| Trading Metrics calculated at close of trading on 16-Oct-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2019 |
16-Oct-2019 |
Change |
Change % |
Previous Week |
| Open |
26,811.20 |
26,972.31 |
161.11 |
0.6% |
26,502.33 |
| High |
27,120.11 |
27,058.34 |
-61.77 |
-0.2% |
27,013.97 |
| Low |
26,811.20 |
26,943.29 |
132.09 |
0.5% |
26,139.80 |
| Close |
27,024.80 |
27,001.98 |
-22.82 |
-0.1% |
26,816.59 |
| Range |
308.91 |
115.05 |
-193.86 |
-62.8% |
874.17 |
| ATR |
311.54 |
297.51 |
-14.04 |
-4.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,346.35 |
27,289.22 |
27,065.26 |
|
| R3 |
27,231.30 |
27,174.17 |
27,033.62 |
|
| R2 |
27,116.25 |
27,116.25 |
27,023.07 |
|
| R1 |
27,059.12 |
27,059.12 |
27,012.53 |
27,087.69 |
| PP |
27,001.20 |
27,001.20 |
27,001.20 |
27,015.49 |
| S1 |
26,944.07 |
26,944.07 |
26,991.43 |
26,972.64 |
| S2 |
26,886.15 |
26,886.15 |
26,980.89 |
|
| S3 |
26,771.10 |
26,829.02 |
26,970.34 |
|
| S4 |
26,656.05 |
26,713.97 |
26,938.70 |
|
|
| Weekly Pivots for week ending 11-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,279.30 |
28,922.11 |
27,297.38 |
|
| R3 |
28,405.13 |
28,047.94 |
27,056.99 |
|
| R2 |
27,530.96 |
27,530.96 |
26,976.85 |
|
| R1 |
27,173.77 |
27,173.77 |
26,896.72 |
27,352.37 |
| PP |
26,656.79 |
26,656.79 |
26,656.79 |
26,746.08 |
| S1 |
26,299.60 |
26,299.60 |
26,736.46 |
26,478.20 |
| S2 |
25,782.62 |
25,782.62 |
26,656.33 |
|
| S3 |
24,908.45 |
25,425.43 |
26,576.19 |
|
| S4 |
24,034.28 |
24,551.26 |
26,335.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
27,120.11 |
26,314.51 |
805.60 |
3.0% |
231.54 |
0.9% |
85% |
False |
False |
|
| 10 |
27,120.11 |
25,743.46 |
1,376.65 |
5.1% |
262.63 |
1.0% |
91% |
False |
False |
|
| 20 |
27,272.17 |
25,743.46 |
1,528.71 |
5.7% |
276.00 |
1.0% |
82% |
False |
False |
|
| 40 |
27,306.73 |
25,507.18 |
1,799.55 |
6.7% |
256.77 |
1.0% |
83% |
False |
False |
|
| 60 |
27,306.73 |
25,339.60 |
1,967.13 |
7.3% |
288.16 |
1.1% |
85% |
False |
False |
|
| 80 |
27,398.68 |
25,339.60 |
2,059.08 |
7.6% |
255.71 |
0.9% |
81% |
False |
False |
|
| 100 |
27,398.68 |
24,680.57 |
2,718.11 |
10.1% |
248.68 |
0.9% |
85% |
False |
False |
|
| 120 |
27,398.68 |
24,680.57 |
2,718.11 |
10.1% |
253.74 |
0.9% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27,547.30 |
|
2.618 |
27,359.54 |
|
1.618 |
27,244.49 |
|
1.000 |
27,173.39 |
|
0.618 |
27,129.44 |
|
HIGH |
27,058.34 |
|
0.618 |
27,014.39 |
|
0.500 |
27,000.82 |
|
0.382 |
26,987.24 |
|
LOW |
26,943.29 |
|
0.618 |
26,872.19 |
|
1.000 |
26,828.24 |
|
1.618 |
26,757.14 |
|
2.618 |
26,642.09 |
|
4.250 |
26,454.33 |
|
|
| Fisher Pivots for day following 16-Oct-2019 |
| Pivot |
1 day |
3 day |
| R1 |
27,001.59 |
26,979.54 |
| PP |
27,001.20 |
26,957.09 |
| S1 |
27,000.82 |
26,934.65 |
|