| Trading Metrics calculated at close of trading on 09-Sep-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2019 |
09-Sep-2019 |
Change |
Change % |
Previous Week |
| Open |
1,518.88 |
1,505.99 |
-12.89 |
-0.8% |
1,521.17 |
| High |
1,526.53 |
1,514.00 |
-12.53 |
-0.8% |
1,556.11 |
| Low |
1,503.28 |
1,498.39 |
-4.89 |
-0.3% |
1,503.28 |
| Close |
1,505.95 |
1,498.75 |
-7.20 |
-0.5% |
1,505.95 |
| Range |
23.25 |
15.61 |
-7.64 |
-32.9% |
52.83 |
| ATR |
22.20 |
21.73 |
-0.47 |
-2.1% |
0.00 |
| Volume |
7,097 |
6,941 |
-156 |
-2.2% |
34,007 |
|
| Daily Pivots for day following 09-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,550.54 |
1,540.26 |
1,507.34 |
|
| R3 |
1,534.93 |
1,524.65 |
1,503.04 |
|
| R2 |
1,519.32 |
1,519.32 |
1,501.61 |
|
| R1 |
1,509.04 |
1,509.04 |
1,500.18 |
1,506.38 |
| PP |
1,503.71 |
1,503.71 |
1,503.71 |
1,502.38 |
| S1 |
1,493.43 |
1,493.43 |
1,497.32 |
1,490.77 |
| S2 |
1,488.10 |
1,488.10 |
1,495.89 |
|
| S3 |
1,472.49 |
1,477.82 |
1,494.46 |
|
| S4 |
1,456.88 |
1,462.21 |
1,490.16 |
|
|
| Weekly Pivots for week ending 06-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,680.27 |
1,645.94 |
1,535.01 |
|
| R3 |
1,627.44 |
1,593.11 |
1,520.48 |
|
| R2 |
1,574.61 |
1,574.61 |
1,515.64 |
|
| R1 |
1,540.28 |
1,540.28 |
1,510.79 |
1,531.03 |
| PP |
1,521.78 |
1,521.78 |
1,521.78 |
1,517.16 |
| S1 |
1,487.45 |
1,487.45 |
1,501.11 |
1,478.20 |
| S2 |
1,468.95 |
1,468.95 |
1,496.26 |
|
| S3 |
1,416.12 |
1,434.62 |
1,491.42 |
|
| S4 |
1,363.29 |
1,381.79 |
1,476.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,556.11 |
1,498.39 |
57.72 |
3.9% |
25.46 |
1.7% |
1% |
False |
True |
7,024 |
| 10 |
1,556.11 |
1,498.39 |
57.72 |
3.9% |
21.17 |
1.4% |
1% |
False |
True |
6,905 |
| 20 |
1,556.11 |
1,481.91 |
74.20 |
5.0% |
22.02 |
1.5% |
23% |
False |
False |
6,888 |
| 40 |
1,556.11 |
1,400.34 |
155.77 |
10.4% |
21.07 |
1.4% |
63% |
False |
False |
6,871 |
| 60 |
1,556.11 |
1,333.40 |
222.71 |
14.9% |
21.84 |
1.5% |
74% |
False |
False |
7,257 |
| 80 |
1,556.11 |
1,269.50 |
286.61 |
19.1% |
19.97 |
1.3% |
80% |
False |
False |
7,744 |
| 100 |
1,556.11 |
1,266.61 |
289.50 |
19.3% |
18.04 |
1.2% |
80% |
False |
False |
7,558 |
| 120 |
1,556.11 |
1,266.61 |
289.50 |
19.3% |
16.78 |
1.1% |
80% |
False |
False |
7,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,580.34 |
|
2.618 |
1,554.87 |
|
1.618 |
1,539.26 |
|
1.000 |
1,529.61 |
|
0.618 |
1,523.65 |
|
HIGH |
1,514.00 |
|
0.618 |
1,508.04 |
|
0.500 |
1,506.20 |
|
0.382 |
1,504.35 |
|
LOW |
1,498.39 |
|
0.618 |
1,488.74 |
|
1.000 |
1,482.78 |
|
1.618 |
1,473.13 |
|
2.618 |
1,457.52 |
|
4.250 |
1,432.05 |
|
|
| Fisher Pivots for day following 09-Sep-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,506.20 |
1,525.50 |
| PP |
1,503.71 |
1,516.58 |
| S1 |
1,501.23 |
1,507.67 |
|