| Trading Metrics calculated at close of trading on 26-Sep-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2019 |
26-Sep-2019 |
Change |
Change % |
Previous Week |
| Open |
1,531.41 |
1,503.43 |
-27.98 |
-1.8% |
1,489.44 |
| High |
1,534.38 |
1,511.33 |
-23.05 |
-1.5% |
1,516.56 |
| Low |
1,502.08 |
1,502.58 |
0.50 |
0.0% |
1,487.30 |
| Close |
1,503.37 |
1,504.29 |
0.92 |
0.1% |
1,516.44 |
| Range |
32.30 |
8.75 |
-23.55 |
-72.9% |
29.26 |
| ATR |
20.74 |
19.88 |
-0.86 |
-4.1% |
0.00 |
| Volume |
7,170 |
7,155 |
-15 |
-0.2% |
35,502 |
|
| Daily Pivots for day following 26-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,532.32 |
1,527.05 |
1,509.10 |
|
| R3 |
1,523.57 |
1,518.30 |
1,506.70 |
|
| R2 |
1,514.82 |
1,514.82 |
1,505.89 |
|
| R1 |
1,509.55 |
1,509.55 |
1,505.09 |
1,512.19 |
| PP |
1,506.07 |
1,506.07 |
1,506.07 |
1,507.38 |
| S1 |
1,500.80 |
1,500.80 |
1,503.49 |
1,503.44 |
| S2 |
1,497.32 |
1,497.32 |
1,502.69 |
|
| S3 |
1,488.57 |
1,492.05 |
1,501.88 |
|
| S4 |
1,479.82 |
1,483.30 |
1,499.48 |
|
|
| 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 |
1,497.97 |
36.65 |
2.4% |
18.30 |
1.2% |
17% |
False |
False |
7,047 |
| 10 |
1,534.62 |
1,486.03 |
48.59 |
3.2% |
18.57 |
1.2% |
38% |
False |
False |
7,021 |
| 20 |
1,556.11 |
1,484.99 |
71.12 |
4.7% |
19.88 |
1.3% |
27% |
False |
False |
6,917 |
| 40 |
1,556.11 |
1,430.52 |
125.59 |
8.3% |
21.02 |
1.4% |
59% |
False |
False |
6,855 |
| 60 |
1,556.11 |
1,386.42 |
169.69 |
11.3% |
20.43 |
1.4% |
69% |
False |
False |
6,905 |
| 80 |
1,556.11 |
1,320.05 |
236.06 |
15.7% |
20.70 |
1.4% |
78% |
False |
False |
7,407 |
| 100 |
1,556.11 |
1,269.50 |
286.61 |
19.1% |
19.25 |
1.3% |
82% |
False |
False |
7,728 |
| 120 |
1,556.11 |
1,266.61 |
289.50 |
19.2% |
17.63 |
1.2% |
82% |
False |
False |
7,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,548.52 |
|
2.618 |
1,534.24 |
|
1.618 |
1,525.49 |
|
1.000 |
1,520.08 |
|
0.618 |
1,516.74 |
|
HIGH |
1,511.33 |
|
0.618 |
1,507.99 |
|
0.500 |
1,506.96 |
|
0.382 |
1,505.92 |
|
LOW |
1,502.58 |
|
0.618 |
1,497.17 |
|
1.000 |
1,493.83 |
|
1.618 |
1,488.42 |
|
2.618 |
1,479.67 |
|
4.250 |
1,465.39 |
|
|
| Fisher Pivots for day following 26-Sep-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,506.96 |
1,518.35 |
| PP |
1,506.07 |
1,513.66 |
| S1 |
1,505.18 |
1,508.98 |
|