Trading Metrics calculated at close of trading on 16-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2019 |
16-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
27,216.67 |
27,146.06 |
-70.61 |
-0.3% |
26,866.23 |
High |
27,277.55 |
27,172.87 |
-104.68 |
-0.4% |
27,306.73 |
Low |
27,193.95 |
27,032.56 |
-161.39 |
-0.6% |
26,717.05 |
Close |
27,219.52 |
27,076.82 |
-142.70 |
-0.5% |
27,219.52 |
Range |
83.60 |
140.31 |
56.71 |
67.8% |
589.68 |
ATR |
299.05 |
291.04 |
-8.01 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,515.01 |
27,436.23 |
27,153.99 |
|
R3 |
27,374.70 |
27,295.92 |
27,115.41 |
|
R2 |
27,234.39 |
27,234.39 |
27,102.54 |
|
R1 |
27,155.61 |
27,155.61 |
27,089.68 |
27,124.85 |
PP |
27,094.08 |
27,094.08 |
27,094.08 |
27,078.70 |
S1 |
27,015.30 |
27,015.30 |
27,063.96 |
26,984.54 |
S2 |
26,953.77 |
26,953.77 |
27,051.10 |
|
S3 |
26,813.46 |
26,874.99 |
27,038.23 |
|
S4 |
26,673.15 |
26,734.68 |
26,999.65 |
|
|
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% |
173.91 |
0.6% |
61% |
False |
False |
|
10 |
27,306.73 |
25,978.22 |
1,328.51 |
4.9% |
173.18 |
0.6% |
83% |
False |
False |
|
20 |
27,306.73 |
25,507.18 |
1,799.55 |
6.6% |
238.74 |
0.9% |
87% |
False |
False |
|
40 |
27,368.81 |
25,339.60 |
2,029.21 |
7.5% |
292.17 |
1.1% |
86% |
False |
False |
|
60 |
27,398.68 |
25,339.60 |
2,059.08 |
7.6% |
247.24 |
0.9% |
84% |
False |
False |
|
80 |
27,398.68 |
24,680.57 |
2,718.11 |
10.0% |
243.33 |
0.9% |
88% |
False |
False |
|
100 |
27,398.68 |
24,680.57 |
2,718.11 |
10.0% |
249.20 |
0.9% |
88% |
False |
False |
|
120 |
27,398.68 |
24,680.57 |
2,718.11 |
10.0% |
232.41 |
0.9% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,769.19 |
2.618 |
27,540.20 |
1.618 |
27,399.89 |
1.000 |
27,313.18 |
0.618 |
27,259.58 |
HIGH |
27,172.87 |
0.618 |
27,119.27 |
0.500 |
27,102.72 |
0.382 |
27,086.16 |
LOW |
27,032.56 |
0.618 |
26,945.85 |
1.000 |
26,892.25 |
1.618 |
26,805.54 |
2.618 |
26,665.23 |
4.250 |
26,436.24 |
|
|
Fisher Pivots for day following 16-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
27,102.72 |
27,169.65 |
PP |
27,094.08 |
27,138.70 |
S1 |
27,085.45 |
27,107.76 |
|