Trading Metrics calculated at close of trading on 18-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2019 |
18-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
10,214.80 |
10,248.39 |
33.59 |
0.3% |
10,357.42 |
High |
10,358.37 |
10,275.01 |
-83.36 |
-0.8% |
10,600.25 |
Low |
10,150.42 |
10,124.09 |
-26.33 |
-0.3% |
9,923.41 |
Close |
10,248.74 |
10,198.27 |
-50.47 |
-0.5% |
10,289.93 |
Range |
207.95 |
150.92 |
-57.03 |
-27.4% |
676.84 |
ATR |
505.24 |
479.93 |
-25.31 |
-5.0% |
0.00 |
Volume |
27,589 |
26,085 |
-1,504 |
-5.5% |
140,503 |
|
Daily Pivots for day following 18-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,651.88 |
10,576.00 |
10,281.28 |
|
R3 |
10,500.96 |
10,425.08 |
10,239.77 |
|
R2 |
10,350.04 |
10,350.04 |
10,225.94 |
|
R1 |
10,274.16 |
10,274.16 |
10,212.10 |
10,236.64 |
PP |
10,199.12 |
10,199.12 |
10,199.12 |
10,180.37 |
S1 |
10,123.24 |
10,123.24 |
10,184.44 |
10,085.72 |
S2 |
10,048.20 |
10,048.20 |
10,170.60 |
|
S3 |
9,897.28 |
9,972.32 |
10,156.77 |
|
S4 |
9,746.36 |
9,821.40 |
10,115.26 |
|
|
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 |
10,041.61 |
420.45 |
4.1% |
265.04 |
2.6% |
37% |
False |
False |
30,632 |
10 |
10,935.14 |
9,923.41 |
1,011.73 |
9.9% |
346.77 |
3.4% |
27% |
False |
False |
32,138 |
20 |
10,935.14 |
9,356.98 |
1,578.16 |
15.5% |
434.10 |
4.3% |
53% |
False |
False |
39,247 |
40 |
12,314.44 |
9,173.49 |
3,140.95 |
30.8% |
562.71 |
5.5% |
33% |
False |
False |
46,586 |
60 |
13,329.92 |
9,094.71 |
4,235.21 |
41.5% |
798.33 |
7.8% |
26% |
False |
False |
67,836 |
80 |
13,844.30 |
7,474.27 |
6,370.03 |
62.5% |
759.54 |
7.4% |
43% |
False |
False |
68,385 |
100 |
13,844.30 |
5,306.93 |
8,537.37 |
83.7% |
715.93 |
7.0% |
57% |
False |
False |
71,230 |
120 |
13,844.30 |
4,797.10 |
9,047.20 |
88.7% |
636.10 |
6.2% |
60% |
False |
False |
68,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,916.42 |
2.618 |
10,670.12 |
1.618 |
10,519.20 |
1.000 |
10,425.93 |
0.618 |
10,368.28 |
HIGH |
10,275.01 |
0.618 |
10,217.36 |
0.500 |
10,199.55 |
0.382 |
10,181.74 |
LOW |
10,124.09 |
0.618 |
10,030.82 |
1.000 |
9,973.17 |
1.618 |
9,879.90 |
2.618 |
9,728.98 |
4.250 |
9,482.68 |
|
|
Fisher Pivots for day following 18-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
10,199.55 |
10,287.86 |
PP |
10,199.12 |
10,257.99 |
S1 |
10,198.70 |
10,228.13 |
|