Trading Metrics calculated at close of trading on 10-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2019 |
10-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
7,876.40 |
7,793.28 |
-83.12 |
-1.1% |
7,634.03 |
High |
7,877.41 |
7,817.58 |
-59.83 |
-0.8% |
7,879.97 |
Low |
7,795.86 |
7,743.61 |
-52.25 |
-0.7% |
7,584.82 |
Close |
7,832.40 |
7,814.74 |
-17.66 |
-0.2% |
7,852.54 |
Range |
81.55 |
73.97 |
-7.58 |
-9.3% |
295.15 |
ATR |
121.53 |
119.19 |
-2.34 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,013.89 |
7,988.28 |
7,855.42 |
|
R3 |
7,939.92 |
7,914.31 |
7,835.08 |
|
R2 |
7,865.95 |
7,865.95 |
7,828.30 |
|
R1 |
7,840.34 |
7,840.34 |
7,821.52 |
7,853.15 |
PP |
7,791.98 |
7,791.98 |
7,791.98 |
7,798.38 |
S1 |
7,766.37 |
7,766.37 |
7,807.96 |
7,779.18 |
S2 |
7,718.01 |
7,718.01 |
7,801.18 |
|
S3 |
7,644.04 |
7,692.40 |
7,794.40 |
|
S4 |
7,570.07 |
7,618.43 |
7,774.06 |
|
|
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 |
7,663.64 |
216.33 |
2.8% |
66.48 |
0.9% |
70% |
False |
False |
|
10 |
7,879.97 |
7,500.22 |
379.75 |
4.9% |
79.82 |
1.0% |
83% |
False |
False |
|
20 |
7,879.97 |
7,429.36 |
450.61 |
5.8% |
98.13 |
1.3% |
86% |
False |
False |
|
40 |
8,027.18 |
7,356.27 |
670.91 |
8.6% |
102.13 |
1.3% |
68% |
False |
False |
|
60 |
8,027.18 |
7,356.27 |
670.91 |
8.6% |
89.41 |
1.1% |
68% |
False |
False |
|
80 |
8,027.18 |
6,936.68 |
1,090.50 |
14.0% |
88.57 |
1.1% |
81% |
False |
False |
|
100 |
8,027.18 |
6,936.68 |
1,090.50 |
14.0% |
91.58 |
1.2% |
81% |
False |
False |
|
120 |
8,027.18 |
6,936.68 |
1,090.50 |
14.0% |
87.81 |
1.1% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,131.95 |
2.618 |
8,011.23 |
1.618 |
7,937.26 |
1.000 |
7,891.55 |
0.618 |
7,863.29 |
HIGH |
7,817.58 |
0.618 |
7,789.32 |
0.500 |
7,780.60 |
0.382 |
7,771.87 |
LOW |
7,743.61 |
0.618 |
7,697.90 |
1.000 |
7,669.64 |
1.618 |
7,623.93 |
2.618 |
7,549.96 |
4.250 |
7,429.24 |
|
|
Fisher Pivots for day following 10-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
7,803.36 |
7,813.33 |
PP |
7,791.98 |
7,811.92 |
S1 |
7,780.60 |
7,810.51 |
|