Trading Metrics calculated at close of trading on 12-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2019 |
12-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
1,485.48 |
1,496.52 |
11.04 |
0.7% |
1,521.17 |
High |
1,497.87 |
1,521.27 |
23.40 |
1.6% |
1,556.11 |
Low |
1,485.36 |
1,489.52 |
4.16 |
0.3% |
1,503.28 |
Close |
1,496.43 |
1,498.82 |
2.39 |
0.2% |
1,505.95 |
Range |
12.51 |
31.75 |
19.24 |
153.8% |
52.83 |
ATR |
20.61 |
21.41 |
0.80 |
3.9% |
0.00 |
Volume |
6,777 |
6,739 |
-38 |
-0.6% |
34,007 |
|
Daily Pivots for day following 12-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,598.45 |
1,580.39 |
1,516.28 |
|
R3 |
1,566.70 |
1,548.64 |
1,507.55 |
|
R2 |
1,534.95 |
1,534.95 |
1,504.64 |
|
R1 |
1,516.89 |
1,516.89 |
1,501.73 |
1,525.92 |
PP |
1,503.20 |
1,503.20 |
1,503.20 |
1,507.72 |
S1 |
1,485.14 |
1,485.14 |
1,495.91 |
1,494.17 |
S2 |
1,471.45 |
1,471.45 |
1,493.00 |
|
S3 |
1,439.70 |
1,453.39 |
1,490.09 |
|
S4 |
1,407.95 |
1,421.64 |
1,481.36 |
|
|
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 |
1,526.53 |
1,484.99 |
41.54 |
2.8% |
19.57 |
1.3% |
33% |
False |
False |
6,858 |
10 |
1,556.11 |
1,484.99 |
71.12 |
4.7% |
21.18 |
1.4% |
19% |
False |
False |
6,813 |
20 |
1,556.11 |
1,481.91 |
74.20 |
5.0% |
20.89 |
1.4% |
23% |
False |
False |
6,949 |
40 |
1,556.11 |
1,401.30 |
154.81 |
10.3% |
20.70 |
1.4% |
63% |
False |
False |
6,835 |
60 |
1,556.11 |
1,382.10 |
174.01 |
11.6% |
21.14 |
1.4% |
67% |
False |
False |
7,098 |
80 |
1,556.11 |
1,275.26 |
280.85 |
18.7% |
20.07 |
1.3% |
80% |
False |
False |
7,665 |
100 |
1,556.11 |
1,266.76 |
289.35 |
19.3% |
18.36 |
1.2% |
80% |
False |
False |
7,586 |
120 |
1,556.11 |
1,266.61 |
289.50 |
19.3% |
17.00 |
1.1% |
80% |
False |
False |
7,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,656.21 |
2.618 |
1,604.39 |
1.618 |
1,572.64 |
1.000 |
1,553.02 |
0.618 |
1,540.89 |
HIGH |
1,521.27 |
0.618 |
1,509.14 |
0.500 |
1,505.40 |
0.382 |
1,501.65 |
LOW |
1,489.52 |
0.618 |
1,469.90 |
1.000 |
1,457.77 |
1.618 |
1,438.15 |
2.618 |
1,406.40 |
4.250 |
1,354.58 |
|
|
Fisher Pivots for day following 12-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
1,505.40 |
1,503.13 |
PP |
1,503.20 |
1,501.69 |
S1 |
1,501.01 |
1,500.26 |
|