| Trading Metrics calculated at close of trading on 10-Sep-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2019 |
10-Sep-2019 |
Change |
Change % |
Previous Week |
| Open |
10,357.42 |
10,239.82 |
-117.60 |
-1.1% |
9,639.97 |
| High |
10,600.25 |
10,397.40 |
-202.85 |
-1.9% |
10,935.14 |
| Low |
10,095.35 |
9,981.16 |
-114.19 |
-1.1% |
9,474.52 |
| Close |
10,239.91 |
10,074.06 |
-165.85 |
-1.6% |
10,357.41 |
| Range |
504.90 |
416.24 |
-88.66 |
-17.6% |
1,460.62 |
| ATR |
614.43 |
600.27 |
-14.16 |
-2.3% |
0.00 |
| Volume |
35,719 |
21,300 |
-14,419 |
-40.4% |
276,020 |
|
| Daily Pivots for day following 10-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,399.59 |
11,153.07 |
10,302.99 |
|
| R3 |
10,983.35 |
10,736.83 |
10,188.53 |
|
| R2 |
10,567.11 |
10,567.11 |
10,150.37 |
|
| R1 |
10,320.59 |
10,320.59 |
10,112.22 |
10,235.73 |
| PP |
10,150.87 |
10,150.87 |
10,150.87 |
10,108.45 |
| S1 |
9,904.35 |
9,904.35 |
10,035.90 |
9,819.49 |
| S2 |
9,734.63 |
9,734.63 |
9,997.75 |
|
| S3 |
9,318.39 |
9,488.11 |
9,959.59 |
|
| S4 |
8,902.15 |
9,071.87 |
9,845.13 |
|
|
| Weekly Pivots for week ending 06-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,637.55 |
13,958.10 |
11,160.75 |
|
| R3 |
13,176.93 |
12,497.48 |
10,759.08 |
|
| R2 |
11,716.31 |
11,716.31 |
10,625.19 |
|
| R1 |
11,036.86 |
11,036.86 |
10,491.30 |
11,376.59 |
| PP |
10,255.69 |
10,255.69 |
10,255.69 |
10,425.55 |
| S1 |
9,576.24 |
9,576.24 |
10,223.52 |
9,915.97 |
| S2 |
8,795.07 |
8,795.07 |
10,089.63 |
|
| S3 |
7,334.45 |
8,115.62 |
9,955.74 |
|
| S4 |
5,873.83 |
6,655.00 |
9,554.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,935.14 |
9,981.16 |
953.98 |
9.5% |
450.88 |
4.5% |
10% |
False |
True |
37,988 |
| 10 |
10,935.14 |
9,356.98 |
1,578.16 |
15.7% |
509.29 |
5.1% |
45% |
False |
False |
46,384 |
| 20 |
10,954.56 |
9,356.98 |
1,597.58 |
15.9% |
580.99 |
5.8% |
45% |
False |
False |
48,817 |
| 40 |
12,314.44 |
9,094.71 |
3,219.73 |
32.0% |
646.27 |
6.4% |
30% |
False |
False |
54,608 |
| 60 |
13,844.30 |
8,949.04 |
4,895.26 |
48.6% |
866.76 |
8.6% |
23% |
False |
False |
73,833 |
| 80 |
13,844.30 |
7,474.27 |
6,370.03 |
63.2% |
773.44 |
7.7% |
41% |
False |
False |
71,163 |
| 100 |
13,844.30 |
5,052.90 |
8,791.40 |
87.3% |
712.56 |
7.1% |
57% |
False |
False |
72,776 |
| 120 |
13,844.30 |
3,917.40 |
9,926.90 |
98.5% |
636.95 |
6.3% |
62% |
False |
False |
70,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,166.42 |
|
2.618 |
11,487.12 |
|
1.618 |
11,070.88 |
|
1.000 |
10,813.64 |
|
0.618 |
10,654.64 |
|
HIGH |
10,397.40 |
|
0.618 |
10,238.40 |
|
0.500 |
10,189.28 |
|
0.382 |
10,140.16 |
|
LOW |
9,981.16 |
|
0.618 |
9,723.92 |
|
1.000 |
9,564.92 |
|
1.618 |
9,307.68 |
|
2.618 |
8,891.44 |
|
4.250 |
8,212.14 |
|
|
| Fisher Pivots for day following 10-Sep-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,189.28 |
10,458.15 |
| PP |
10,150.87 |
10,330.12 |
| S1 |
10,112.47 |
10,202.09 |
|