Trading Metrics calculated at close of trading on 17-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2019 |
17-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
7,833.73 |
7,849.88 |
16.15 |
0.2% |
7,876.40 |
High |
7,868.74 |
7,891.21 |
22.47 |
0.3% |
7,975.33 |
Low |
7,831.76 |
7,840.99 |
9.23 |
0.1% |
7,743.61 |
Close |
7,852.41 |
7,888.79 |
36.38 |
0.5% |
7,892.95 |
Range |
36.98 |
50.22 |
13.24 |
35.8% |
231.72 |
ATR |
105.66 |
101.70 |
-3.96 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,024.32 |
8,006.78 |
7,916.41 |
|
R3 |
7,974.10 |
7,956.56 |
7,902.60 |
|
R2 |
7,923.88 |
7,923.88 |
7,898.00 |
|
R1 |
7,906.34 |
7,906.34 |
7,893.39 |
7,915.11 |
PP |
7,873.66 |
7,873.66 |
7,873.66 |
7,878.05 |
S1 |
7,856.12 |
7,856.12 |
7,884.19 |
7,864.89 |
S2 |
7,823.44 |
7,823.44 |
7,879.58 |
|
S3 |
7,773.22 |
7,805.90 |
7,874.98 |
|
S4 |
7,723.00 |
7,755.68 |
7,861.17 |
|
|
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 |
7,812.07 |
163.26 |
2.1% |
55.06 |
0.7% |
47% |
False |
False |
|
10 |
7,975.33 |
7,663.64 |
311.69 |
4.0% |
60.77 |
0.8% |
72% |
False |
False |
|
20 |
7,975.33 |
7,442.93 |
532.40 |
6.7% |
82.77 |
1.0% |
84% |
False |
False |
|
40 |
8,027.18 |
7,356.27 |
670.91 |
8.5% |
99.69 |
1.3% |
79% |
False |
False |
|
60 |
8,027.18 |
7,356.27 |
670.91 |
8.5% |
87.72 |
1.1% |
79% |
False |
False |
|
80 |
8,027.18 |
6,936.68 |
1,090.50 |
13.8% |
87.50 |
1.1% |
87% |
False |
False |
|
100 |
8,027.18 |
6,936.68 |
1,090.50 |
13.8% |
91.07 |
1.2% |
87% |
False |
False |
|
120 |
8,027.18 |
6,936.68 |
1,090.50 |
13.8% |
85.00 |
1.1% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,104.65 |
2.618 |
8,022.69 |
1.618 |
7,972.47 |
1.000 |
7,941.43 |
0.618 |
7,922.25 |
HIGH |
7,891.21 |
0.618 |
7,872.03 |
0.500 |
7,866.10 |
0.382 |
7,860.17 |
LOW |
7,840.99 |
0.618 |
7,809.95 |
1.000 |
7,790.77 |
1.618 |
7,759.73 |
2.618 |
7,709.51 |
4.250 |
7,627.56 |
|
|
Fisher Pivots for day following 17-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
7,881.23 |
7,885.06 |
PP |
7,873.66 |
7,881.32 |
S1 |
7,866.10 |
7,877.59 |
|