| Trading Metrics calculated at close of trading on 03-Oct-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2019 |
03-Oct-2019 |
Change |
Change % |
Previous Week |
| Open |
291.50 |
287.81 |
-3.69 |
-1.3% |
297.55 |
| High |
291.51 |
290.45 |
-1.06 |
-0.4% |
299.84 |
| Low |
286.64 |
284.82 |
-1.82 |
-0.6% |
293.69 |
| Close |
288.06 |
290.42 |
2.36 |
0.8% |
295.40 |
| Range |
4.87 |
5.63 |
0.76 |
15.6% |
6.15 |
| ATR |
3.51 |
3.67 |
0.15 |
4.3% |
0.00 |
| Volume |
124,523,904 |
85,906,800 |
-38,617,104 |
-31.0% |
361,846,208 |
|
| Daily Pivots for day following 03-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
305.45 |
303.57 |
293.52 |
|
| R3 |
299.82 |
297.94 |
291.97 |
|
| R2 |
294.19 |
294.19 |
291.45 |
|
| R1 |
292.31 |
292.31 |
290.94 |
293.25 |
| PP |
288.56 |
288.56 |
288.56 |
289.04 |
| S1 |
286.68 |
286.68 |
289.90 |
287.62 |
| S2 |
282.93 |
282.93 |
289.39 |
|
| S3 |
277.30 |
281.05 |
288.87 |
|
| S4 |
271.67 |
275.42 |
287.32 |
|
|
| Weekly Pivots for week ending 27-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
314.76 |
311.23 |
298.78 |
|
| R3 |
308.61 |
305.08 |
297.09 |
|
| R2 |
302.46 |
302.46 |
296.53 |
|
| R1 |
298.93 |
298.93 |
295.96 |
297.62 |
| PP |
296.31 |
296.31 |
296.31 |
295.66 |
| S1 |
292.78 |
292.78 |
294.84 |
291.47 |
| S2 |
290.16 |
290.16 |
294.27 |
|
| S3 |
284.01 |
286.63 |
293.71 |
|
| S4 |
277.86 |
280.48 |
292.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
298.46 |
284.82 |
13.64 |
4.7% |
4.37 |
1.5% |
41% |
False |
True |
87,534,981 |
| 10 |
300.67 |
284.82 |
15.85 |
5.5% |
3.81 |
1.3% |
35% |
False |
True |
81,219,591 |
| 20 |
302.63 |
284.82 |
17.81 |
6.1% |
2.88 |
1.0% |
31% |
False |
True |
71,410,431 |
| 40 |
302.63 |
282.39 |
20.24 |
7.0% |
3.41 |
1.2% |
40% |
False |
False |
74,259,258 |
| 60 |
302.63 |
281.72 |
20.91 |
7.2% |
3.24 |
1.1% |
42% |
False |
False |
73,777,663 |
| 80 |
302.63 |
281.72 |
20.91 |
7.2% |
2.91 |
1.0% |
42% |
False |
False |
70,473,110 |
| 100 |
302.63 |
273.09 |
29.54 |
10.2% |
2.90 |
1.0% |
59% |
False |
False |
71,063,687 |
| 120 |
302.63 |
273.09 |
29.54 |
10.2% |
2.88 |
1.0% |
59% |
False |
False |
71,706,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
314.38 |
|
2.618 |
305.19 |
|
1.618 |
299.56 |
|
1.000 |
296.08 |
|
0.618 |
293.93 |
|
HIGH |
290.45 |
|
0.618 |
288.30 |
|
0.500 |
287.64 |
|
0.382 |
286.97 |
|
LOW |
284.82 |
|
0.618 |
281.34 |
|
1.000 |
279.19 |
|
1.618 |
275.71 |
|
2.618 |
270.08 |
|
4.250 |
260.89 |
|
|
| Fisher Pivots for day following 03-Oct-2019 |
| Pivot |
1 day |
3 day |
| R1 |
289.49 |
291.64 |
| PP |
288.56 |
291.23 |
| S1 |
287.64 |
290.83 |
|