Trading Metrics calculated at close of trading on 23-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2019 |
23-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
10,254.78 |
10,146.38 |
-108.40 |
-1.1% |
10,269.26 |
High |
10,299.66 |
10,180.13 |
-119.53 |
-1.2% |
10,457.65 |
Low |
10,104.19 |
9,782.96 |
-321.23 |
-3.2% |
9,730.37 |
Close |
10,146.11 |
9,785.77 |
-360.34 |
-3.6% |
10,146.11 |
Range |
195.47 |
397.17 |
201.70 |
103.2% |
727.28 |
ATR |
468.53 |
463.43 |
-5.10 |
-1.1% |
0.00 |
Volume |
28,622 |
46,330 |
17,708 |
61.9% |
194,211 |
|
Daily Pivots for day following 23-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,107.80 |
10,843.95 |
10,004.21 |
|
R3 |
10,710.63 |
10,446.78 |
9,894.99 |
|
R2 |
10,313.46 |
10,313.46 |
9,858.58 |
|
R1 |
10,049.61 |
10,049.61 |
9,822.18 |
9,982.95 |
PP |
9,916.29 |
9,916.29 |
9,916.29 |
9,882.96 |
S1 |
9,652.44 |
9,652.44 |
9,749.36 |
9,585.78 |
S2 |
9,519.12 |
9,519.12 |
9,712.96 |
|
S3 |
9,121.95 |
9,255.27 |
9,676.55 |
|
S4 |
8,724.78 |
8,858.10 |
9,567.33 |
|
|
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 |
10,358.37 |
9,730.37 |
628.00 |
6.4% |
313.19 |
3.2% |
9% |
False |
False |
40,273 |
10 |
10,462.06 |
9,730.37 |
731.69 |
7.5% |
325.65 |
3.3% |
8% |
False |
False |
34,532 |
20 |
10,935.14 |
9,356.98 |
1,578.16 |
16.1% |
415.16 |
4.2% |
27% |
False |
False |
40,674 |
40 |
12,314.44 |
9,356.98 |
2,957.46 |
30.2% |
547.43 |
5.6% |
14% |
False |
False |
47,605 |
60 |
13,173.79 |
9,094.71 |
4,079.08 |
41.7% |
696.79 |
7.1% |
17% |
False |
False |
61,591 |
80 |
13,844.30 |
7,474.27 |
6,370.03 |
65.1% |
754.72 |
7.7% |
36% |
False |
False |
67,096 |
100 |
13,844.30 |
5,687.12 |
8,157.18 |
83.4% |
719.51 |
7.4% |
50% |
False |
False |
70,950 |
120 |
13,844.30 |
4,913.21 |
8,931.09 |
91.3% |
636.43 |
6.5% |
55% |
False |
False |
67,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,868.10 |
2.618 |
11,219.92 |
1.618 |
10,822.75 |
1.000 |
10,577.30 |
0.618 |
10,425.58 |
HIGH |
10,180.13 |
0.618 |
10,028.41 |
0.500 |
9,981.55 |
0.382 |
9,934.68 |
LOW |
9,782.96 |
0.618 |
9,537.51 |
1.000 |
9,385.79 |
1.618 |
9,140.34 |
2.618 |
8,743.17 |
4.250 |
8,094.99 |
|
|
Fisher Pivots for day following 23-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
9,981.55 |
10,037.59 |
PP |
9,916.29 |
9,953.65 |
S1 |
9,851.03 |
9,869.71 |
|