| Trading Metrics calculated at close of trading on 17-Oct-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2019 |
17-Oct-2019 |
Change |
Change % |
Previous Week |
| Open |
7,911.99 |
7,976.64 |
64.65 |
0.8% |
7,725.68 |
| High |
7,941.76 |
7,981.14 |
39.38 |
0.5% |
7,904.05 |
| Low |
7,898.31 |
7,914.94 |
16.63 |
0.2% |
7,603.89 |
| Close |
7,920.21 |
7,942.14 |
21.93 |
0.3% |
7,843.87 |
| Range |
43.45 |
66.20 |
22.75 |
52.4% |
300.16 |
| ATR |
108.21 |
105.21 |
-3.00 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,144.67 |
8,109.61 |
7,978.55 |
|
| R3 |
8,078.47 |
8,043.41 |
7,960.35 |
|
| R2 |
8,012.27 |
8,012.27 |
7,954.28 |
|
| R1 |
7,977.21 |
7,977.21 |
7,948.21 |
7,961.64 |
| PP |
7,946.07 |
7,946.07 |
7,946.07 |
7,938.29 |
| S1 |
7,911.01 |
7,911.01 |
7,936.07 |
7,895.44 |
| S2 |
7,879.87 |
7,879.87 |
7,930.00 |
|
| S3 |
7,813.67 |
7,844.81 |
7,923.94 |
|
| S4 |
7,747.47 |
7,778.61 |
7,905.73 |
|
|
| 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 |
7,981.14 |
7,827.16 |
153.98 |
1.9% |
62.70 |
0.8% |
75% |
True |
False |
|
| 10 |
7,981.14 |
7,603.89 |
377.25 |
4.7% |
72.88 |
0.9% |
90% |
True |
False |
|
| 20 |
7,981.14 |
7,463.57 |
517.57 |
6.5% |
101.18 |
1.3% |
92% |
True |
False |
|
| 40 |
7,981.14 |
7,442.93 |
538.21 |
6.8% |
93.13 |
1.2% |
93% |
True |
False |
|
| 60 |
8,027.18 |
7,356.27 |
670.91 |
8.4% |
100.48 |
1.3% |
87% |
False |
False |
|
| 80 |
8,027.18 |
7,356.27 |
670.91 |
8.4% |
91.04 |
1.1% |
87% |
False |
False |
|
| 100 |
8,027.18 |
6,936.68 |
1,090.50 |
13.7% |
90.20 |
1.1% |
92% |
False |
False |
|
| 120 |
8,027.18 |
6,936.68 |
1,090.50 |
13.7% |
93.08 |
1.2% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,262.49 |
|
2.618 |
8,154.45 |
|
1.618 |
8,088.25 |
|
1.000 |
8,047.34 |
|
0.618 |
8,022.05 |
|
HIGH |
7,981.14 |
|
0.618 |
7,955.85 |
|
0.500 |
7,948.04 |
|
0.382 |
7,940.23 |
|
LOW |
7,914.94 |
|
0.618 |
7,874.03 |
|
1.000 |
7,848.74 |
|
1.618 |
7,807.83 |
|
2.618 |
7,741.63 |
|
4.250 |
7,633.59 |
|
|
| Fisher Pivots for day following 17-Oct-2019 |
| Pivot |
1 day |
3 day |
| R1 |
7,948.04 |
7,935.56 |
| PP |
7,946.07 |
7,928.98 |
| S1 |
7,944.11 |
7,922.40 |
|