Trading Metrics calculated at close of trading on 10-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2019 |
10-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
26,866.23 |
26,805.83 |
-60.40 |
-0.2% |
26,198.26 |
High |
26,900.83 |
26,909.43 |
8.60 |
0.0% |
26,860.87 |
Low |
26,762.18 |
26,717.05 |
-45.13 |
-0.2% |
25,978.22 |
Close |
26,835.51 |
26,909.43 |
73.92 |
0.3% |
26,797.46 |
Range |
138.65 |
192.38 |
53.73 |
38.8% |
882.65 |
ATR |
339.47 |
328.96 |
-10.51 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,422.44 |
27,358.32 |
27,015.24 |
|
R3 |
27,230.06 |
27,165.94 |
26,962.33 |
|
R2 |
27,037.68 |
27,037.68 |
26,944.70 |
|
R1 |
26,973.56 |
26,973.56 |
26,927.06 |
27,005.62 |
PP |
26,845.30 |
26,845.30 |
26,845.30 |
26,861.34 |
S1 |
26,781.18 |
26,781.18 |
26,891.80 |
26,813.24 |
S2 |
26,652.92 |
26,652.92 |
26,874.16 |
|
S3 |
26,460.54 |
26,588.80 |
26,856.53 |
|
S4 |
26,268.16 |
26,396.42 |
26,803.62 |
|
|
Weekly Pivots for week ending 06-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,193.47 |
28,878.11 |
27,282.92 |
|
R3 |
28,310.82 |
27,995.46 |
27,040.19 |
|
R2 |
27,428.17 |
27,428.17 |
26,959.28 |
|
R1 |
27,112.81 |
27,112.81 |
26,878.37 |
27,270.49 |
PP |
26,545.52 |
26,545.52 |
26,545.52 |
26,624.36 |
S1 |
26,230.16 |
26,230.16 |
26,716.55 |
26,387.84 |
S2 |
25,662.87 |
25,662.87 |
26,635.64 |
|
S3 |
24,780.22 |
25,347.51 |
26,554.73 |
|
S4 |
23,897.57 |
24,464.86 |
26,312.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
26,909.43 |
26,244.44 |
664.99 |
2.5% |
166.91 |
0.6% |
100% |
True |
False |
|
10 |
26,909.43 |
25,637.43 |
1,272.00 |
4.7% |
223.29 |
0.8% |
100% |
True |
False |
|
20 |
26,909.43 |
25,339.60 |
1,569.83 |
5.8% |
290.32 |
1.1% |
100% |
True |
False |
|
40 |
27,398.68 |
25,339.60 |
2,059.08 |
7.7% |
290.94 |
1.1% |
76% |
False |
False |
|
60 |
27,398.68 |
25,339.60 |
2,059.08 |
7.7% |
249.77 |
0.9% |
76% |
False |
False |
|
80 |
27,398.68 |
24,680.57 |
2,718.11 |
10.1% |
243.91 |
0.9% |
82% |
False |
False |
|
100 |
27,398.68 |
24,680.57 |
2,718.11 |
10.1% |
247.85 |
0.9% |
82% |
False |
False |
|
120 |
27,398.68 |
24,680.57 |
2,718.11 |
10.1% |
236.86 |
0.9% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,727.05 |
2.618 |
27,413.08 |
1.618 |
27,220.70 |
1.000 |
27,101.81 |
0.618 |
27,028.32 |
HIGH |
26,909.43 |
0.618 |
26,835.94 |
0.500 |
26,813.24 |
0.382 |
26,790.54 |
LOW |
26,717.05 |
0.618 |
26,598.16 |
1.000 |
26,524.67 |
1.618 |
26,405.78 |
2.618 |
26,213.40 |
4.250 |
25,899.44 |
|
|
Fisher Pivots for day following 10-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
26,877.37 |
26,875.92 |
PP |
26,845.30 |
26,842.42 |
S1 |
26,813.24 |
26,808.91 |
|