Trading Metrics calculated at close of trading on 23-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2019 |
23-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
1,498.64 |
1,516.05 |
17.41 |
1.2% |
1,489.44 |
High |
1,516.56 |
1,525.81 |
9.25 |
0.6% |
1,516.56 |
Low |
1,497.97 |
1,511.85 |
13.88 |
0.9% |
1,487.30 |
Close |
1,516.44 |
1,522.05 |
5.61 |
0.4% |
1,516.44 |
Range |
18.59 |
13.96 |
-4.63 |
-24.9% |
29.26 |
ATR |
20.47 |
20.00 |
-0.46 |
-2.3% |
0.00 |
Volume |
7,322 |
6,944 |
-378 |
-5.2% |
35,502 |
|
Daily Pivots for day following 23-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,561.78 |
1,555.88 |
1,529.73 |
|
R3 |
1,547.82 |
1,541.92 |
1,525.89 |
|
R2 |
1,533.86 |
1,533.86 |
1,524.61 |
|
R1 |
1,527.96 |
1,527.96 |
1,523.33 |
1,530.91 |
PP |
1,519.90 |
1,519.90 |
1,519.90 |
1,521.38 |
S1 |
1,514.00 |
1,514.00 |
1,520.77 |
1,516.95 |
S2 |
1,505.94 |
1,505.94 |
1,519.49 |
|
S3 |
1,491.98 |
1,500.04 |
1,518.21 |
|
S4 |
1,478.02 |
1,486.08 |
1,514.37 |
|
|
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 |
1,525.81 |
1,487.30 |
38.51 |
2.5% |
16.53 |
1.1% |
90% |
True |
False |
7,131 |
10 |
1,525.81 |
1,484.99 |
40.82 |
2.7% |
18.58 |
1.2% |
91% |
True |
False |
6,949 |
20 |
1,556.11 |
1,484.99 |
71.12 |
4.7% |
19.87 |
1.3% |
52% |
False |
False |
6,927 |
40 |
1,556.11 |
1,401.30 |
154.81 |
10.2% |
21.39 |
1.4% |
78% |
False |
False |
6,818 |
60 |
1,556.11 |
1,382.70 |
173.41 |
11.4% |
20.66 |
1.4% |
80% |
False |
False |
6,888 |
80 |
1,556.11 |
1,320.05 |
236.06 |
15.5% |
20.46 |
1.3% |
86% |
False |
False |
7,506 |
100 |
1,556.11 |
1,269.50 |
286.61 |
18.8% |
18.92 |
1.2% |
88% |
False |
False |
7,679 |
120 |
1,556.11 |
1,266.61 |
289.50 |
19.0% |
17.40 |
1.1% |
88% |
False |
False |
7,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,585.14 |
2.618 |
1,562.36 |
1.618 |
1,548.40 |
1.000 |
1,539.77 |
0.618 |
1,534.44 |
HIGH |
1,525.81 |
0.618 |
1,520.48 |
0.500 |
1,518.83 |
0.382 |
1,517.18 |
LOW |
1,511.85 |
0.618 |
1,503.22 |
1.000 |
1,497.89 |
1.618 |
1,489.26 |
2.618 |
1,475.30 |
4.250 |
1,452.52 |
|
|
Fisher Pivots for day following 23-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
1,520.98 |
1,517.21 |
PP |
1,519.90 |
1,512.38 |
S1 |
1,518.83 |
1,507.54 |
|