| Trading Metrics calculated at close of trading on 31-Oct-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2019 |
31-Oct-2019 |
Change |
Change % |
Previous Week |
| Open |
27,110.71 |
27,188.37 |
77.66 |
0.3% |
26,852.67 |
| High |
27,204.36 |
27,188.37 |
-15.99 |
-0.1% |
27,015.37 |
| Low |
27,019.63 |
26,918.29 |
-101.34 |
-0.4% |
26,714.34 |
| Close |
27,186.69 |
27,046.23 |
-140.46 |
-0.5% |
26,958.06 |
| Range |
184.73 |
270.08 |
85.35 |
46.2% |
301.03 |
| ATR |
236.62 |
239.01 |
2.39 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,861.20 |
27,723.80 |
27,194.77 |
|
| R3 |
27,591.12 |
27,453.72 |
27,120.50 |
|
| R2 |
27,321.04 |
27,321.04 |
27,095.74 |
|
| R1 |
27,183.64 |
27,183.64 |
27,070.99 |
27,117.30 |
| PP |
27,050.96 |
27,050.96 |
27,050.96 |
27,017.80 |
| S1 |
26,913.56 |
26,913.56 |
27,021.47 |
26,847.22 |
| S2 |
26,780.88 |
26,780.88 |
26,996.72 |
|
| S3 |
26,510.80 |
26,643.48 |
26,971.96 |
|
| S4 |
26,240.72 |
26,373.40 |
26,897.69 |
|
|
| Weekly Pivots for week ending 25-Oct-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,799.01 |
27,679.57 |
27,123.63 |
|
| R3 |
27,497.98 |
27,378.54 |
27,040.84 |
|
| R2 |
27,196.95 |
27,196.95 |
27,013.25 |
|
| R1 |
27,077.51 |
27,077.51 |
26,985.65 |
27,137.23 |
| PP |
26,895.92 |
26,895.92 |
26,895.92 |
26,925.79 |
| S1 |
26,776.48 |
26,776.48 |
26,930.47 |
26,836.20 |
| S2 |
26,594.89 |
26,594.89 |
26,902.87 |
|
| S3 |
26,293.86 |
26,475.45 |
26,875.28 |
|
| S4 |
25,992.83 |
26,174.42 |
26,792.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
27,204.36 |
26,765.68 |
438.68 |
1.6% |
193.97 |
0.7% |
64% |
False |
False |
|
| 10 |
27,204.36 |
26,714.34 |
490.02 |
1.8% |
185.09 |
0.7% |
68% |
False |
False |
|
| 20 |
27,204.36 |
26,139.80 |
1,064.56 |
3.9% |
207.87 |
0.8% |
85% |
False |
False |
|
| 40 |
27,306.73 |
25,743.46 |
1,563.27 |
5.8% |
226.50 |
0.8% |
83% |
False |
False |
|
| 60 |
27,306.73 |
25,339.60 |
1,967.13 |
7.3% |
256.63 |
0.9% |
87% |
False |
False |
|
| 80 |
27,398.68 |
25,339.60 |
2,059.08 |
7.6% |
258.19 |
1.0% |
83% |
False |
False |
|
| 100 |
27,398.68 |
25,339.60 |
2,059.08 |
7.6% |
240.12 |
0.9% |
83% |
False |
False |
|
| 120 |
27,398.68 |
24,680.57 |
2,718.11 |
10.0% |
242.02 |
0.9% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
28,336.21 |
|
2.618 |
27,895.44 |
|
1.618 |
27,625.36 |
|
1.000 |
27,458.45 |
|
0.618 |
27,355.28 |
|
HIGH |
27,188.37 |
|
0.618 |
27,085.20 |
|
0.500 |
27,053.33 |
|
0.382 |
27,021.46 |
|
LOW |
26,918.29 |
|
0.618 |
26,751.38 |
|
1.000 |
26,648.21 |
|
1.618 |
26,481.30 |
|
2.618 |
26,211.22 |
|
4.250 |
25,770.45 |
|
|
| Fisher Pivots for day following 31-Oct-2019 |
| Pivot |
1 day |
3 day |
| R1 |
27,053.33 |
27,061.33 |
| PP |
27,050.96 |
27,056.29 |
| S1 |
27,048.60 |
27,051.26 |
|