| Trading Metrics calculated at close of trading on 23-Oct-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2019 |
23-Oct-2019 |
Change |
Change % |
Previous Week |
| Open |
7,968.25 |
7,858.48 |
-109.77 |
-1.4% |
7,834.74 |
| High |
7,977.01 |
7,890.21 |
-86.80 |
-1.1% |
7,981.14 |
| Low |
7,873.50 |
7,845.09 |
-28.41 |
-0.4% |
7,827.16 |
| Close |
7,874.62 |
7,889.47 |
14.85 |
0.2% |
7,868.49 |
| Range |
103.51 |
45.12 |
-58.39 |
-56.4% |
153.98 |
| ATR |
103.68 |
99.50 |
-4.18 |
-4.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,010.28 |
7,995.00 |
7,914.29 |
|
| R3 |
7,965.16 |
7,949.88 |
7,901.88 |
|
| R2 |
7,920.04 |
7,920.04 |
7,897.74 |
|
| R1 |
7,904.76 |
7,904.76 |
7,893.61 |
7,912.40 |
| PP |
7,874.92 |
7,874.92 |
7,874.92 |
7,878.75 |
| S1 |
7,859.64 |
7,859.64 |
7,885.33 |
7,867.28 |
| S2 |
7,829.80 |
7,829.80 |
7,881.20 |
|
| S3 |
7,784.68 |
7,814.52 |
7,877.06 |
|
| S4 |
7,739.56 |
7,769.40 |
7,864.65 |
|
|
| Weekly Pivots for week ending 18-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,354.20 |
8,265.33 |
7,953.18 |
|
| R3 |
8,200.22 |
8,111.35 |
7,910.83 |
|
| R2 |
8,046.24 |
8,046.24 |
7,896.72 |
|
| R1 |
7,957.37 |
7,957.37 |
7,882.60 |
8,001.81 |
| PP |
7,892.26 |
7,892.26 |
7,892.26 |
7,914.48 |
| S1 |
7,803.39 |
7,803.39 |
7,854.38 |
7,847.83 |
| S2 |
7,738.28 |
7,738.28 |
7,840.26 |
|
| S3 |
7,584.30 |
7,649.41 |
7,826.15 |
|
| S4 |
7,430.32 |
7,495.43 |
7,783.80 |
|
|
| 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 |
7,829.75 |
151.39 |
1.9% |
77.13 |
1.0% |
39% |
False |
False |
|
| 10 |
7,981.14 |
7,682.61 |
298.53 |
3.8% |
72.30 |
0.9% |
69% |
False |
False |
|
| 20 |
7,981.14 |
7,463.57 |
517.57 |
6.6% |
90.04 |
1.1% |
82% |
False |
False |
|
| 40 |
7,981.14 |
7,463.57 |
517.57 |
6.6% |
86.73 |
1.1% |
82% |
False |
False |
|
| 60 |
8,000.94 |
7,356.27 |
644.67 |
8.2% |
101.92 |
1.3% |
83% |
False |
False |
|
| 80 |
8,027.18 |
7,356.27 |
670.91 |
8.5% |
92.09 |
1.2% |
79% |
False |
False |
|
| 100 |
8,027.18 |
7,023.09 |
1,004.09 |
12.7% |
89.57 |
1.1% |
86% |
False |
False |
|
| 120 |
8,027.18 |
6,936.68 |
1,090.50 |
13.8% |
92.72 |
1.2% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,081.97 |
|
2.618 |
8,008.33 |
|
1.618 |
7,963.21 |
|
1.000 |
7,935.33 |
|
0.618 |
7,918.09 |
|
HIGH |
7,890.21 |
|
0.618 |
7,872.97 |
|
0.500 |
7,867.65 |
|
0.382 |
7,862.33 |
|
LOW |
7,845.09 |
|
0.618 |
7,817.21 |
|
1.000 |
7,799.97 |
|
1.618 |
7,772.09 |
|
2.618 |
7,726.97 |
|
4.250 |
7,653.33 |
|
|
| Fisher Pivots for day following 23-Oct-2019 |
| Pivot |
1 day |
3 day |
| R1 |
7,882.20 |
7,911.05 |
| PP |
7,874.92 |
7,903.86 |
| S1 |
7,867.65 |
7,896.66 |
|