Trading Metrics calculated at close of trading on 19-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2019 |
19-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
10,248.39 |
10,198.27 |
-50.12 |
-0.5% |
10,357.42 |
High |
10,275.01 |
10,344.81 |
69.80 |
0.7% |
10,600.25 |
Low |
10,124.09 |
9,730.37 |
-393.72 |
-3.9% |
9,923.41 |
Close |
10,198.27 |
10,254.78 |
56.51 |
0.6% |
10,289.93 |
Range |
150.92 |
614.44 |
463.52 |
307.1% |
676.84 |
ATR |
479.93 |
489.54 |
9.61 |
2.0% |
0.00 |
Volume |
26,085 |
72,739 |
46,654 |
178.9% |
140,503 |
|
Daily Pivots for day following 19-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,953.31 |
11,718.48 |
10,592.72 |
|
R3 |
11,338.87 |
11,104.04 |
10,423.75 |
|
R2 |
10,724.43 |
10,724.43 |
10,367.43 |
|
R1 |
10,489.60 |
10,489.60 |
10,311.10 |
10,607.02 |
PP |
10,109.99 |
10,109.99 |
10,109.99 |
10,168.69 |
S1 |
9,875.16 |
9,875.16 |
10,198.46 |
9,992.58 |
S2 |
9,495.55 |
9,495.55 |
10,142.13 |
|
S3 |
8,881.11 |
9,260.72 |
10,085.81 |
|
S4 |
8,266.67 |
8,646.28 |
9,916.84 |
|
|
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 |
9,730.37 |
731.69 |
7.1% |
319.68 |
3.1% |
72% |
False |
True |
39,122 |
10 |
10,935.14 |
9,730.37 |
1,204.77 |
11.7% |
386.95 |
3.8% |
44% |
False |
True |
36,350 |
20 |
10,935.14 |
9,356.98 |
1,578.16 |
15.4% |
441.45 |
4.3% |
57% |
False |
False |
41,145 |
40 |
12,314.44 |
9,173.49 |
3,140.95 |
30.6% |
565.10 |
5.5% |
34% |
False |
False |
47,369 |
60 |
13,173.79 |
9,094.71 |
4,079.08 |
39.8% |
759.08 |
7.4% |
28% |
False |
False |
64,891 |
80 |
13,844.30 |
7,474.27 |
6,370.03 |
62.1% |
759.13 |
7.4% |
44% |
False |
False |
68,180 |
100 |
13,844.30 |
5,392.02 |
8,452.28 |
82.4% |
720.61 |
7.0% |
58% |
False |
False |
71,570 |
120 |
13,844.30 |
4,847.70 |
8,996.60 |
87.7% |
636.71 |
6.2% |
60% |
False |
False |
68,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,956.18 |
2.618 |
11,953.41 |
1.618 |
11,338.97 |
1.000 |
10,959.25 |
0.618 |
10,724.53 |
HIGH |
10,344.81 |
0.618 |
10,110.09 |
0.500 |
10,037.59 |
0.382 |
9,965.09 |
LOW |
9,730.37 |
0.618 |
9,350.65 |
1.000 |
9,115.93 |
1.618 |
8,736.21 |
2.618 |
8,121.77 |
4.250 |
7,119.00 |
|
|
Fisher Pivots for day following 19-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
10,182.38 |
10,184.64 |
PP |
10,109.99 |
10,114.51 |
S1 |
10,037.59 |
10,044.37 |
|