Trading Metrics calculated at close of trading on 18-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2019 |
18-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
1,498.12 |
1,501.16 |
3.04 |
0.2% |
1,505.99 |
High |
1,506.67 |
1,510.54 |
3.87 |
0.3% |
1,521.27 |
Low |
1,493.72 |
1,487.30 |
-6.42 |
-0.4% |
1,484.99 |
Close |
1,501.20 |
1,493.59 |
-7.61 |
-0.5% |
1,488.27 |
Range |
12.95 |
23.24 |
10.29 |
79.5% |
36.28 |
ATR |
20.96 |
21.13 |
0.16 |
0.8% |
0.00 |
Volume |
7,072 |
7,060 |
-12 |
-0.2% |
33,989 |
|
Daily Pivots for day following 18-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,566.86 |
1,553.47 |
1,506.37 |
|
R3 |
1,543.62 |
1,530.23 |
1,499.98 |
|
R2 |
1,520.38 |
1,520.38 |
1,497.85 |
|
R1 |
1,506.99 |
1,506.99 |
1,495.72 |
1,502.07 |
PP |
1,497.14 |
1,497.14 |
1,497.14 |
1,494.68 |
S1 |
1,483.75 |
1,483.75 |
1,491.46 |
1,478.83 |
S2 |
1,473.90 |
1,473.90 |
1,489.33 |
|
S3 |
1,450.66 |
1,460.51 |
1,487.20 |
|
S4 |
1,427.42 |
1,437.27 |
1,480.81 |
|
|
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 |
1,486.03 |
35.24 |
2.4% |
22.42 |
1.5% |
21% |
False |
False |
6,890 |
10 |
1,552.61 |
1,484.99 |
67.62 |
4.5% |
21.79 |
1.5% |
13% |
False |
False |
6,910 |
20 |
1,556.11 |
1,481.91 |
74.20 |
5.0% |
21.76 |
1.5% |
16% |
False |
False |
6,867 |
40 |
1,556.11 |
1,401.30 |
154.81 |
10.4% |
21.23 |
1.4% |
60% |
False |
False |
6,800 |
60 |
1,556.11 |
1,382.10 |
174.01 |
11.7% |
20.87 |
1.4% |
64% |
False |
False |
6,877 |
80 |
1,556.11 |
1,275.26 |
280.85 |
18.8% |
20.61 |
1.4% |
78% |
False |
False |
7,583 |
100 |
1,556.11 |
1,266.76 |
289.35 |
19.4% |
18.77 |
1.3% |
78% |
False |
False |
7,633 |
120 |
1,556.11 |
1,266.61 |
289.50 |
19.4% |
17.24 |
1.2% |
78% |
False |
False |
7,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,609.31 |
2.618 |
1,571.38 |
1.618 |
1,548.14 |
1.000 |
1,533.78 |
0.618 |
1,524.90 |
HIGH |
1,510.54 |
0.618 |
1,501.66 |
0.500 |
1,498.92 |
0.382 |
1,496.18 |
LOW |
1,487.30 |
0.618 |
1,472.94 |
1.000 |
1,464.06 |
1.618 |
1,449.70 |
2.618 |
1,426.46 |
4.250 |
1,388.53 |
|
|
Fisher Pivots for day following 18-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
1,498.92 |
1,499.35 |
PP |
1,497.14 |
1,497.43 |
S1 |
1,495.37 |
1,495.51 |
|