Trading Metrics calculated at close of trading on 13-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2019 |
13-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
27,197.32 |
27,216.67 |
19.35 |
0.1% |
26,866.23 |
High |
27,306.73 |
27,277.55 |
-29.18 |
-0.1% |
27,306.73 |
Low |
27,105.01 |
27,193.95 |
88.94 |
0.3% |
26,717.05 |
Close |
27,182.45 |
27,219.52 |
37.07 |
0.1% |
27,219.52 |
Range |
201.72 |
83.60 |
-118.12 |
-58.6% |
589.68 |
ATR |
314.74 |
299.05 |
-15.69 |
-5.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,481.14 |
27,433.93 |
27,265.50 |
|
R3 |
27,397.54 |
27,350.33 |
27,242.51 |
|
R2 |
27,313.94 |
27,313.94 |
27,234.85 |
|
R1 |
27,266.73 |
27,266.73 |
27,227.18 |
27,290.34 |
PP |
27,230.34 |
27,230.34 |
27,230.34 |
27,242.14 |
S1 |
27,183.13 |
27,183.13 |
27,211.86 |
27,206.74 |
S2 |
27,146.74 |
27,146.74 |
27,204.19 |
|
S3 |
27,063.14 |
27,099.53 |
27,196.53 |
|
S4 |
26,979.54 |
27,015.93 |
27,173.54 |
|
|
Weekly Pivots for week ending 13-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,850.14 |
28,624.51 |
27,543.84 |
|
R3 |
28,260.46 |
28,034.83 |
27,381.68 |
|
R2 |
27,670.78 |
27,670.78 |
27,327.63 |
|
R1 |
27,445.15 |
27,445.15 |
27,273.57 |
27,557.97 |
PP |
27,081.10 |
27,081.10 |
27,081.10 |
27,137.51 |
S1 |
26,855.47 |
26,855.47 |
27,165.47 |
26,968.29 |
S2 |
26,491.42 |
26,491.42 |
27,111.41 |
|
S3 |
25,901.74 |
26,265.79 |
27,057.36 |
|
S4 |
25,312.06 |
25,676.11 |
26,895.20 |
|
|
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 |
26,717.05 |
589.68 |
2.2% |
173.58 |
0.6% |
85% |
False |
False |
|
10 |
27,306.73 |
25,978.22 |
1,328.51 |
4.9% |
181.05 |
0.7% |
93% |
False |
False |
|
20 |
27,306.73 |
25,507.18 |
1,799.55 |
6.6% |
244.30 |
0.9% |
95% |
False |
False |
|
40 |
27,368.81 |
25,339.60 |
2,029.21 |
7.5% |
293.59 |
1.1% |
93% |
False |
False |
|
60 |
27,398.68 |
25,339.60 |
2,059.08 |
7.6% |
249.22 |
0.9% |
91% |
False |
False |
|
80 |
27,398.68 |
24,680.57 |
2,718.11 |
10.0% |
243.11 |
0.9% |
93% |
False |
False |
|
100 |
27,398.68 |
24,680.57 |
2,718.11 |
10.0% |
248.77 |
0.9% |
93% |
False |
False |
|
120 |
27,398.68 |
24,680.57 |
2,718.11 |
10.0% |
233.34 |
0.9% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,632.85 |
2.618 |
27,496.41 |
1.618 |
27,412.81 |
1.000 |
27,361.15 |
0.618 |
27,329.21 |
HIGH |
27,277.55 |
0.618 |
27,245.61 |
0.500 |
27,235.75 |
0.382 |
27,225.89 |
LOW |
27,193.95 |
0.618 |
27,142.29 |
1.000 |
27,110.35 |
1.618 |
27,058.69 |
2.618 |
26,975.09 |
4.250 |
26,838.65 |
|
|
Fisher Pivots for day following 13-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
27,235.75 |
27,178.38 |
PP |
27,230.34 |
27,137.24 |
S1 |
27,224.93 |
27,096.11 |
|