
|
| 100 |
8,027.18 |
6,936.68 |
1,090.50 |
13.7% |
90.76 |
1.1% |
92% |
False |
False |
|
| 120 |
8,027.18 |
6,936.68 |
1,090.50 |
13.7% |
93.19 |
1.2% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,370.22 |
|
2.618 |
8,212.75 |
|
1.618 |
8,116.26 |
|
1.000 |
8,056.63 |
|
0.618 |
8,019.77 |
|
HIGH |
7,960.14 |
|
0.618 |
7,923.28 |
|
0.500 |
7,911.90 |
|
0.382 |
7,900.51 |
|
LOW |
7,863.65 |
|
0.618 |
7,804.02 |
|
1.000 |
7,767.16 |
|
1.618 |
7,707.53 |
|
2.618 |
7,611.04 |
|
4.250 |
7,453.57 |
|
|
| Fisher Pivots for day following 15-Oct-2019 |
| Pivot |
1 day |
3 day |
| R1 |
7,932.53 |
7,926.45 |
| PP |
7,922.21 |
7,910.05 |
| S1 |
7,911.90 |
7,893.65 |
|