Trading Metrics calculated at close of trading on 27-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2019 |
27-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
8,513.89 |
8,095.69 |
-418.20 |
-4.9% |
10,146.38 |
High |
8,654.88 |
8,131.71 |
-523.17 |
-6.0% |
10,180.13 |
Low |
7,783.67 |
7,882.91 |
99.24 |
1.3% |
7,783.67 |
Close |
8,095.68 |
8,064.72 |
-30.96 |
-0.4% |
8,064.72 |
Range |
871.21 |
248.80 |
-622.41 |
-71.4% |
2,396.46 |
ATR |
567.34 |
544.59 |
-22.75 |
-4.0% |
0.00 |
Volume |
141,367 |
51,583 |
-89,784 |
-63.5% |
489,845 |
|
Daily Pivots for day following 27-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,772.85 |
8,667.58 |
8,201.56 |
|
R3 |
8,524.05 |
8,418.78 |
8,133.14 |
|
R2 |
8,275.25 |
8,275.25 |
8,110.33 |
|
R1 |
8,169.98 |
8,169.98 |
8,087.53 |
8,098.22 |
PP |
8,026.45 |
8,026.45 |
8,026.45 |
7,990.56 |
S1 |
7,921.18 |
7,921.18 |
8,041.91 |
7,849.42 |
S2 |
7,777.65 |
7,777.65 |
8,019.11 |
|
S3 |
7,528.85 |
7,672.38 |
7,996.30 |
|
S4 |
7,280.05 |
7,423.58 |
7,927.88 |
|
|
Weekly Pivots for week ending 27-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,865.55 |
14,361.60 |
9,382.77 |
|
R3 |
13,469.09 |
11,965.14 |
8,723.75 |
|
R2 |
11,072.63 |
11,072.63 |
8,504.07 |
|
R1 |
9,568.68 |
9,568.68 |
8,284.40 |
9,122.43 |
PP |
8,676.17 |
8,676.17 |
8,676.17 |
8,453.05 |
S1 |
7,172.22 |
7,172.22 |
7,845.04 |
6,725.97 |
S2 |
6,279.71 |
6,279.71 |
7,625.37 |
|
S3 |
3,883.25 |
4,775.76 |
7,405.69 |
|
S4 |
1,486.79 |
2,379.30 |
6,746.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,180.13 |
7,783.67 |
2,396.46 |
29.7% |
730.66 |
9.1% |
12% |
False |
False |
97,969 |
10 |
10,457.65 |
7,783.67 |
2,673.98 |
33.2% |
516.17 |
6.4% |
11% |
False |
False |
68,405 |
20 |
10,935.14 |
7,783.67 |
3,151.47 |
39.1% |
488.45 |
6.1% |
9% |
False |
False |
55,028 |
40 |
12,314.44 |
7,783.67 |
4,530.77 |
56.2% |
583.07 |
7.2% |
6% |
False |
False |
54,811 |
60 |
13,173.79 |
7,783.67 |
5,390.12 |
66.8% |
686.49 |
8.5% |
5% |
False |
False |
61,791 |
80 |
13,844.30 |
7,517.72 |
6,326.58 |
78.4% |
767.20 |
9.5% |
9% |
False |
False |
69,317 |
100 |
13,844.30 |
6,305.14 |
7,539.16 |
93.5% |
741.51 |
9.2% |
23% |
False |
False |
72,907 |
120 |
13,844.30 |
4,967.19 |
8,877.11 |
110.1% |
655.00 |
8.1% |
35% |
False |
False |
69,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,189.11 |
2.618 |
8,783.07 |
1.618 |
8,534.27 |
1.000 |
8,380.51 |
0.618 |
8,285.47 |
HIGH |
8,131.71 |
0.618 |
8,036.67 |
0.500 |
8,007.31 |
0.382 |
7,977.95 |
LOW |
7,882.91 |
0.618 |
7,729.15 |
1.000 |
7,634.11 |
1.618 |
7,480.35 |
2.618 |
7,231.55 |
4.250 |
6,825.51 |
|
|
Fisher Pivots for day following 27-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
8,045.58 |
8,281.05 |
PP |
8,026.45 |
8,208.94 |
S1 |
8,007.31 |
8,136.83 |
|