Trading Metrics calculated at close of trading on 12-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2019 |
12-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
7,820.71 |
7,931.96 |
111.25 |
1.4% |
7,634.03 |
High |
7,888.34 |
7,975.33 |
86.99 |
1.1% |
7,879.97 |
Low |
7,812.07 |
7,907.33 |
95.26 |
1.2% |
7,584.82 |
Close |
7,887.58 |
7,917.34 |
29.76 |
0.4% |
7,852.54 |
Range |
76.27 |
68.00 |
-8.27 |
-10.8% |
295.15 |
ATR |
116.13 |
114.10 |
-2.03 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,137.33 |
8,095.34 |
7,954.74 |
|
R3 |
8,069.33 |
8,027.34 |
7,936.04 |
|
R2 |
8,001.33 |
8,001.33 |
7,929.81 |
|
R1 |
7,959.34 |
7,959.34 |
7,923.57 |
7,946.34 |
PP |
7,933.33 |
7,933.33 |
7,933.33 |
7,926.83 |
S1 |
7,891.34 |
7,891.34 |
7,911.11 |
7,878.34 |
S2 |
7,865.33 |
7,865.33 |
7,904.87 |
|
S3 |
7,797.33 |
7,823.34 |
7,898.64 |
|
S4 |
7,729.33 |
7,755.34 |
7,879.94 |
|
|
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 |
7,975.33 |
7,743.61 |
231.72 |
2.9% |
67.78 |
0.9% |
75% |
True |
False |
|
10 |
7,975.33 |
7,584.82 |
390.51 |
4.9% |
73.58 |
0.9% |
85% |
True |
False |
|
20 |
7,975.33 |
7,429.36 |
545.97 |
6.9% |
87.25 |
1.1% |
89% |
True |
False |
|
40 |
8,027.18 |
7,356.27 |
670.91 |
8.5% |
102.88 |
1.3% |
84% |
False |
False |
|
60 |
8,027.18 |
7,356.27 |
670.91 |
8.5% |
89.35 |
1.1% |
84% |
False |
False |
|
80 |
8,027.18 |
6,936.68 |
1,090.50 |
13.8% |
88.10 |
1.1% |
90% |
False |
False |
|
100 |
8,027.18 |
6,936.68 |
1,090.50 |
13.8% |
91.94 |
1.2% |
90% |
False |
False |
|
120 |
8,027.18 |
6,936.68 |
1,090.50 |
13.8% |
86.45 |
1.1% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,264.33 |
2.618 |
8,153.35 |
1.618 |
8,085.35 |
1.000 |
8,043.33 |
0.618 |
8,017.35 |
HIGH |
7,975.33 |
0.618 |
7,949.35 |
0.500 |
7,941.33 |
0.382 |
7,933.31 |
LOW |
7,907.33 |
0.618 |
7,865.31 |
1.000 |
7,839.33 |
1.618 |
7,797.31 |
2.618 |
7,729.31 |
4.250 |
7,618.33 |
|
|
Fisher Pivots for day following 12-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
7,941.33 |
7,898.05 |
PP |
7,933.33 |
7,878.76 |
S1 |
7,925.34 |
7,859.47 |
|