Trading Metrics calculated at close of trading on 16-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2019 |
16-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
1,498.79 |
1,489.44 |
-9.35 |
-0.6% |
1,505.99 |
High |
1,508.23 |
1,511.39 |
3.16 |
0.2% |
1,521.27 |
Low |
1,486.03 |
1,489.44 |
3.41 |
0.2% |
1,484.99 |
Close |
1,488.27 |
1,498.11 |
9.84 |
0.7% |
1,488.27 |
Range |
22.20 |
21.95 |
-0.25 |
-1.1% |
36.28 |
ATR |
21.46 |
21.58 |
0.12 |
0.6% |
0.00 |
Volume |
6,794 |
6,787 |
-7 |
-0.1% |
33,989 |
|
Daily Pivots for day following 16-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,565.50 |
1,553.75 |
1,510.18 |
|
R3 |
1,543.55 |
1,531.80 |
1,504.15 |
|
R2 |
1,521.60 |
1,521.60 |
1,502.13 |
|
R1 |
1,509.85 |
1,509.85 |
1,500.12 |
1,515.73 |
PP |
1,499.65 |
1,499.65 |
1,499.65 |
1,502.58 |
S1 |
1,487.90 |
1,487.90 |
1,496.10 |
1,493.78 |
S2 |
1,477.70 |
1,477.70 |
1,494.09 |
|
S3 |
1,455.75 |
1,465.95 |
1,492.07 |
|
S4 |
1,433.80 |
1,444.00 |
1,486.04 |
|
|
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% |
20.63 |
1.4% |
36% |
False |
False |
6,767 |
10 |
1,556.11 |
1,484.99 |
71.12 |
4.7% |
23.04 |
1.5% |
18% |
False |
False |
6,895 |
20 |
1,556.11 |
1,481.91 |
74.20 |
5.0% |
21.13 |
1.4% |
22% |
False |
False |
6,921 |
40 |
1,556.11 |
1,401.30 |
154.81 |
10.3% |
20.93 |
1.4% |
63% |
False |
False |
6,810 |
60 |
1,556.11 |
1,382.10 |
174.01 |
11.6% |
21.04 |
1.4% |
67% |
False |
False |
6,958 |
80 |
1,556.11 |
1,275.26 |
280.85 |
18.7% |
20.53 |
1.4% |
79% |
False |
False |
7,632 |
100 |
1,556.11 |
1,266.76 |
289.35 |
19.3% |
18.60 |
1.2% |
80% |
False |
False |
7,605 |
120 |
1,556.11 |
1,266.61 |
289.50 |
19.3% |
17.07 |
1.1% |
80% |
False |
False |
7,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,604.68 |
2.618 |
1,568.86 |
1.618 |
1,546.91 |
1.000 |
1,533.34 |
0.618 |
1,524.96 |
HIGH |
1,511.39 |
0.618 |
1,503.01 |
0.500 |
1,500.42 |
0.382 |
1,497.82 |
LOW |
1,489.44 |
0.618 |
1,475.87 |
1.000 |
1,467.49 |
1.618 |
1,453.92 |
2.618 |
1,431.97 |
4.250 |
1,396.15 |
|
|
Fisher Pivots for day following 16-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
1,500.42 |
1,503.65 |
PP |
1,499.65 |
1,501.80 |
S1 |
1,498.88 |
1,499.96 |
|