Trading Metrics calculated at close of trading on 12-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2019 |
12-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
10,073.76 |
10,104.96 |
31.20 |
0.3% |
9,639.97 |
High |
10,231.40 |
10,382.88 |
151.48 |
1.5% |
10,935.14 |
Low |
9,923.41 |
10,041.61 |
118.20 |
1.2% |
9,474.52 |
Close |
10,106.40 |
10,340.79 |
234.39 |
2.3% |
10,357.41 |
Range |
307.99 |
341.27 |
33.28 |
10.8% |
1,460.62 |
ATR |
579.39 |
562.38 |
-17.01 |
-2.9% |
0.00 |
Volume |
23,172 |
30,289 |
7,117 |
30.7% |
276,020 |
|
Daily Pivots for day following 12-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,278.90 |
11,151.12 |
10,528.49 |
|
R3 |
10,937.63 |
10,809.85 |
10,434.64 |
|
R2 |
10,596.36 |
10,596.36 |
10,403.36 |
|
R1 |
10,468.58 |
10,468.58 |
10,372.07 |
10,532.47 |
PP |
10,255.09 |
10,255.09 |
10,255.09 |
10,287.04 |
S1 |
10,127.31 |
10,127.31 |
10,309.51 |
10,191.20 |
S2 |
9,913.82 |
9,913.82 |
10,278.22 |
|
S3 |
9,572.55 |
9,786.04 |
10,246.94 |
|
S4 |
9,231.28 |
9,444.77 |
10,153.09 |
|
|
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 |
9.8% |
454.21 |
4.4% |
41% |
False |
False |
33,578 |
10 |
10,935.14 |
9,389.15 |
1,545.99 |
15.0% |
464.62 |
4.5% |
62% |
False |
False |
40,425 |
20 |
10,954.56 |
9,356.98 |
1,597.58 |
15.4% |
528.93 |
5.1% |
62% |
False |
False |
42,933 |
40 |
12,314.44 |
9,173.49 |
3,140.95 |
30.4% |
604.90 |
5.8% |
37% |
False |
False |
48,987 |
60 |
13,844.30 |
9,094.71 |
4,749.59 |
45.9% |
865.52 |
8.4% |
26% |
False |
False |
73,323 |
80 |
13,844.30 |
7,474.27 |
6,370.03 |
61.6% |
772.07 |
7.5% |
45% |
False |
False |
70,059 |
100 |
13,844.30 |
5,052.90 |
8,791.40 |
85.0% |
715.43 |
6.9% |
60% |
False |
False |
72,073 |
120 |
13,844.30 |
4,015.27 |
9,829.03 |
95.1% |
640.96 |
6.2% |
64% |
False |
False |
70,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,833.28 |
2.618 |
11,276.32 |
1.618 |
10,935.05 |
1.000 |
10,724.15 |
0.618 |
10,593.78 |
HIGH |
10,382.88 |
0.618 |
10,252.51 |
0.500 |
10,212.25 |
0.382 |
10,171.98 |
LOW |
10,041.61 |
0.618 |
9,830.71 |
1.000 |
9,700.34 |
1.618 |
9,489.44 |
2.618 |
9,148.17 |
4.250 |
8,591.21 |
|
|
Fisher Pivots for day following 12-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
10,297.94 |
10,280.66 |
PP |
10,255.09 |
10,220.53 |
S1 |
10,212.25 |
10,160.41 |
|