| Trading Metrics calculated at close of trading on 21-Oct-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2019 |
21-Oct-2019 |
Change |
Change % |
Previous Week |
| Open |
27,004.49 |
26,852.67 |
-151.82 |
-0.6% |
26,766.43 |
| High |
27,018.25 |
26,852.67 |
-165.58 |
-0.6% |
27,120.11 |
| Low |
26,770.13 |
26,747.62 |
-22.51 |
-0.1% |
26,749.18 |
| Close |
26,770.20 |
26,827.64 |
57.44 |
0.2% |
26,770.20 |
| Range |
248.12 |
105.05 |
-143.07 |
-57.7% |
370.93 |
| ATR |
284.20 |
271.40 |
-12.80 |
-4.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,124.46 |
27,081.10 |
26,885.42 |
|
| R3 |
27,019.41 |
26,976.05 |
26,856.53 |
|
| R2 |
26,914.36 |
26,914.36 |
26,846.90 |
|
| R1 |
26,871.00 |
26,871.00 |
26,837.27 |
26,840.16 |
| PP |
26,809.31 |
26,809.31 |
26,809.31 |
26,793.89 |
| S1 |
26,765.95 |
26,765.95 |
26,818.01 |
26,735.11 |
| S2 |
26,704.26 |
26,704.26 |
26,808.38 |
|
| S3 |
26,599.21 |
26,660.90 |
26,798.75 |
|
| S4 |
26,494.16 |
26,555.85 |
26,769.86 |
|
|
| Weekly Pivots for week ending 18-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,992.62 |
27,752.34 |
26,974.21 |
|
| R3 |
27,621.69 |
27,381.41 |
26,872.21 |
|
| R2 |
27,250.76 |
27,250.76 |
26,838.20 |
|
| R1 |
27,010.48 |
27,010.48 |
26,804.20 |
27,130.62 |
| PP |
26,879.83 |
26,879.83 |
26,879.83 |
26,939.90 |
| S1 |
26,639.55 |
26,639.55 |
26,736.20 |
26,759.69 |
| S2 |
26,508.90 |
26,508.90 |
26,702.20 |
|
| S3 |
26,137.97 |
26,268.62 |
26,668.19 |
|
| S4 |
25,767.04 |
25,897.69 |
26,566.19 |
|
|
| 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 |
26,747.62 |
372.49 |
1.4% |
183.80 |
0.7% |
21% |
False |
True |
|
| 10 |
27,120.11 |
26,139.80 |
980.31 |
3.7% |
210.93 |
0.8% |
70% |
False |
False |
|
| 20 |
27,120.11 |
25,743.46 |
1,376.65 |
5.1% |
267.96 |
1.0% |
79% |
False |
False |
|
| 40 |
27,306.73 |
25,637.43 |
1,669.30 |
6.2% |
238.41 |
0.9% |
71% |
False |
False |
|
| 60 |
27,306.73 |
25,339.60 |
1,967.13 |
7.3% |
289.31 |
1.1% |
76% |
False |
False |
|
| 80 |
27,398.68 |
25,339.60 |
2,059.08 |
7.7% |
255.77 |
1.0% |
72% |
False |
False |
|
| 100 |
27,398.68 |
24,680.57 |
2,718.11 |
10.1% |
245.46 |
0.9% |
79% |
False |
False |
|
| 120 |
27,398.68 |
24,680.57 |
2,718.11 |
10.1% |
253.37 |
0.9% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27,299.13 |
|
2.618 |
27,127.69 |
|
1.618 |
27,022.64 |
|
1.000 |
26,957.72 |
|
0.618 |
26,917.59 |
|
HIGH |
26,852.67 |
|
0.618 |
26,812.54 |
|
0.500 |
26,800.15 |
|
0.382 |
26,787.75 |
|
LOW |
26,747.62 |
|
0.618 |
26,682.70 |
|
1.000 |
26,642.57 |
|
1.618 |
26,577.65 |
|
2.618 |
26,472.60 |
|
4.250 |
26,301.16 |
|
|
| Fisher Pivots for day following 21-Oct-2019 |
| Pivot |
1 day |
3 day |
| R1 |
26,818.48 |
26,929.89 |
| PP |
26,809.31 |
26,895.81 |
| S1 |
26,800.15 |
26,861.72 |
|