Trading Metrics calculated at close of trading on 24-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2019 |
24-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
1,516.05 |
1,522.02 |
5.97 |
0.4% |
1,489.44 |
High |
1,525.81 |
1,534.62 |
8.81 |
0.6% |
1,516.56 |
Low |
1,511.85 |
1,516.74 |
4.89 |
0.3% |
1,487.30 |
Close |
1,522.05 |
1,531.36 |
9.31 |
0.6% |
1,516.44 |
Range |
13.96 |
17.88 |
3.92 |
28.1% |
29.26 |
ATR |
20.00 |
19.85 |
-0.15 |
-0.8% |
0.00 |
Volume |
6,944 |
6,648 |
-296 |
-4.3% |
35,502 |
|
Daily Pivots for day following 24-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,581.21 |
1,574.17 |
1,541.19 |
|
R3 |
1,563.33 |
1,556.29 |
1,536.28 |
|
R2 |
1,545.45 |
1,545.45 |
1,534.64 |
|
R1 |
1,538.41 |
1,538.41 |
1,533.00 |
1,541.93 |
PP |
1,527.57 |
1,527.57 |
1,527.57 |
1,529.34 |
S1 |
1,520.53 |
1,520.53 |
1,529.72 |
1,524.05 |
S2 |
1,509.69 |
1,509.69 |
1,528.08 |
|
S3 |
1,491.81 |
1,502.65 |
1,526.44 |
|
S4 |
1,473.93 |
1,484.77 |
1,521.53 |
|
|
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 |
1,534.62 |
1,487.30 |
47.32 |
3.1% |
17.51 |
1.1% |
93% |
True |
False |
7,047 |
10 |
1,534.62 |
1,485.36 |
49.26 |
3.2% |
18.89 |
1.2% |
93% |
True |
False |
6,940 |
20 |
1,556.11 |
1,484.99 |
71.12 |
4.6% |
19.92 |
1.3% |
65% |
False |
False |
6,922 |
40 |
1,556.11 |
1,401.30 |
154.81 |
10.1% |
21.60 |
1.4% |
84% |
False |
False |
6,814 |
60 |
1,556.11 |
1,386.42 |
169.69 |
11.1% |
20.32 |
1.3% |
85% |
False |
False |
6,885 |
80 |
1,556.11 |
1,320.05 |
236.06 |
15.4% |
20.58 |
1.3% |
90% |
False |
False |
7,467 |
100 |
1,556.11 |
1,269.50 |
286.61 |
18.7% |
19.03 |
1.2% |
91% |
False |
False |
7,693 |
120 |
1,556.11 |
1,266.61 |
289.50 |
18.9% |
17.44 |
1.1% |
91% |
False |
False |
7,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,610.61 |
2.618 |
1,581.43 |
1.618 |
1,563.55 |
1.000 |
1,552.50 |
0.618 |
1,545.67 |
HIGH |
1,534.62 |
0.618 |
1,527.79 |
0.500 |
1,525.68 |
0.382 |
1,523.57 |
LOW |
1,516.74 |
0.618 |
1,505.69 |
1.000 |
1,498.86 |
1.618 |
1,487.81 |
2.618 |
1,469.93 |
4.250 |
1,440.75 |
|
|
Fisher Pivots for day following 24-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
1,529.47 |
1,526.34 |
PP |
1,527.57 |
1,521.32 |
S1 |
1,525.68 |
1,516.30 |
|