Trading Metrics calculated at close of trading on 24-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2019 |
24-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
26,851.45 |
27,034.07 |
182.62 |
0.7% |
27,146.06 |
High |
27,011.07 |
27,079.68 |
68.61 |
0.3% |
27,272.17 |
Low |
26,831.34 |
26,704.96 |
-126.38 |
-0.5% |
26,899.15 |
Close |
26,949.99 |
26,807.77 |
-142.22 |
-0.5% |
26,935.07 |
Range |
179.73 |
374.72 |
194.99 |
108.5% |
373.02 |
ATR |
265.95 |
273.72 |
7.77 |
2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,988.30 |
27,772.75 |
27,013.87 |
|
R3 |
27,613.58 |
27,398.03 |
26,910.82 |
|
R2 |
27,238.86 |
27,238.86 |
26,876.47 |
|
R1 |
27,023.31 |
27,023.31 |
26,842.12 |
26,943.73 |
PP |
26,864.14 |
26,864.14 |
26,864.14 |
26,824.34 |
S1 |
26,648.59 |
26,648.59 |
26,773.42 |
26,569.01 |
S2 |
26,489.42 |
26,489.42 |
26,739.07 |
|
S3 |
26,114.70 |
26,273.87 |
26,704.72 |
|
S4 |
25,739.98 |
25,899.15 |
26,601.67 |
|
|
Weekly Pivots for week ending 20-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,154.52 |
27,917.82 |
27,140.23 |
|
R3 |
27,781.50 |
27,544.80 |
27,037.65 |
|
R2 |
27,408.48 |
27,408.48 |
27,003.46 |
|
R1 |
27,171.78 |
27,171.78 |
26,969.26 |
27,103.62 |
PP |
27,035.46 |
27,035.46 |
27,035.46 |
27,001.39 |
S1 |
26,798.76 |
26,798.76 |
26,900.88 |
26,730.60 |
S2 |
26,662.44 |
26,662.44 |
26,866.68 |
|
S3 |
26,289.42 |
26,425.74 |
26,832.49 |
|
S4 |
25,916.40 |
26,052.72 |
26,729.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,272.17 |
26,704.96 |
567.21 |
2.1% |
258.65 |
1.0% |
18% |
False |
True |
|
10 |
27,306.73 |
26,704.96 |
601.77 |
2.2% |
209.41 |
0.8% |
17% |
False |
True |
|
20 |
27,306.73 |
25,637.43 |
1,669.30 |
6.2% |
216.35 |
0.8% |
70% |
False |
False |
|
40 |
27,306.73 |
25,339.60 |
1,967.13 |
7.3% |
306.91 |
1.1% |
75% |
False |
False |
|
60 |
27,398.68 |
25,339.60 |
2,059.08 |
7.7% |
256.02 |
1.0% |
71% |
False |
False |
|
80 |
27,398.68 |
24,680.57 |
2,718.11 |
10.1% |
241.60 |
0.9% |
78% |
False |
False |
|
100 |
27,398.68 |
24,680.57 |
2,718.11 |
10.1% |
251.46 |
0.9% |
78% |
False |
False |
|
120 |
27,398.68 |
24,680.57 |
2,718.11 |
10.1% |
234.81 |
0.9% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,672.24 |
2.618 |
28,060.70 |
1.618 |
27,685.98 |
1.000 |
27,454.40 |
0.618 |
27,311.26 |
HIGH |
27,079.68 |
0.618 |
26,936.54 |
0.500 |
26,892.32 |
0.382 |
26,848.10 |
LOW |
26,704.96 |
0.618 |
26,473.38 |
1.000 |
26,330.24 |
1.618 |
26,098.66 |
2.618 |
25,723.94 |
4.250 |
25,112.40 |
|
|
Fisher Pivots for day following 24-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
26,892.32 |
26,949.86 |
PP |
26,864.14 |
26,902.49 |
S1 |
26,835.95 |
26,855.13 |
|