Trading Metrics calculated at close of trading on 19-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2019 |
19-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
1,501.16 |
1,493.65 |
-7.51 |
-0.5% |
1,505.99 |
High |
1,510.54 |
1,503.17 |
-7.37 |
-0.5% |
1,521.27 |
Low |
1,487.30 |
1,489.27 |
1.97 |
0.1% |
1,484.99 |
Close |
1,493.59 |
1,498.55 |
4.96 |
0.3% |
1,488.27 |
Range |
23.24 |
13.90 |
-9.34 |
-40.2% |
36.28 |
ATR |
21.13 |
20.61 |
-0.52 |
-2.4% |
0.00 |
Volume |
7,060 |
7,261 |
201 |
2.8% |
33,989 |
|
Daily Pivots for day following 19-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,538.70 |
1,532.52 |
1,506.20 |
|
R3 |
1,524.80 |
1,518.62 |
1,502.37 |
|
R2 |
1,510.90 |
1,510.90 |
1,501.10 |
|
R1 |
1,504.72 |
1,504.72 |
1,499.82 |
1,507.81 |
PP |
1,497.00 |
1,497.00 |
1,497.00 |
1,498.54 |
S1 |
1,490.82 |
1,490.82 |
1,497.28 |
1,493.91 |
S2 |
1,483.10 |
1,483.10 |
1,496.00 |
|
S3 |
1,469.20 |
1,476.92 |
1,494.73 |
|
S4 |
1,455.30 |
1,463.02 |
1,490.91 |
|
|
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 |
1,511.39 |
1,486.03 |
25.36 |
1.7% |
18.85 |
1.3% |
49% |
False |
False |
6,994 |
10 |
1,526.53 |
1,484.99 |
41.54 |
2.8% |
19.21 |
1.3% |
33% |
False |
False |
6,926 |
20 |
1,556.11 |
1,481.91 |
74.20 |
5.0% |
21.93 |
1.5% |
22% |
False |
False |
6,876 |
40 |
1,556.11 |
1,401.30 |
154.81 |
10.3% |
21.06 |
1.4% |
63% |
False |
False |
6,810 |
60 |
1,556.11 |
1,382.10 |
174.01 |
11.6% |
20.93 |
1.4% |
67% |
False |
False |
6,872 |
80 |
1,556.11 |
1,287.90 |
268.21 |
17.9% |
20.57 |
1.4% |
79% |
False |
False |
7,558 |
100 |
1,556.11 |
1,269.33 |
286.78 |
19.1% |
18.80 |
1.3% |
80% |
False |
False |
7,652 |
120 |
1,556.11 |
1,266.61 |
289.50 |
19.3% |
17.31 |
1.2% |
80% |
False |
False |
7,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,562.25 |
2.618 |
1,539.56 |
1.618 |
1,525.66 |
1.000 |
1,517.07 |
0.618 |
1,511.76 |
HIGH |
1,503.17 |
0.618 |
1,497.86 |
0.500 |
1,496.22 |
0.382 |
1,494.58 |
LOW |
1,489.27 |
0.618 |
1,480.68 |
1.000 |
1,475.37 |
1.618 |
1,466.78 |
2.618 |
1,452.88 |
4.250 |
1,430.20 |
|
|
Fisher Pivots for day following 19-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
1,497.77 |
1,498.92 |
PP |
1,497.00 |
1,498.80 |
S1 |
1,496.22 |
1,498.67 |
|