| Trading Metrics calculated at close of trading on 20-Sep-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2019 |
20-Sep-2019 |
Change |
Change % |
Previous Week |
| Open |
10,198.27 |
10,254.78 |
56.51 |
0.6% |
10,269.26 |
| High |
10,344.81 |
10,299.66 |
-45.15 |
-0.4% |
10,457.65 |
| Low |
9,730.37 |
10,104.19 |
373.82 |
3.8% |
9,730.37 |
| Close |
10,254.78 |
10,146.11 |
-108.67 |
-1.1% |
10,146.11 |
| Range |
614.44 |
195.47 |
-418.97 |
-68.2% |
727.28 |
| ATR |
489.54 |
468.53 |
-21.00 |
-4.3% |
0.00 |
| Volume |
72,739 |
28,622 |
-44,117 |
-60.7% |
194,211 |
|
| Daily Pivots for day following 20-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,769.73 |
10,653.39 |
10,253.62 |
|
| R3 |
10,574.26 |
10,457.92 |
10,199.86 |
|
| R2 |
10,378.79 |
10,378.79 |
10,181.95 |
|
| R1 |
10,262.45 |
10,262.45 |
10,164.03 |
10,222.89 |
| PP |
10,183.32 |
10,183.32 |
10,183.32 |
10,163.54 |
| S1 |
10,066.98 |
10,066.98 |
10,128.19 |
10,027.42 |
| S2 |
9,987.85 |
9,987.85 |
10,110.27 |
|
| S3 |
9,792.38 |
9,871.51 |
10,092.36 |
|
| S4 |
9,596.91 |
9,676.04 |
10,038.60 |
|
|
| Weekly Pivots for week ending 20-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,293.22 |
11,946.94 |
10,546.11 |
|
| R3 |
11,565.94 |
11,219.66 |
10,346.11 |
|
| R2 |
10,838.66 |
10,838.66 |
10,279.44 |
|
| R1 |
10,492.38 |
10,492.38 |
10,212.78 |
10,301.88 |
| PP |
10,111.38 |
10,111.38 |
10,111.38 |
10,016.13 |
| S1 |
9,765.10 |
9,765.10 |
10,079.44 |
9,574.60 |
| S2 |
9,384.10 |
9,384.10 |
10,012.78 |
|
| S3 |
8,656.82 |
9,037.82 |
9,946.11 |
|
| S4 |
7,929.54 |
8,310.54 |
9,746.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,457.65 |
9,730.37 |
727.28 |
7.2% |
301.67 |
3.0% |
57% |
False |
False |
38,842 |
| 10 |
10,600.25 |
9,730.37 |
869.88 |
8.6% |
336.43 |
3.3% |
48% |
False |
False |
33,471 |
| 20 |
10,935.14 |
9,356.98 |
1,578.16 |
15.6% |
430.18 |
4.2% |
50% |
False |
False |
41,198 |
| 40 |
12,314.44 |
9,173.49 |
3,140.95 |
31.0% |
563.15 |
5.6% |
31% |
False |
False |
47,574 |
| 60 |
13,173.79 |
9,094.71 |
4,079.08 |
40.2% |
730.59 |
7.2% |
26% |
False |
False |
62,977 |
| 80 |
13,844.30 |
7,474.27 |
6,370.03 |
62.8% |
755.66 |
7.4% |
42% |
False |
False |
67,300 |
| 100 |
13,844.30 |
5,561.70 |
8,282.60 |
81.6% |
718.38 |
7.1% |
55% |
False |
False |
70,929 |
| 120 |
13,844.30 |
4,913.21 |
8,931.09 |
88.0% |
636.47 |
6.3% |
59% |
False |
False |
68,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,130.41 |
|
2.618 |
10,811.40 |
|
1.618 |
10,615.93 |
|
1.000 |
10,495.13 |
|
0.618 |
10,420.46 |
|
HIGH |
10,299.66 |
|
0.618 |
10,224.99 |
|
0.500 |
10,201.93 |
|
0.382 |
10,178.86 |
|
LOW |
10,104.19 |
|
0.618 |
9,983.39 |
|
1.000 |
9,908.72 |
|
1.618 |
9,787.92 |
|
2.618 |
9,592.45 |
|
4.250 |
9,273.44 |
|
|
| Fisher Pivots for day following 20-Sep-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,201.93 |
10,109.94 |
| PP |
10,183.32 |
10,073.76 |
| S1 |
10,164.72 |
10,037.59 |
|