Trading Metrics calculated at close of trading on 17-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2019 |
17-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
1,489.44 |
1,498.12 |
8.68 |
0.6% |
1,505.99 |
High |
1,511.39 |
1,506.67 |
-4.72 |
-0.3% |
1,521.27 |
Low |
1,489.44 |
1,493.72 |
4.28 |
0.3% |
1,484.99 |
Close |
1,498.11 |
1,501.20 |
3.09 |
0.2% |
1,488.27 |
Range |
21.95 |
12.95 |
-9.00 |
-41.0% |
36.28 |
ATR |
21.58 |
20.96 |
-0.62 |
-2.9% |
0.00 |
Volume |
6,787 |
7,072 |
285 |
4.2% |
33,989 |
|
Daily Pivots for day following 17-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,539.38 |
1,533.24 |
1,508.32 |
|
R3 |
1,526.43 |
1,520.29 |
1,504.76 |
|
R2 |
1,513.48 |
1,513.48 |
1,503.57 |
|
R1 |
1,507.34 |
1,507.34 |
1,502.39 |
1,510.41 |
PP |
1,500.53 |
1,500.53 |
1,500.53 |
1,502.07 |
S1 |
1,494.39 |
1,494.39 |
1,500.01 |
1,497.46 |
S2 |
1,487.58 |
1,487.58 |
1,498.83 |
|
S3 |
1,474.63 |
1,481.44 |
1,497.64 |
|
S4 |
1,461.68 |
1,468.49 |
1,494.08 |
|
|
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 |
1,485.36 |
35.91 |
2.4% |
20.27 |
1.4% |
44% |
False |
False |
6,833 |
10 |
1,556.11 |
1,484.99 |
71.12 |
4.7% |
21.65 |
1.4% |
23% |
False |
False |
6,915 |
20 |
1,556.11 |
1,481.91 |
74.20 |
4.9% |
21.12 |
1.4% |
26% |
False |
False |
6,895 |
40 |
1,556.11 |
1,401.30 |
154.81 |
10.3% |
20.93 |
1.4% |
65% |
False |
False |
6,803 |
60 |
1,556.11 |
1,382.10 |
174.01 |
11.6% |
20.82 |
1.4% |
68% |
False |
False |
6,890 |
80 |
1,556.11 |
1,275.26 |
280.85 |
18.7% |
20.49 |
1.4% |
80% |
False |
False |
7,606 |
100 |
1,556.11 |
1,266.76 |
289.35 |
19.3% |
18.65 |
1.2% |
81% |
False |
False |
7,617 |
120 |
1,556.11 |
1,266.61 |
289.50 |
19.3% |
17.10 |
1.1% |
81% |
False |
False |
7,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,561.71 |
2.618 |
1,540.57 |
1.618 |
1,527.62 |
1.000 |
1,519.62 |
0.618 |
1,514.67 |
HIGH |
1,506.67 |
0.618 |
1,501.72 |
0.500 |
1,500.20 |
0.382 |
1,498.67 |
LOW |
1,493.72 |
0.618 |
1,485.72 |
1.000 |
1,480.77 |
1.618 |
1,472.77 |
2.618 |
1,459.82 |
4.250 |
1,438.68 |
|
|
Fisher Pivots for day following 17-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
1,500.87 |
1,500.37 |
PP |
1,500.53 |
1,499.54 |
S1 |
1,500.20 |
1,498.71 |
|