Trading Metrics calculated at close of trading on 13-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2019 |
13-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
7,931.96 |
7,903.73 |
-28.23 |
-0.4% |
7,876.40 |
High |
7,975.33 |
7,923.41 |
-51.92 |
-0.7% |
7,975.33 |
Low |
7,907.33 |
7,879.59 |
-27.74 |
-0.4% |
7,743.61 |
Close |
7,917.34 |
7,892.95 |
-24.39 |
-0.3% |
7,892.95 |
Range |
68.00 |
43.82 |
-24.18 |
-35.6% |
231.72 |
ATR |
114.10 |
109.08 |
-5.02 |
-4.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,030.11 |
8,005.35 |
7,917.05 |
|
R3 |
7,986.29 |
7,961.53 |
7,905.00 |
|
R2 |
7,942.47 |
7,942.47 |
7,900.98 |
|
R1 |
7,917.71 |
7,917.71 |
7,896.97 |
7,908.18 |
PP |
7,898.65 |
7,898.65 |
7,898.65 |
7,893.89 |
S1 |
7,873.89 |
7,873.89 |
7,888.93 |
7,864.36 |
S2 |
7,854.83 |
7,854.83 |
7,884.92 |
|
S3 |
7,811.01 |
7,830.07 |
7,880.90 |
|
S4 |
7,767.19 |
7,786.25 |
7,868.85 |
|
|
Weekly Pivots for week ending 13-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,565.79 |
8,461.09 |
8,020.40 |
|
R3 |
8,334.07 |
8,229.37 |
7,956.67 |
|
R2 |
8,102.35 |
8,102.35 |
7,935.43 |
|
R1 |
7,997.65 |
7,997.65 |
7,914.19 |
8,050.00 |
PP |
7,870.63 |
7,870.63 |
7,870.63 |
7,896.81 |
S1 |
7,765.93 |
7,765.93 |
7,871.71 |
7,818.28 |
S2 |
7,638.91 |
7,638.91 |
7,850.47 |
|
S3 |
7,407.19 |
7,534.21 |
7,829.23 |
|
S4 |
7,175.47 |
7,302.49 |
7,765.50 |
|
|
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% |
68.72 |
0.9% |
64% |
False |
False |
|
10 |
7,975.33 |
7,584.82 |
390.51 |
4.9% |
71.00 |
0.9% |
79% |
False |
False |
|
20 |
7,975.33 |
7,442.93 |
532.40 |
6.7% |
84.73 |
1.1% |
85% |
False |
False |
|
40 |
8,027.18 |
7,356.27 |
670.91 |
8.5% |
101.86 |
1.3% |
80% |
False |
False |
|
60 |
8,027.18 |
7,356.27 |
670.91 |
8.5% |
88.82 |
1.1% |
80% |
False |
False |
|
80 |
8,027.18 |
6,936.68 |
1,090.50 |
13.8% |
87.96 |
1.1% |
88% |
False |
False |
|
100 |
8,027.18 |
6,936.68 |
1,090.50 |
13.8% |
91.37 |
1.2% |
88% |
False |
False |
|
120 |
8,027.18 |
6,936.68 |
1,090.50 |
13.8% |
86.17 |
1.1% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,109.65 |
2.618 |
8,038.13 |
1.618 |
7,994.31 |
1.000 |
7,967.23 |
0.618 |
7,950.49 |
HIGH |
7,923.41 |
0.618 |
7,906.67 |
0.500 |
7,901.50 |
0.382 |
7,896.33 |
LOW |
7,879.59 |
0.618 |
7,852.51 |
1.000 |
7,835.77 |
1.618 |
7,808.69 |
2.618 |
7,764.87 |
4.250 |
7,693.36 |
|
|
Fisher Pivots for day following 13-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
7,901.50 |
7,893.70 |
PP |
7,898.65 |
7,893.45 |
S1 |
7,895.80 |
7,893.20 |
|