Trading Metrics calculated at close of trading on 25-Sep-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2019 |
25-Sep-2019 |
Change |
Change % |
Previous Week |
Open |
1,522.02 |
1,531.41 |
9.39 |
0.6% |
1,489.44 |
High |
1,534.62 |
1,534.38 |
-0.24 |
0.0% |
1,516.56 |
Low |
1,516.74 |
1,502.08 |
-14.66 |
-1.0% |
1,487.30 |
Close |
1,531.36 |
1,503.37 |
-27.99 |
-1.8% |
1,516.44 |
Range |
17.88 |
32.30 |
14.42 |
80.6% |
29.26 |
ATR |
19.85 |
20.74 |
0.89 |
4.5% |
0.00 |
Volume |
6,648 |
7,170 |
522 |
7.9% |
35,502 |
|
Daily Pivots for day following 25-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,610.18 |
1,589.07 |
1,521.14 |
|
R3 |
1,577.88 |
1,556.77 |
1,512.25 |
|
R2 |
1,545.58 |
1,545.58 |
1,509.29 |
|
R1 |
1,524.47 |
1,524.47 |
1,506.33 |
1,518.88 |
PP |
1,513.28 |
1,513.28 |
1,513.28 |
1,510.48 |
S1 |
1,492.17 |
1,492.17 |
1,500.41 |
1,486.58 |
S2 |
1,480.98 |
1,480.98 |
1,497.45 |
|
S3 |
1,448.68 |
1,459.87 |
1,494.49 |
|
S4 |
1,416.38 |
1,427.57 |
1,485.61 |
|
|
Weekly Pivots for week ending 20-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,594.55 |
1,584.75 |
1,532.53 |
|
R3 |
1,565.29 |
1,555.49 |
1,524.49 |
|
R2 |
1,536.03 |
1,536.03 |
1,521.80 |
|
R1 |
1,526.23 |
1,526.23 |
1,519.12 |
1,531.13 |
PP |
1,506.77 |
1,506.77 |
1,506.77 |
1,509.22 |
S1 |
1,496.97 |
1,496.97 |
1,513.76 |
1,501.87 |
S2 |
1,477.51 |
1,477.51 |
1,511.08 |
|
S3 |
1,448.25 |
1,467.71 |
1,508.39 |
|
S4 |
1,418.99 |
1,438.45 |
1,500.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,534.62 |
1,489.27 |
45.35 |
3.0% |
19.33 |
1.3% |
31% |
False |
False |
7,069 |
10 |
1,534.62 |
1,486.03 |
48.59 |
3.2% |
20.87 |
1.4% |
36% |
False |
False |
6,979 |
20 |
1,556.11 |
1,484.99 |
71.12 |
4.7% |
20.88 |
1.4% |
26% |
False |
False |
6,915 |
40 |
1,556.11 |
1,401.30 |
154.81 |
10.3% |
21.90 |
1.5% |
66% |
False |
False |
6,834 |
60 |
1,556.11 |
1,386.42 |
169.69 |
11.3% |
20.49 |
1.4% |
69% |
False |
False |
6,886 |
80 |
1,556.11 |
1,320.05 |
236.06 |
15.7% |
20.74 |
1.4% |
78% |
False |
False |
7,438 |
100 |
1,556.11 |
1,269.50 |
286.61 |
19.1% |
19.24 |
1.3% |
82% |
False |
False |
7,710 |
120 |
1,556.11 |
1,266.61 |
289.50 |
19.3% |
17.63 |
1.2% |
82% |
False |
False |
7,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,671.66 |
2.618 |
1,618.94 |
1.618 |
1,586.64 |
1.000 |
1,566.68 |
0.618 |
1,554.34 |
HIGH |
1,534.38 |
0.618 |
1,522.04 |
0.500 |
1,518.23 |
0.382 |
1,514.42 |
LOW |
1,502.08 |
0.618 |
1,482.12 |
1.000 |
1,469.78 |
1.618 |
1,449.82 |
2.618 |
1,417.52 |
4.250 |
1,364.81 |
|
|
Fisher Pivots for day following 25-Sep-2019 |
Pivot |
1 day |
3 day |
R1 |
1,518.23 |
1,518.35 |
PP |
1,513.28 |
1,513.36 |
S1 |
1,508.32 |
1,508.36 |
|