Trading Metrics calculated at close of trading on 19-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2019 |
19-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
27,075.39 |
27,186.05 |
110.66 |
0.4% |
26,866.23 |
High |
27,161.93 |
27,272.17 |
110.24 |
0.4% |
27,306.73 |
Low |
26,899.15 |
27,064.21 |
165.06 |
0.6% |
26,717.05 |
Close |
27,147.08 |
27,094.79 |
-52.29 |
-0.2% |
27,219.52 |
Range |
262.78 |
207.96 |
-54.82 |
-20.9% |
589.68 |
ATR |
277.92 |
272.93 |
-5.00 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,767.60 |
27,639.16 |
27,209.17 |
|
R3 |
27,559.64 |
27,431.20 |
27,151.98 |
|
R2 |
27,351.68 |
27,351.68 |
27,132.92 |
|
R1 |
27,223.24 |
27,223.24 |
27,113.85 |
27,183.48 |
PP |
27,143.72 |
27,143.72 |
27,143.72 |
27,123.85 |
S1 |
27,015.28 |
27,015.28 |
27,075.73 |
26,975.52 |
S2 |
26,935.76 |
26,935.76 |
27,056.66 |
|
S3 |
26,727.80 |
26,807.32 |
27,037.60 |
|
S4 |
26,519.84 |
26,599.36 |
26,980.41 |
|
|
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 |
27,277.55 |
26,899.15 |
378.40 |
1.4% |
163.66 |
0.6% |
52% |
False |
False |
|
10 |
27,306.73 |
26,708.39 |
598.34 |
2.2% |
175.51 |
0.6% |
65% |
False |
False |
|
20 |
27,306.73 |
25,507.18 |
1,799.55 |
6.6% |
241.61 |
0.9% |
88% |
False |
False |
|
40 |
27,306.73 |
25,339.60 |
1,967.13 |
7.3% |
296.95 |
1.1% |
89% |
False |
False |
|
60 |
27,398.68 |
25,339.60 |
2,059.08 |
7.6% |
248.67 |
0.9% |
85% |
False |
False |
|
80 |
27,398.68 |
24,680.57 |
2,718.11 |
10.0% |
239.80 |
0.9% |
89% |
False |
False |
|
100 |
27,398.68 |
24,680.57 |
2,718.11 |
10.0% |
250.55 |
0.9% |
89% |
False |
False |
|
120 |
27,398.68 |
24,680.57 |
2,718.11 |
10.0% |
231.72 |
0.9% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,156.00 |
2.618 |
27,816.61 |
1.618 |
27,608.65 |
1.000 |
27,480.13 |
0.618 |
27,400.69 |
HIGH |
27,272.17 |
0.618 |
27,192.73 |
0.500 |
27,168.19 |
0.382 |
27,143.65 |
LOW |
27,064.21 |
0.618 |
26,935.69 |
1.000 |
26,856.25 |
1.618 |
26,727.73 |
2.618 |
26,519.77 |
4.250 |
26,180.38 |
|
|
Fisher Pivots for day following 19-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
27,168.19 |
27,091.75 |
PP |
27,143.72 |
27,088.70 |
S1 |
27,119.26 |
27,085.66 |
|