Trading Metrics calculated at close of trading on 13-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2019 |
13-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
1,496.52 |
1,498.79 |
2.27 |
0.2% |
1,505.99 |
High |
1,521.27 |
1,508.23 |
-13.04 |
-0.9% |
1,521.27 |
Low |
1,489.52 |
1,486.03 |
-3.49 |
-0.2% |
1,484.99 |
Close |
1,498.82 |
1,488.27 |
-10.55 |
-0.7% |
1,488.27 |
Range |
31.75 |
22.20 |
-9.55 |
-30.1% |
36.28 |
ATR |
21.41 |
21.46 |
0.06 |
0.3% |
0.00 |
Volume |
6,739 |
6,794 |
55 |
0.8% |
33,989 |
|
Daily Pivots for day following 13-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,560.78 |
1,546.72 |
1,500.48 |
|
R3 |
1,538.58 |
1,524.52 |
1,494.38 |
|
R2 |
1,516.38 |
1,516.38 |
1,492.34 |
|
R1 |
1,502.32 |
1,502.32 |
1,490.31 |
1,498.25 |
PP |
1,494.18 |
1,494.18 |
1,494.18 |
1,492.14 |
S1 |
1,480.12 |
1,480.12 |
1,486.24 |
1,476.05 |
S2 |
1,471.98 |
1,471.98 |
1,484.20 |
|
S3 |
1,449.78 |
1,457.92 |
1,482.17 |
|
S4 |
1,427.58 |
1,435.72 |
1,476.06 |
|
|
Weekly Pivots for week ending 13-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,607.02 |
1,583.92 |
1,508.22 |
|
R3 |
1,570.74 |
1,547.64 |
1,498.25 |
|
R2 |
1,534.46 |
1,534.46 |
1,494.92 |
|
R1 |
1,511.36 |
1,511.36 |
1,491.60 |
1,504.77 |
PP |
1,498.18 |
1,498.18 |
1,498.18 |
1,494.88 |
S1 |
1,475.08 |
1,475.08 |
1,484.94 |
1,468.49 |
S2 |
1,461.90 |
1,461.90 |
1,481.62 |
|
S3 |
1,425.62 |
1,438.80 |
1,478.29 |
|
S4 |
1,389.34 |
1,402.52 |
1,468.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,521.27 |
1,484.99 |
36.28 |
2.4% |
19.36 |
1.3% |
9% |
False |
False |
6,797 |
10 |
1,556.11 |
1,484.99 |
71.12 |
4.8% |
22.00 |
1.5% |
5% |
False |
False |
6,799 |
20 |
1,556.11 |
1,481.91 |
74.20 |
5.0% |
20.97 |
1.4% |
9% |
False |
False |
6,938 |
40 |
1,556.11 |
1,401.30 |
154.81 |
10.4% |
20.53 |
1.4% |
56% |
False |
False |
6,817 |
60 |
1,556.11 |
1,382.10 |
174.01 |
11.7% |
21.04 |
1.4% |
61% |
False |
False |
7,030 |
80 |
1,556.11 |
1,275.26 |
280.85 |
18.9% |
20.30 |
1.4% |
76% |
False |
False |
7,635 |
100 |
1,556.11 |
1,266.76 |
289.35 |
19.4% |
18.47 |
1.2% |
77% |
False |
False |
7,595 |
120 |
1,556.11 |
1,266.61 |
289.50 |
19.5% |
16.99 |
1.1% |
77% |
False |
False |
7,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,602.58 |
2.618 |
1,566.35 |
1.618 |
1,544.15 |
1.000 |
1,530.43 |
0.618 |
1,521.95 |
HIGH |
1,508.23 |
0.618 |
1,499.75 |
0.500 |
1,497.13 |
0.382 |
1,494.51 |
LOW |
1,486.03 |
0.618 |
1,472.31 |
1.000 |
1,463.83 |
1.618 |
1,450.11 |
2.618 |
1,427.91 |
4.250 |
1,391.68 |
|
|
Fisher Pivots for day following 13-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
1,497.13 |
1,503.32 |
PP |
1,494.18 |
1,498.30 |
S1 |
1,491.22 |
1,493.29 |
|