Trading Metrics calculated at close of trading on 16-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2019 |
16-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
10,340.79 |
10,269.26 |
-71.53 |
-0.7% |
10,357.42 |
High |
10,462.06 |
10,457.65 |
-4.41 |
0.0% |
10,600.25 |
Low |
10,176.57 |
10,118.06 |
-58.51 |
-0.6% |
9,923.41 |
Close |
10,289.93 |
10,214.80 |
-75.13 |
-0.7% |
10,289.93 |
Range |
285.49 |
339.59 |
54.10 |
18.9% |
676.84 |
ATR |
542.61 |
528.11 |
-14.50 |
-2.7% |
0.00 |
Volume |
30,023 |
39,176 |
9,153 |
30.5% |
140,503 |
|
Daily Pivots for day following 16-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,282.27 |
11,088.13 |
10,401.57 |
|
R3 |
10,942.68 |
10,748.54 |
10,308.19 |
|
R2 |
10,603.09 |
10,603.09 |
10,277.06 |
|
R1 |
10,408.95 |
10,408.95 |
10,245.93 |
10,336.23 |
PP |
10,263.50 |
10,263.50 |
10,263.50 |
10,227.14 |
S1 |
10,069.36 |
10,069.36 |
10,183.67 |
9,996.64 |
S2 |
9,923.91 |
9,923.91 |
10,152.54 |
|
S3 |
9,584.32 |
9,729.77 |
10,121.41 |
|
S4 |
9,244.73 |
9,390.18 |
10,028.03 |
|
|
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 |
10,462.06 |
9,923.41 |
538.65 |
5.3% |
338.12 |
3.3% |
54% |
False |
False |
28,792 |
10 |
10,935.14 |
9,923.41 |
1,011.73 |
9.9% |
399.33 |
3.9% |
29% |
False |
False |
38,652 |
20 |
10,954.56 |
9,356.98 |
1,597.58 |
15.6% |
483.01 |
4.7% |
54% |
False |
False |
40,736 |
40 |
12,314.44 |
9,173.49 |
3,140.95 |
30.7% |
580.94 |
5.7% |
33% |
False |
False |
47,447 |
60 |
13,844.30 |
9,094.71 |
4,749.59 |
46.5% |
843.85 |
8.3% |
24% |
False |
False |
71,854 |
80 |
13,844.30 |
7,474.27 |
6,370.03 |
62.4% |
762.40 |
7.5% |
43% |
False |
False |
68,964 |
100 |
13,844.30 |
5,120.57 |
8,723.73 |
85.4% |
715.42 |
7.0% |
58% |
False |
False |
71,304 |
120 |
13,844.30 |
4,129.74 |
9,714.56 |
95.1% |
644.56 |
6.3% |
63% |
False |
False |
70,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,900.91 |
2.618 |
11,346.70 |
1.618 |
11,007.11 |
1.000 |
10,797.24 |
0.618 |
10,667.52 |
HIGH |
10,457.65 |
0.618 |
10,327.93 |
0.500 |
10,287.86 |
0.382 |
10,247.78 |
LOW |
10,118.06 |
0.618 |
9,908.19 |
1.000 |
9,778.47 |
1.618 |
9,568.60 |
2.618 |
9,229.01 |
4.250 |
8,674.80 |
|
|
Fisher Pivots for day following 16-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
10,287.86 |
10,251.84 |
PP |
10,263.50 |
10,239.49 |
S1 |
10,239.15 |
10,227.15 |
|