Trading Metrics calculated at close of trading on 26-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2019 |
26-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
8,583.03 |
8,513.89 |
-69.14 |
-0.8% |
10,269.26 |
High |
8,778.43 |
8,654.88 |
-123.55 |
-1.4% |
10,457.65 |
Low |
8,250.69 |
7,783.67 |
-467.02 |
-5.7% |
9,730.37 |
Close |
8,513.90 |
8,095.68 |
-418.22 |
-4.9% |
10,146.11 |
Range |
527.74 |
871.21 |
343.47 |
65.1% |
727.28 |
ATR |
543.97 |
567.34 |
23.37 |
4.3% |
0.00 |
Volume |
89,980 |
141,367 |
51,387 |
57.1% |
194,211 |
|
Daily Pivots for day following 26-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,791.71 |
10,314.90 |
8,574.85 |
|
R3 |
9,920.50 |
9,443.69 |
8,335.26 |
|
R2 |
9,049.29 |
9,049.29 |
8,255.40 |
|
R1 |
8,572.48 |
8,572.48 |
8,175.54 |
8,375.28 |
PP |
8,178.08 |
8,178.08 |
8,178.08 |
8,079.48 |
S1 |
7,701.27 |
7,701.27 |
8,015.82 |
7,504.07 |
S2 |
7,306.87 |
7,306.87 |
7,935.96 |
|
S3 |
6,435.66 |
6,830.06 |
7,856.10 |
|
S4 |
5,564.45 |
5,958.85 |
7,616.51 |
|
|
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 |
10,299.66 |
7,783.67 |
2,515.99 |
31.1% |
720.00 |
8.9% |
12% |
False |
True |
93,376 |
10 |
10,462.06 |
7,783.67 |
2,678.39 |
33.1% |
519.84 |
6.4% |
12% |
False |
True |
66,249 |
20 |
10,935.14 |
7,783.67 |
3,151.47 |
38.9% |
492.23 |
6.1% |
10% |
False |
True |
53,337 |
40 |
12,314.44 |
7,783.67 |
4,530.77 |
56.0% |
584.86 |
7.2% |
7% |
False |
True |
55,090 |
60 |
13,173.79 |
7,783.67 |
5,390.12 |
66.6% |
698.04 |
8.6% |
6% |
False |
True |
62,444 |
80 |
13,844.30 |
7,517.72 |
6,326.58 |
78.1% |
769.60 |
9.5% |
9% |
False |
False |
69,266 |
100 |
13,844.30 |
6,084.66 |
7,759.64 |
95.8% |
742.63 |
9.2% |
26% |
False |
False |
73,199 |
120 |
13,844.30 |
4,913.21 |
8,931.09 |
110.3% |
654.67 |
8.1% |
36% |
False |
False |
69,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,357.52 |
2.618 |
10,935.71 |
1.618 |
10,064.50 |
1.000 |
9,526.09 |
0.618 |
9,193.29 |
HIGH |
8,654.88 |
0.618 |
8,322.08 |
0.500 |
8,219.28 |
0.382 |
8,116.47 |
LOW |
7,783.67 |
0.618 |
7,245.26 |
1.000 |
6,912.46 |
1.618 |
6,374.05 |
2.618 |
5,502.84 |
4.250 |
4,081.03 |
|
|
Fisher Pivots for day following 26-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
8,219.28 |
8,809.38 |
PP |
8,178.08 |
8,571.48 |
S1 |
8,136.88 |
8,333.58 |
|