Trading Metrics calculated at close of trading on 27-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2019 |
27-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
1,503.43 |
1,504.32 |
0.89 |
0.1% |
1,516.05 |
High |
1,511.33 |
1,507.00 |
-4.33 |
-0.3% |
1,534.62 |
Low |
1,502.58 |
1,487.86 |
-14.72 |
-1.0% |
1,487.86 |
Close |
1,504.29 |
1,496.81 |
-7.48 |
-0.5% |
1,496.81 |
Range |
8.75 |
19.14 |
10.39 |
118.7% |
46.76 |
ATR |
19.88 |
19.83 |
-0.05 |
-0.3% |
0.00 |
Volume |
7,155 |
7,098 |
-57 |
-0.8% |
35,015 |
|
Daily Pivots for day following 27-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,554.64 |
1,544.87 |
1,507.34 |
|
R3 |
1,535.50 |
1,525.73 |
1,502.07 |
|
R2 |
1,516.36 |
1,516.36 |
1,500.32 |
|
R1 |
1,506.59 |
1,506.59 |
1,498.56 |
1,501.91 |
PP |
1,497.22 |
1,497.22 |
1,497.22 |
1,494.88 |
S1 |
1,487.45 |
1,487.45 |
1,495.06 |
1,482.77 |
S2 |
1,478.08 |
1,478.08 |
1,493.30 |
|
S3 |
1,458.94 |
1,468.31 |
1,491.55 |
|
S4 |
1,439.80 |
1,449.17 |
1,486.28 |
|
|
Weekly Pivots for week ending 27-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,646.71 |
1,618.52 |
1,522.53 |
|
R3 |
1,599.95 |
1,571.76 |
1,509.67 |
|
R2 |
1,553.19 |
1,553.19 |
1,505.38 |
|
R1 |
1,525.00 |
1,525.00 |
1,501.10 |
1,515.72 |
PP |
1,506.43 |
1,506.43 |
1,506.43 |
1,501.79 |
S1 |
1,478.24 |
1,478.24 |
1,492.52 |
1,468.96 |
S2 |
1,459.67 |
1,459.67 |
1,488.24 |
|
S3 |
1,412.91 |
1,431.48 |
1,483.95 |
|
S4 |
1,366.15 |
1,384.72 |
1,471.09 |
|
|
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 |
1,487.86 |
46.76 |
3.1% |
18.41 |
1.2% |
19% |
False |
True |
7,003 |
10 |
1,534.62 |
1,487.30 |
47.32 |
3.2% |
18.27 |
1.2% |
20% |
False |
False |
7,051 |
20 |
1,556.11 |
1,484.99 |
71.12 |
4.8% |
20.13 |
1.3% |
17% |
False |
False |
6,925 |
40 |
1,556.11 |
1,437.15 |
118.96 |
7.9% |
21.09 |
1.4% |
50% |
False |
False |
6,868 |
60 |
1,556.11 |
1,386.42 |
169.69 |
11.3% |
20.14 |
1.3% |
65% |
False |
False |
6,911 |
80 |
1,556.11 |
1,320.05 |
236.06 |
15.8% |
20.72 |
1.4% |
75% |
False |
False |
7,377 |
100 |
1,556.11 |
1,269.50 |
286.61 |
19.1% |
19.38 |
1.3% |
79% |
False |
False |
7,707 |
120 |
1,556.11 |
1,266.61 |
289.50 |
19.3% |
17.63 |
1.2% |
80% |
False |
False |
7,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,588.35 |
2.618 |
1,557.11 |
1.618 |
1,537.97 |
1.000 |
1,526.14 |
0.618 |
1,518.83 |
HIGH |
1,507.00 |
0.618 |
1,499.69 |
0.500 |
1,497.43 |
0.382 |
1,495.17 |
LOW |
1,487.86 |
0.618 |
1,476.03 |
1.000 |
1,468.72 |
1.618 |
1,456.89 |
2.618 |
1,437.75 |
4.250 |
1,406.52 |
|
|
Fisher Pivots for day following 27-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
1,497.43 |
1,511.12 |
PP |
1,497.22 |
1,506.35 |
S1 |
1,497.02 |
1,501.58 |
|