Trading Metrics calculated at close of trading on 12-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2019 |
12-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
26,928.05 |
27,197.32 |
269.27 |
1.0% |
26,198.26 |
High |
27,137.04 |
27,306.73 |
169.69 |
0.6% |
26,860.87 |
Low |
26,885.48 |
27,105.01 |
219.53 |
0.8% |
25,978.22 |
Close |
27,137.04 |
27,182.45 |
45.41 |
0.2% |
26,797.46 |
Range |
251.56 |
201.72 |
-49.84 |
-19.8% |
882.65 |
ATR |
323.43 |
314.74 |
-8.69 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,803.22 |
27,694.56 |
27,293.40 |
|
R3 |
27,601.50 |
27,492.84 |
27,237.92 |
|
R2 |
27,399.78 |
27,399.78 |
27,219.43 |
|
R1 |
27,291.12 |
27,291.12 |
27,200.94 |
27,244.59 |
PP |
27,198.06 |
27,198.06 |
27,198.06 |
27,174.80 |
S1 |
27,089.40 |
27,089.40 |
27,163.96 |
27,042.87 |
S2 |
26,996.34 |
26,996.34 |
27,145.47 |
|
S3 |
26,794.62 |
26,887.68 |
27,126.98 |
|
S4 |
26,592.90 |
26,685.96 |
27,071.50 |
|
|
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 |
27,306.73 |
26,708.39 |
598.34 |
2.2% |
187.36 |
0.7% |
79% |
True |
False |
|
10 |
27,306.73 |
25,978.22 |
1,328.51 |
4.9% |
194.99 |
0.7% |
91% |
True |
False |
|
20 |
27,306.73 |
25,339.60 |
1,967.13 |
7.2% |
255.12 |
0.9% |
94% |
True |
False |
|
40 |
27,368.81 |
25,339.60 |
2,029.21 |
7.5% |
296.45 |
1.1% |
91% |
False |
False |
|
60 |
27,398.68 |
25,339.60 |
2,059.08 |
7.6% |
250.40 |
0.9% |
89% |
False |
False |
|
80 |
27,398.68 |
24,680.57 |
2,718.11 |
10.0% |
243.55 |
0.9% |
92% |
False |
False |
|
100 |
27,398.68 |
24,680.57 |
2,718.11 |
10.0% |
249.86 |
0.9% |
92% |
False |
False |
|
120 |
27,398.68 |
24,680.57 |
2,718.11 |
10.0% |
234.57 |
0.9% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,164.04 |
2.618 |
27,834.83 |
1.618 |
27,633.11 |
1.000 |
27,508.45 |
0.618 |
27,431.39 |
HIGH |
27,306.73 |
0.618 |
27,229.67 |
0.500 |
27,205.87 |
0.382 |
27,182.07 |
LOW |
27,105.01 |
0.618 |
26,980.35 |
1.000 |
26,903.29 |
1.618 |
26,778.63 |
2.618 |
26,576.91 |
4.250 |
26,247.70 |
|
|
Fisher Pivots for day following 12-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
27,205.87 |
27,125.60 |
PP |
27,198.06 |
27,068.74 |
S1 |
27,190.26 |
27,011.89 |
|