Trading Metrics calculated at close of trading on 13-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2019 |
13-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
10,104.96 |
10,340.79 |
235.83 |
2.3% |
10,357.42 |
High |
10,382.88 |
10,462.06 |
79.18 |
0.8% |
10,600.25 |
Low |
10,041.61 |
10,176.57 |
134.96 |
1.3% |
9,923.41 |
Close |
10,340.79 |
10,289.93 |
-50.86 |
-0.5% |
10,289.93 |
Range |
341.27 |
285.49 |
-55.78 |
-16.3% |
676.84 |
ATR |
562.38 |
542.61 |
-19.78 |
-3.5% |
0.00 |
Volume |
30,289 |
30,023 |
-266 |
-0.9% |
140,503 |
|
Daily Pivots for day following 13-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,165.99 |
11,013.45 |
10,446.95 |
|
R3 |
10,880.50 |
10,727.96 |
10,368.44 |
|
R2 |
10,595.01 |
10,595.01 |
10,342.27 |
|
R1 |
10,442.47 |
10,442.47 |
10,316.10 |
10,376.00 |
PP |
10,309.52 |
10,309.52 |
10,309.52 |
10,276.28 |
S1 |
10,156.98 |
10,156.98 |
10,263.76 |
10,090.51 |
S2 |
10,024.03 |
10,024.03 |
10,237.59 |
|
S3 |
9,738.54 |
9,871.49 |
10,211.42 |
|
S4 |
9,453.05 |
9,586.00 |
10,132.91 |
|
|
Weekly Pivots for week ending 13-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,301.72 |
11,972.66 |
10,662.19 |
|
R3 |
11,624.88 |
11,295.82 |
10,476.06 |
|
R2 |
10,948.04 |
10,948.04 |
10,414.02 |
|
R1 |
10,618.98 |
10,618.98 |
10,351.97 |
10,445.09 |
PP |
10,271.20 |
10,271.20 |
10,271.20 |
10,184.25 |
S1 |
9,942.14 |
9,942.14 |
10,227.89 |
9,768.25 |
S2 |
9,594.36 |
9,594.36 |
10,165.84 |
|
S3 |
8,917.52 |
9,265.30 |
10,103.80 |
|
S4 |
8,240.68 |
8,588.46 |
9,917.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,600.25 |
9,923.41 |
676.84 |
6.6% |
371.18 |
3.6% |
54% |
False |
False |
28,100 |
10 |
10,935.14 |
9,474.52 |
1,460.62 |
14.2% |
460.72 |
4.5% |
56% |
False |
False |
41,652 |
20 |
10,954.56 |
9,356.98 |
1,597.58 |
15.5% |
506.53 |
4.9% |
58% |
False |
False |
40,444 |
40 |
12,314.44 |
9,173.49 |
3,140.95 |
30.5% |
596.80 |
5.8% |
36% |
False |
False |
48,099 |
60 |
13,844.30 |
9,094.71 |
4,749.59 |
46.2% |
862.34 |
8.4% |
25% |
False |
False |
72,488 |
80 |
13,844.30 |
7,474.27 |
6,370.03 |
61.9% |
771.01 |
7.5% |
44% |
False |
False |
69,565 |
100 |
13,844.30 |
5,111.10 |
8,733.20 |
84.9% |
713.72 |
6.9% |
59% |
False |
False |
71,188 |
120 |
13,844.30 |
4,061.69 |
9,782.61 |
95.1% |
642.52 |
6.2% |
64% |
False |
False |
70,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,675.39 |
2.618 |
11,209.47 |
1.618 |
10,923.98 |
1.000 |
10,747.55 |
0.618 |
10,638.49 |
HIGH |
10,462.06 |
0.618 |
10,353.00 |
0.500 |
10,319.32 |
0.382 |
10,285.63 |
LOW |
10,176.57 |
0.618 |
10,000.14 |
1.000 |
9,891.08 |
1.618 |
9,714.65 |
2.618 |
9,429.16 |
4.250 |
8,963.24 |
|
|
Fisher Pivots for day following 13-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
10,319.32 |
10,257.53 |
PP |
10,309.52 |
10,225.13 |
S1 |
10,299.73 |
10,192.74 |
|