Trading Metrics calculated at close of trading on 26-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2019 |
26-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
7,706.50 |
7,794.28 |
87.78 |
1.1% |
7,833.73 |
High |
7,822.43 |
7,798.12 |
-24.31 |
-0.3% |
7,950.21 |
Low |
7,647.63 |
7,718.69 |
71.06 |
0.9% |
7,791.58 |
Close |
7,803.54 |
7,771.99 |
-31.55 |
-0.4% |
7,823.55 |
Range |
174.80 |
79.43 |
-95.37 |
-54.6% |
158.63 |
ATR |
108.84 |
107.13 |
-1.71 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,001.22 |
7,966.04 |
7,815.68 |
|
R3 |
7,921.79 |
7,886.61 |
7,793.83 |
|
R2 |
7,842.36 |
7,842.36 |
7,786.55 |
|
R1 |
7,807.18 |
7,807.18 |
7,779.27 |
7,785.06 |
PP |
7,762.93 |
7,762.93 |
7,762.93 |
7,751.87 |
S1 |
7,727.75 |
7,727.75 |
7,764.71 |
7,705.63 |
S2 |
7,683.50 |
7,683.50 |
7,757.43 |
|
S3 |
7,604.07 |
7,648.32 |
7,750.15 |
|
S4 |
7,524.64 |
7,568.89 |
7,728.30 |
|
|
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 |
7,920.53 |
7,647.63 |
272.90 |
3.5% |
124.33 |
1.6% |
46% |
False |
False |
|
10 |
7,950.21 |
7,647.63 |
302.58 |
3.9% |
91.41 |
1.2% |
41% |
False |
False |
|
20 |
7,975.33 |
7,584.82 |
390.51 |
5.0% |
82.50 |
1.1% |
48% |
False |
False |
|
40 |
8,000.94 |
7,356.27 |
644.67 |
8.3% |
104.74 |
1.3% |
64% |
False |
False |
|
60 |
8,027.18 |
7,356.27 |
670.91 |
8.6% |
93.19 |
1.2% |
62% |
False |
False |
|
80 |
8,027.18 |
7,146.43 |
880.75 |
11.3% |
88.61 |
1.1% |
71% |
False |
False |
|
100 |
8,027.18 |
6,936.68 |
1,090.50 |
14.0% |
92.64 |
1.2% |
77% |
False |
False |
|
120 |
8,027.18 |
6,936.68 |
1,090.50 |
14.0% |
88.25 |
1.1% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,135.70 |
2.618 |
8,006.07 |
1.618 |
7,926.64 |
1.000 |
7,877.55 |
0.618 |
7,847.21 |
HIGH |
7,798.12 |
0.618 |
7,767.78 |
0.500 |
7,758.41 |
0.382 |
7,749.03 |
LOW |
7,718.69 |
0.618 |
7,669.60 |
1.000 |
7,639.26 |
1.618 |
7,590.17 |
2.618 |
7,510.74 |
4.250 |
7,381.11 |
|
|
Fisher Pivots for day following 26-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
7,767.46 |
7,768.14 |
PP |
7,762.93 |
7,764.29 |
S1 |
7,758.41 |
7,760.44 |
|