Trading Metrics calculated at close of trading on 11-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2019 |
11-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
7,793.28 |
7,820.71 |
27.43 |
0.4% |
7,634.03 |
High |
7,817.58 |
7,888.34 |
70.76 |
0.9% |
7,879.97 |
Low |
7,743.61 |
7,812.07 |
68.46 |
0.9% |
7,584.82 |
Close |
7,814.74 |
7,887.58 |
72.84 |
0.9% |
7,852.54 |
Range |
73.97 |
76.27 |
2.30 |
3.1% |
295.15 |
ATR |
119.19 |
116.13 |
-3.07 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,091.47 |
8,065.80 |
7,929.53 |
|
R3 |
8,015.20 |
7,989.53 |
7,908.55 |
|
R2 |
7,938.93 |
7,938.93 |
7,901.56 |
|
R1 |
7,913.26 |
7,913.26 |
7,894.57 |
7,926.10 |
PP |
7,862.66 |
7,862.66 |
7,862.66 |
7,869.08 |
S1 |
7,836.99 |
7,836.99 |
7,880.59 |
7,849.83 |
S2 |
7,786.39 |
7,786.39 |
7,873.60 |
|
S3 |
7,710.12 |
7,760.72 |
7,866.61 |
|
S4 |
7,633.85 |
7,684.45 |
7,845.63 |
|
|
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 |
7,888.34 |
7,743.61 |
144.73 |
1.8% |
69.48 |
0.9% |
99% |
True |
False |
|
10 |
7,888.34 |
7,500.22 |
388.12 |
4.9% |
76.58 |
1.0% |
100% |
True |
False |
|
20 |
7,888.34 |
7,429.36 |
458.98 |
5.8% |
90.69 |
1.1% |
100% |
True |
False |
|
40 |
8,027.18 |
7,356.27 |
670.91 |
8.5% |
102.51 |
1.3% |
79% |
False |
False |
|
60 |
8,027.18 |
7,356.27 |
670.91 |
8.5% |
89.77 |
1.1% |
79% |
False |
False |
|
80 |
8,027.18 |
6,936.68 |
1,090.50 |
13.8% |
88.16 |
1.1% |
87% |
False |
False |
|
100 |
8,027.18 |
6,936.68 |
1,090.50 |
13.8% |
91.87 |
1.2% |
87% |
False |
False |
|
120 |
8,027.18 |
6,936.68 |
1,090.50 |
13.8% |
87.20 |
1.1% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,212.49 |
2.618 |
8,088.01 |
1.618 |
8,011.74 |
1.000 |
7,964.61 |
0.618 |
7,935.47 |
HIGH |
7,888.34 |
0.618 |
7,859.20 |
0.500 |
7,850.21 |
0.382 |
7,841.21 |
LOW |
7,812.07 |
0.618 |
7,764.94 |
1.000 |
7,735.80 |
1.618 |
7,688.67 |
2.618 |
7,612.40 |
4.250 |
7,487.92 |
|
|
Fisher Pivots for day following 11-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
7,875.12 |
7,863.71 |
PP |
7,862.66 |
7,839.84 |
S1 |
7,850.21 |
7,815.98 |
|