Trading Metrics calculated at close of trading on 27-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2019 |
27-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
7,794.28 |
7,786.03 |
-8.25 |
-0.1% |
7,815.23 |
High |
7,798.12 |
7,790.80 |
-7.32 |
-0.1% |
7,873.25 |
Low |
7,718.69 |
7,626.82 |
-91.87 |
-1.2% |
7,626.82 |
Close |
7,771.99 |
7,681.58 |
-90.41 |
-1.2% |
7,681.58 |
Range |
79.43 |
163.98 |
84.55 |
106.4% |
246.43 |
ATR |
107.13 |
111.19 |
4.06 |
3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,191.67 |
8,100.61 |
7,771.77 |
|
R3 |
8,027.69 |
7,936.63 |
7,726.67 |
|
R2 |
7,863.71 |
7,863.71 |
7,711.64 |
|
R1 |
7,772.65 |
7,772.65 |
7,696.61 |
7,736.19 |
PP |
7,699.73 |
7,699.73 |
7,699.73 |
7,681.51 |
S1 |
7,608.67 |
7,608.67 |
7,666.55 |
7,572.21 |
S2 |
7,535.75 |
7,535.75 |
7,651.52 |
|
S3 |
7,371.77 |
7,444.69 |
7,636.49 |
|
S4 |
7,207.79 |
7,280.71 |
7,591.39 |
|
|
Weekly Pivots for week ending 27-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,466.51 |
8,320.47 |
7,817.12 |
|
R3 |
8,220.08 |
8,074.04 |
7,749.35 |
|
R2 |
7,973.65 |
7,973.65 |
7,726.76 |
|
R1 |
7,827.61 |
7,827.61 |
7,704.17 |
7,777.42 |
PP |
7,727.22 |
7,727.22 |
7,727.22 |
7,702.12 |
S1 |
7,581.18 |
7,581.18 |
7,658.99 |
7,530.99 |
S2 |
7,480.79 |
7,480.79 |
7,636.40 |
|
S3 |
7,234.36 |
7,334.75 |
7,613.81 |
|
S4 |
6,987.93 |
7,088.32 |
7,546.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,873.25 |
7,626.82 |
246.43 |
3.2% |
131.87 |
1.7% |
22% |
False |
True |
|
10 |
7,950.21 |
7,626.82 |
323.39 |
4.2% |
103.43 |
1.3% |
17% |
False |
True |
|
20 |
7,975.33 |
7,584.82 |
390.51 |
5.1% |
87.22 |
1.1% |
25% |
False |
False |
|
40 |
7,975.33 |
7,356.27 |
619.06 |
8.1% |
103.04 |
1.3% |
53% |
False |
False |
|
60 |
8,027.18 |
7,356.27 |
670.91 |
8.7% |
95.15 |
1.2% |
48% |
False |
False |
|
80 |
8,027.18 |
7,201.59 |
825.59 |
10.7% |
89.55 |
1.2% |
58% |
False |
False |
|
100 |
8,027.18 |
6,936.68 |
1,090.50 |
14.2% |
92.57 |
1.2% |
68% |
False |
False |
|
120 |
8,027.18 |
6,936.68 |
1,090.50 |
14.2% |
89.07 |
1.2% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,487.72 |
2.618 |
8,220.10 |
1.618 |
8,056.12 |
1.000 |
7,954.78 |
0.618 |
7,892.14 |
HIGH |
7,790.80 |
0.618 |
7,728.16 |
0.500 |
7,708.81 |
0.382 |
7,689.46 |
LOW |
7,626.82 |
0.618 |
7,525.48 |
1.000 |
7,462.84 |
1.618 |
7,361.50 |
2.618 |
7,197.52 |
4.250 |
6,929.91 |
|
|
Fisher Pivots for day following 27-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
7,708.81 |
7,724.63 |
PP |
7,699.73 |
7,710.28 |
S1 |
7,690.66 |
7,695.93 |
|