Trading Metrics calculated at close of trading on 20-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2019 |
20-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
7,904.39 |
7,901.46 |
-2.93 |
0.0% |
7,833.73 |
High |
7,950.21 |
7,920.53 |
-29.68 |
-0.4% |
7,950.21 |
Low |
7,888.31 |
7,794.27 |
-94.04 |
-1.2% |
7,791.58 |
Close |
7,901.79 |
7,823.55 |
-78.24 |
-1.0% |
7,823.55 |
Range |
61.90 |
126.26 |
64.36 |
104.0% |
158.63 |
ATR |
98.72 |
100.68 |
1.97 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,224.90 |
8,150.48 |
7,892.99 |
|
R3 |
8,098.64 |
8,024.22 |
7,858.27 |
|
R2 |
7,972.38 |
7,972.38 |
7,846.70 |
|
R1 |
7,897.96 |
7,897.96 |
7,835.12 |
7,872.04 |
PP |
7,846.12 |
7,846.12 |
7,846.12 |
7,833.16 |
S1 |
7,771.70 |
7,771.70 |
7,811.98 |
7,745.78 |
S2 |
7,719.86 |
7,719.86 |
7,800.40 |
|
S3 |
7,593.60 |
7,645.44 |
7,788.83 |
|
S4 |
7,467.34 |
7,519.18 |
7,754.11 |
|
|
Weekly Pivots for week ending 20-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,331.00 |
8,235.91 |
7,910.80 |
|
R3 |
8,172.37 |
8,077.28 |
7,867.17 |
|
R2 |
8,013.74 |
8,013.74 |
7,852.63 |
|
R1 |
7,918.65 |
7,918.65 |
7,838.09 |
7,886.88 |
PP |
7,855.11 |
7,855.11 |
7,855.11 |
7,839.23 |
S1 |
7,760.02 |
7,760.02 |
7,809.01 |
7,728.25 |
S2 |
7,696.48 |
7,696.48 |
7,794.47 |
|
S3 |
7,537.85 |
7,601.39 |
7,779.93 |
|
S4 |
7,379.22 |
7,442.76 |
7,736.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,950.21 |
7,791.58 |
158.63 |
2.0% |
74.99 |
1.0% |
20% |
False |
False |
|
10 |
7,975.33 |
7,743.61 |
231.72 |
3.0% |
71.86 |
0.9% |
34% |
False |
False |
|
20 |
7,975.33 |
7,442.93 |
532.40 |
6.8% |
85.62 |
1.1% |
71% |
False |
False |
|
40 |
8,027.18 |
7,356.27 |
670.91 |
8.6% |
101.72 |
1.3% |
70% |
False |
False |
|
60 |
8,027.18 |
7,356.27 |
670.91 |
8.6% |
88.57 |
1.1% |
70% |
False |
False |
|
80 |
8,027.18 |
6,936.68 |
1,090.50 |
13.9% |
88.07 |
1.1% |
81% |
False |
False |
|
100 |
8,027.18 |
6,936.68 |
1,090.50 |
13.9% |
92.06 |
1.2% |
81% |
False |
False |
|
120 |
8,027.18 |
6,936.68 |
1,090.50 |
13.9% |
85.93 |
1.1% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,457.14 |
2.618 |
8,251.08 |
1.618 |
8,124.82 |
1.000 |
8,046.79 |
0.618 |
7,998.56 |
HIGH |
7,920.53 |
0.618 |
7,872.30 |
0.500 |
7,857.40 |
0.382 |
7,842.50 |
LOW |
7,794.27 |
0.618 |
7,716.24 |
1.000 |
7,668.01 |
1.618 |
7,589.98 |
2.618 |
7,463.72 |
4.250 |
7,257.67 |
|
|
Fisher Pivots for day following 20-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
7,857.40 |
7,870.90 |
PP |
7,846.12 |
7,855.11 |
S1 |
7,834.83 |
7,839.33 |
|