Trading Metrics calculated at close of trading on 11-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2019 |
11-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
26,805.83 |
26,928.05 |
122.22 |
0.5% |
26,198.26 |
High |
26,909.43 |
27,137.04 |
227.61 |
0.8% |
26,860.87 |
Low |
26,717.05 |
26,885.48 |
168.43 |
0.6% |
25,978.22 |
Close |
26,909.43 |
27,137.04 |
227.61 |
0.8% |
26,797.46 |
Range |
192.38 |
251.56 |
59.18 |
30.8% |
882.65 |
ATR |
328.96 |
323.43 |
-5.53 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,807.87 |
27,724.01 |
27,275.40 |
|
R3 |
27,556.31 |
27,472.45 |
27,206.22 |
|
R2 |
27,304.75 |
27,304.75 |
27,183.16 |
|
R1 |
27,220.89 |
27,220.89 |
27,160.10 |
27,262.82 |
PP |
27,053.19 |
27,053.19 |
27,053.19 |
27,074.15 |
S1 |
26,969.33 |
26,969.33 |
27,113.98 |
27,011.26 |
S2 |
26,801.63 |
26,801.63 |
27,090.92 |
|
S3 |
26,550.07 |
26,717.77 |
27,067.86 |
|
S4 |
26,298.51 |
26,466.21 |
26,998.68 |
|
|
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 |
27,137.04 |
26,603.15 |
533.89 |
2.0% |
193.64 |
0.7% |
100% |
True |
False |
|
10 |
27,137.04 |
25,637.43 |
1,499.61 |
5.5% |
215.23 |
0.8% |
100% |
True |
False |
|
20 |
27,137.04 |
25,339.60 |
1,797.44 |
6.6% |
273.21 |
1.0% |
100% |
True |
False |
|
40 |
27,368.81 |
25,339.60 |
2,029.21 |
7.5% |
294.52 |
1.1% |
89% |
False |
False |
|
60 |
27,398.68 |
25,339.60 |
2,059.08 |
7.6% |
252.03 |
0.9% |
87% |
False |
False |
|
80 |
27,398.68 |
24,680.57 |
2,718.11 |
10.0% |
243.42 |
0.9% |
90% |
False |
False |
|
100 |
27,398.68 |
24,680.57 |
2,718.11 |
10.0% |
248.79 |
0.9% |
90% |
False |
False |
|
120 |
27,398.68 |
24,680.57 |
2,718.11 |
10.0% |
236.02 |
0.9% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,206.17 |
2.618 |
27,795.62 |
1.618 |
27,544.06 |
1.000 |
27,388.60 |
0.618 |
27,292.50 |
HIGH |
27,137.04 |
0.618 |
27,040.94 |
0.500 |
27,011.26 |
0.382 |
26,981.58 |
LOW |
26,885.48 |
0.618 |
26,730.02 |
1.000 |
26,633.92 |
1.618 |
26,478.46 |
2.618 |
26,226.90 |
4.250 |
25,816.35 |
|
|
Fisher Pivots for day following 11-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
27,095.11 |
27,067.04 |
PP |
27,053.19 |
26,997.04 |
S1 |
27,011.26 |
26,927.05 |
|