| Trading Metrics calculated at close of trading on 25-Sep-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2019 |
25-Sep-2019 |
Change |
Change % |
Previous Week |
| Open |
9,788.23 |
8,583.03 |
-1,205.20 |
-12.3% |
10,269.26 |
| High |
9,835.09 |
8,778.43 |
-1,056.66 |
-10.7% |
10,457.65 |
| Low |
8,226.70 |
8,250.69 |
23.99 |
0.3% |
9,730.37 |
| Close |
8,583.94 |
8,513.90 |
-70.04 |
-0.8% |
10,146.11 |
| Range |
1,608.39 |
527.74 |
-1,080.65 |
-67.2% |
727.28 |
| ATR |
545.22 |
543.97 |
-1.25 |
-0.2% |
0.00 |
| Volume |
160,585 |
89,980 |
-70,605 |
-44.0% |
194,211 |
|
| Daily Pivots for day following 25-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,097.56 |
9,833.47 |
8,804.16 |
|
| R3 |
9,569.82 |
9,305.73 |
8,659.03 |
|
| R2 |
9,042.08 |
9,042.08 |
8,610.65 |
|
| R1 |
8,777.99 |
8,777.99 |
8,562.28 |
8,646.17 |
| PP |
8,514.34 |
8,514.34 |
8,514.34 |
8,448.43 |
| S1 |
8,250.25 |
8,250.25 |
8,465.52 |
8,118.43 |
| S2 |
7,986.60 |
7,986.60 |
8,417.15 |
|
| S3 |
7,458.86 |
7,722.51 |
8,368.77 |
|
| S4 |
6,931.12 |
7,194.77 |
8,223.64 |
|
|
| 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 |
24.9% |
668.64 |
7.9% |
14% |
False |
False |
79,651 |
| 10 |
10,462.06 |
8,226.70 |
2,235.36 |
26.3% |
466.84 |
5.5% |
13% |
False |
False |
55,141 |
| 20 |
10,935.14 |
8,226.70 |
2,708.44 |
31.8% |
470.42 |
5.5% |
11% |
False |
False |
48,763 |
| 40 |
12,314.44 |
8,226.70 |
4,087.74 |
48.0% |
577.88 |
6.8% |
7% |
False |
False |
52,300 |
| 60 |
13,173.79 |
8,226.70 |
4,947.09 |
58.1% |
695.79 |
8.2% |
6% |
False |
False |
61,675 |
| 80 |
13,844.30 |
7,474.27 |
6,370.03 |
74.8% |
763.66 |
9.0% |
16% |
False |
False |
68,010 |
| 100 |
13,844.30 |
5,891.39 |
7,952.91 |
93.4% |
736.01 |
8.6% |
33% |
False |
False |
72,387 |
| 120 |
13,844.30 |
4,913.21 |
8,931.09 |
104.9% |
650.44 |
7.6% |
40% |
False |
False |
68,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,021.33 |
|
2.618 |
10,160.05 |
|
1.618 |
9,632.31 |
|
1.000 |
9,306.17 |
|
0.618 |
9,104.57 |
|
HIGH |
8,778.43 |
|
0.618 |
8,576.83 |
|
0.500 |
8,514.56 |
|
0.382 |
8,452.29 |
|
LOW |
8,250.69 |
|
0.618 |
7,924.55 |
|
1.000 |
7,722.95 |
|
1.618 |
7,396.81 |
|
2.618 |
6,869.07 |
|
4.250 |
6,007.80 |
|
|
| Fisher Pivots for day following 25-Sep-2019 |
| Pivot |
1 day |
3 day |
| R1 |
8,514.56 |
9,203.42 |
| PP |
8,514.34 |
8,973.58 |
| S1 |
8,514.12 |
8,743.74 |
|