Trading Metrics calculated at close of trading on 24-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2019 |
24-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
10,146.38 |
9,788.23 |
-358.15 |
-3.5% |
10,269.26 |
High |
10,180.13 |
9,835.09 |
-345.04 |
-3.4% |
10,457.65 |
Low |
9,782.96 |
8,226.70 |
-1,556.26 |
-15.9% |
9,730.37 |
Close |
9,785.77 |
8,583.94 |
-1,201.83 |
-12.3% |
10,146.11 |
Range |
397.17 |
1,608.39 |
1,211.22 |
305.0% |
727.28 |
ATR |
463.43 |
545.22 |
81.78 |
17.6% |
0.00 |
Volume |
46,330 |
160,585 |
114,255 |
246.6% |
194,211 |
|
Daily Pivots for day following 24-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,707.08 |
12,753.90 |
9,468.55 |
|
R3 |
12,098.69 |
11,145.51 |
9,026.25 |
|
R2 |
10,490.30 |
10,490.30 |
8,878.81 |
|
R1 |
9,537.12 |
9,537.12 |
8,731.38 |
9,209.52 |
PP |
8,881.91 |
8,881.91 |
8,881.91 |
8,718.11 |
S1 |
7,928.73 |
7,928.73 |
8,436.50 |
7,601.13 |
S2 |
7,273.52 |
7,273.52 |
8,289.07 |
|
S3 |
5,665.13 |
6,320.34 |
8,141.63 |
|
S4 |
4,056.74 |
4,711.95 |
7,699.33 |
|
|
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 |
10,344.81 |
8,226.70 |
2,118.11 |
24.7% |
593.28 |
6.9% |
17% |
False |
True |
66,872 |
10 |
10,462.06 |
8,226.70 |
2,235.36 |
26.0% |
444.87 |
5.2% |
16% |
False |
True |
48,461 |
20 |
10,935.14 |
8,226.70 |
2,708.44 |
31.6% |
477.08 |
5.6% |
13% |
False |
True |
47,422 |
40 |
12,314.44 |
8,226.70 |
4,087.74 |
47.6% |
579.24 |
6.7% |
9% |
False |
True |
51,116 |
60 |
13,173.79 |
8,226.70 |
4,947.09 |
57.6% |
702.81 |
8.2% |
7% |
False |
True |
62,093 |
80 |
13,844.30 |
7,474.27 |
6,370.03 |
74.2% |
762.53 |
8.9% |
17% |
False |
False |
67,531 |
100 |
13,844.30 |
5,730.17 |
8,114.13 |
94.5% |
732.69 |
8.5% |
35% |
False |
False |
71,925 |
120 |
13,844.30 |
4,913.21 |
8,931.09 |
104.0% |
648.50 |
7.6% |
41% |
False |
False |
68,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,670.75 |
2.618 |
14,045.86 |
1.618 |
12,437.47 |
1.000 |
11,443.48 |
0.618 |
10,829.08 |
HIGH |
9,835.09 |
0.618 |
9,220.69 |
0.500 |
9,030.90 |
0.382 |
8,841.10 |
LOW |
8,226.70 |
0.618 |
7,232.71 |
1.000 |
6,618.31 |
1.618 |
5,624.32 |
2.618 |
4,015.93 |
4.250 |
1,391.04 |
|
|
Fisher Pivots for day following 24-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
9,030.90 |
9,263.18 |
PP |
8,881.91 |
9,036.77 |
S1 |
8,732.93 |
8,810.35 |
|