Trading Metrics calculated at close of trading on 11-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2019 |
11-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
1,498.82 |
1,485.48 |
-13.34 |
-0.9% |
1,521.17 |
High |
1,499.72 |
1,497.87 |
-1.85 |
-0.1% |
1,556.11 |
Low |
1,484.99 |
1,485.36 |
0.37 |
0.0% |
1,503.28 |
Close |
1,485.44 |
1,496.43 |
10.99 |
0.7% |
1,505.95 |
Range |
14.73 |
12.51 |
-2.22 |
-15.1% |
52.83 |
ATR |
21.23 |
20.61 |
-0.62 |
-2.9% |
0.00 |
Volume |
6,738 |
6,777 |
39 |
0.6% |
34,007 |
|
Daily Pivots for day following 11-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,530.75 |
1,526.10 |
1,503.31 |
|
R3 |
1,518.24 |
1,513.59 |
1,499.87 |
|
R2 |
1,505.73 |
1,505.73 |
1,498.72 |
|
R1 |
1,501.08 |
1,501.08 |
1,497.58 |
1,503.41 |
PP |
1,493.22 |
1,493.22 |
1,493.22 |
1,494.38 |
S1 |
1,488.57 |
1,488.57 |
1,495.28 |
1,490.90 |
S2 |
1,480.71 |
1,480.71 |
1,494.14 |
|
S3 |
1,468.20 |
1,476.06 |
1,492.99 |
|
S4 |
1,455.69 |
1,463.55 |
1,489.55 |
|
|
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 |
1,552.61 |
1,484.99 |
67.62 |
4.5% |
21.16 |
1.4% |
17% |
False |
False |
6,930 |
10 |
1,556.11 |
1,484.99 |
71.12 |
4.8% |
20.88 |
1.4% |
16% |
False |
False |
6,850 |
20 |
1,556.11 |
1,481.91 |
74.20 |
5.0% |
20.04 |
1.3% |
20% |
False |
False |
6,923 |
40 |
1,556.11 |
1,401.30 |
154.81 |
10.3% |
20.68 |
1.4% |
61% |
False |
False |
6,850 |
60 |
1,556.11 |
1,333.40 |
222.71 |
14.9% |
21.61 |
1.4% |
73% |
False |
False |
7,158 |
80 |
1,556.11 |
1,272.17 |
283.94 |
19.0% |
19.86 |
1.3% |
79% |
False |
False |
7,692 |
100 |
1,556.11 |
1,266.76 |
289.35 |
19.3% |
18.13 |
1.2% |
79% |
False |
False |
7,576 |
120 |
1,556.11 |
1,266.61 |
289.50 |
19.3% |
16.82 |
1.1% |
79% |
False |
False |
7,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,551.04 |
2.618 |
1,530.62 |
1.618 |
1,518.11 |
1.000 |
1,510.38 |
0.618 |
1,505.60 |
HIGH |
1,497.87 |
0.618 |
1,493.09 |
0.500 |
1,491.62 |
0.382 |
1,490.14 |
LOW |
1,485.36 |
0.618 |
1,477.63 |
1.000 |
1,472.85 |
1.618 |
1,465.12 |
2.618 |
1,452.61 |
4.250 |
1,432.19 |
|
|
Fisher Pivots for day following 11-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
1,494.83 |
1,499.50 |
PP |
1,493.22 |
1,498.47 |
S1 |
1,491.62 |
1,497.45 |
|