Trading Metrics calculated at close of trading on 20-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2019 |
20-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
1,493.65 |
1,498.64 |
4.99 |
0.3% |
1,489.44 |
High |
1,503.17 |
1,516.56 |
13.39 |
0.9% |
1,516.56 |
Low |
1,489.27 |
1,497.97 |
8.70 |
0.6% |
1,487.30 |
Close |
1,498.55 |
1,516.44 |
17.89 |
1.2% |
1,516.44 |
Range |
13.90 |
18.59 |
4.69 |
33.7% |
29.26 |
ATR |
20.61 |
20.47 |
-0.14 |
-0.7% |
0.00 |
Volume |
7,261 |
7,322 |
61 |
0.8% |
35,502 |
|
Daily Pivots for day following 20-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,566.09 |
1,559.86 |
1,526.66 |
|
R3 |
1,547.50 |
1,541.27 |
1,521.55 |
|
R2 |
1,528.91 |
1,528.91 |
1,519.85 |
|
R1 |
1,522.68 |
1,522.68 |
1,518.14 |
1,525.80 |
PP |
1,510.32 |
1,510.32 |
1,510.32 |
1,511.88 |
S1 |
1,504.09 |
1,504.09 |
1,514.74 |
1,507.21 |
S2 |
1,491.73 |
1,491.73 |
1,513.03 |
|
S3 |
1,473.14 |
1,485.50 |
1,511.33 |
|
S4 |
1,454.55 |
1,466.91 |
1,506.22 |
|
|
Weekly Pivots for week ending 20-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,594.55 |
1,584.75 |
1,532.53 |
|
R3 |
1,565.29 |
1,555.49 |
1,524.49 |
|
R2 |
1,536.03 |
1,536.03 |
1,521.80 |
|
R1 |
1,526.23 |
1,526.23 |
1,519.12 |
1,531.13 |
PP |
1,506.77 |
1,506.77 |
1,506.77 |
1,509.22 |
S1 |
1,496.97 |
1,496.97 |
1,513.76 |
1,501.87 |
S2 |
1,477.51 |
1,477.51 |
1,511.08 |
|
S3 |
1,448.25 |
1,467.71 |
1,508.39 |
|
S4 |
1,418.99 |
1,438.45 |
1,500.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,516.56 |
1,487.30 |
29.26 |
1.9% |
18.13 |
1.2% |
100% |
True |
False |
7,100 |
10 |
1,521.27 |
1,484.99 |
36.28 |
2.4% |
18.74 |
1.2% |
87% |
False |
False |
6,949 |
20 |
1,556.11 |
1,484.99 |
71.12 |
4.7% |
20.52 |
1.4% |
44% |
False |
False |
6,914 |
40 |
1,556.11 |
1,401.30 |
154.81 |
10.2% |
21.29 |
1.4% |
74% |
False |
False |
6,817 |
60 |
1,556.11 |
1,382.10 |
174.01 |
11.5% |
20.97 |
1.4% |
77% |
False |
False |
6,878 |
80 |
1,556.11 |
1,305.37 |
250.74 |
16.5% |
20.57 |
1.4% |
84% |
False |
False |
7,529 |
100 |
1,556.11 |
1,269.50 |
286.61 |
18.9% |
18.86 |
1.2% |
86% |
False |
False |
7,670 |
120 |
1,556.11 |
1,266.61 |
289.50 |
19.1% |
17.36 |
1.1% |
86% |
False |
False |
7,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,595.57 |
2.618 |
1,565.23 |
1.618 |
1,546.64 |
1.000 |
1,535.15 |
0.618 |
1,528.05 |
HIGH |
1,516.56 |
0.618 |
1,509.46 |
0.500 |
1,507.27 |
0.382 |
1,505.07 |
LOW |
1,497.97 |
0.618 |
1,486.48 |
1.000 |
1,479.38 |
1.618 |
1,467.89 |
2.618 |
1,449.30 |
4.250 |
1,418.96 |
|
|
Fisher Pivots for day following 20-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
1,513.38 |
1,511.60 |
PP |
1,510.32 |
1,506.77 |
S1 |
1,507.27 |
1,501.93 |
|