| Trading Metrics calculated at close of trading on 11-Sep-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2019 |
11-Sep-2019 |
Change |
Change % |
Previous Week |
| Open |
10,239.82 |
10,073.76 |
-166.06 |
-1.6% |
9,639.97 |
| High |
10,397.40 |
10,231.40 |
-166.00 |
-1.6% |
10,935.14 |
| Low |
9,981.16 |
9,923.41 |
-57.75 |
-0.6% |
9,474.52 |
| Close |
10,074.06 |
10,106.40 |
32.34 |
0.3% |
10,357.41 |
| Range |
416.24 |
307.99 |
-108.25 |
-26.0% |
1,460.62 |
| ATR |
600.27 |
579.39 |
-20.88 |
-3.5% |
0.00 |
| Volume |
21,300 |
23,172 |
1,872 |
8.8% |
276,020 |
|
| Daily Pivots for day following 11-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,011.04 |
10,866.71 |
10,275.79 |
|
| R3 |
10,703.05 |
10,558.72 |
10,191.10 |
|
| R2 |
10,395.06 |
10,395.06 |
10,162.86 |
|
| R1 |
10,250.73 |
10,250.73 |
10,134.63 |
10,322.90 |
| PP |
10,087.07 |
10,087.07 |
10,087.07 |
10,123.15 |
| S1 |
9,942.74 |
9,942.74 |
10,078.17 |
10,014.91 |
| S2 |
9,779.08 |
9,779.08 |
10,049.94 |
|
| S3 |
9,471.09 |
9,634.75 |
10,021.70 |
|
| S4 |
9,163.10 |
9,326.76 |
9,937.01 |
|
|
| 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 |
9,923.41 |
1,011.73 |
10.0% |
428.50 |
4.2% |
18% |
False |
True |
33,644 |
| 10 |
10,935.14 |
9,356.98 |
1,578.16 |
15.6% |
474.00 |
4.7% |
47% |
False |
False |
42,385 |
| 20 |
10,954.56 |
9,356.98 |
1,597.58 |
15.8% |
554.85 |
5.5% |
47% |
False |
False |
47,165 |
| 40 |
12,314.44 |
9,173.49 |
3,140.95 |
31.1% |
631.87 |
6.3% |
30% |
False |
False |
51,575 |
| 60 |
13,844.30 |
9,094.71 |
4,749.59 |
47.0% |
867.56 |
8.6% |
21% |
False |
False |
73,618 |
| 80 |
13,844.30 |
7,474.27 |
6,370.03 |
63.0% |
772.55 |
7.6% |
41% |
False |
False |
70,605 |
| 100 |
13,844.30 |
5,052.90 |
8,791.40 |
87.0% |
713.25 |
7.1% |
57% |
False |
False |
72,083 |
| 120 |
13,844.30 |
4,003.77 |
9,840.53 |
97.4% |
638.45 |
6.3% |
62% |
False |
False |
70,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,540.36 |
|
2.618 |
11,037.72 |
|
1.618 |
10,729.73 |
|
1.000 |
10,539.39 |
|
0.618 |
10,421.74 |
|
HIGH |
10,231.40 |
|
0.618 |
10,113.75 |
|
0.500 |
10,077.41 |
|
0.382 |
10,041.06 |
|
LOW |
9,923.41 |
|
0.618 |
9,733.07 |
|
1.000 |
9,615.42 |
|
1.618 |
9,425.08 |
|
2.618 |
9,117.09 |
|
4.250 |
8,614.45 |
|
|
| Fisher Pivots for day following 11-Sep-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,096.74 |
10,261.83 |
| PP |
10,087.07 |
10,210.02 |
| S1 |
10,077.41 |
10,158.21 |
|