Trading Metrics calculated at close of trading on 09-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2019 |
09-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
7,868.87 |
7,876.40 |
7.53 |
0.1% |
7,634.03 |
High |
7,874.99 |
7,877.41 |
2.42 |
0.0% |
7,879.97 |
Low |
7,835.89 |
7,795.86 |
-40.03 |
-0.5% |
7,584.82 |
Close |
7,852.54 |
7,832.40 |
-20.14 |
-0.3% |
7,852.54 |
Range |
39.10 |
81.55 |
42.45 |
108.6% |
295.15 |
ATR |
124.61 |
121.53 |
-3.08 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,079.87 |
8,037.69 |
7,877.25 |
|
R3 |
7,998.32 |
7,956.14 |
7,854.83 |
|
R2 |
7,916.77 |
7,916.77 |
7,847.35 |
|
R1 |
7,874.59 |
7,874.59 |
7,839.88 |
7,854.91 |
PP |
7,835.22 |
7,835.22 |
7,835.22 |
7,825.38 |
S1 |
7,793.04 |
7,793.04 |
7,824.92 |
7,773.36 |
S2 |
7,753.67 |
7,753.67 |
7,817.45 |
|
S3 |
7,672.12 |
7,711.49 |
7,809.97 |
|
S4 |
7,590.57 |
7,629.94 |
7,787.55 |
|
|
Weekly Pivots for week ending 06-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,657.89 |
8,550.37 |
8,014.87 |
|
R3 |
8,362.74 |
8,255.22 |
7,933.71 |
|
R2 |
8,067.59 |
8,067.59 |
7,906.65 |
|
R1 |
7,960.07 |
7,960.07 |
7,879.60 |
8,013.83 |
PP |
7,772.44 |
7,772.44 |
7,772.44 |
7,799.33 |
S1 |
7,664.92 |
7,664.92 |
7,825.48 |
7,718.68 |
S2 |
7,477.29 |
7,477.29 |
7,798.43 |
|
S3 |
7,182.14 |
7,369.77 |
7,771.37 |
|
S4 |
6,886.99 |
7,074.62 |
7,690.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,879.97 |
7,584.82 |
295.15 |
3.8% |
68.76 |
0.9% |
84% |
False |
False |
|
10 |
7,879.97 |
7,500.22 |
379.75 |
4.8% |
79.59 |
1.0% |
87% |
False |
False |
|
20 |
7,879.97 |
7,429.36 |
450.61 |
5.8% |
99.15 |
1.3% |
89% |
False |
False |
|
40 |
8,027.18 |
7,356.27 |
670.91 |
8.6% |
101.01 |
1.3% |
71% |
False |
False |
|
60 |
8,027.18 |
7,356.27 |
670.91 |
8.6% |
88.94 |
1.1% |
71% |
False |
False |
|
80 |
8,027.18 |
6,936.68 |
1,090.50 |
13.9% |
89.20 |
1.1% |
82% |
False |
False |
|
100 |
8,027.18 |
6,936.68 |
1,090.50 |
13.9% |
91.39 |
1.2% |
82% |
False |
False |
|
120 |
8,027.18 |
6,936.68 |
1,090.50 |
13.9% |
88.06 |
1.1% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,224.00 |
2.618 |
8,090.91 |
1.618 |
8,009.36 |
1.000 |
7,958.96 |
0.618 |
7,927.81 |
HIGH |
7,877.41 |
0.618 |
7,846.26 |
0.500 |
7,836.64 |
0.382 |
7,827.01 |
LOW |
7,795.86 |
0.618 |
7,745.46 |
1.000 |
7,714.31 |
1.618 |
7,663.91 |
2.618 |
7,582.36 |
4.250 |
7,449.27 |
|
|
Fisher Pivots for day following 09-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
7,836.64 |
7,837.92 |
PP |
7,835.22 |
7,836.08 |
S1 |
7,833.81 |
7,834.24 |
|