| Trading Metrics calculated at close of trading on 23-Sep-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2019 |
23-Sep-2019 |
Change |
Change % |
Previous Week |
| Open |
7,901.46 |
7,815.23 |
-86.23 |
-1.1% |
7,833.73 |
| High |
7,920.53 |
7,842.98 |
-77.55 |
-1.0% |
7,950.21 |
| Low |
7,794.27 |
7,790.29 |
-3.98 |
-0.1% |
7,791.58 |
| Close |
7,823.55 |
7,818.61 |
-4.94 |
-0.1% |
7,823.55 |
| Range |
126.26 |
52.69 |
-73.57 |
-58.3% |
158.63 |
| ATR |
100.68 |
97.26 |
-3.43 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,975.36 |
7,949.68 |
7,847.59 |
|
| R3 |
7,922.67 |
7,896.99 |
7,833.10 |
|
| R2 |
7,869.98 |
7,869.98 |
7,828.27 |
|
| R1 |
7,844.30 |
7,844.30 |
7,823.44 |
7,857.14 |
| PP |
7,817.29 |
7,817.29 |
7,817.29 |
7,823.72 |
| S1 |
7,791.61 |
7,791.61 |
7,813.78 |
7,804.45 |
| S2 |
7,764.60 |
7,764.60 |
7,808.95 |
|
| S3 |
7,711.91 |
7,738.92 |
7,804.12 |
|
| S4 |
7,659.22 |
7,686.23 |
7,789.63 |
|
|
| Weekly Pivots for week ending 20-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,331.00 |
8,235.91 |
7,910.80 |
|
| R3 |
8,172.37 |
8,077.28 |
7,867.17 |
|
| R2 |
8,013.74 |
8,013.74 |
7,852.63 |
|
| R1 |
7,918.65 |
7,918.65 |
7,838.09 |
7,886.88 |
| PP |
7,855.11 |
7,855.11 |
7,855.11 |
7,839.23 |
| S1 |
7,760.02 |
7,760.02 |
7,809.01 |
7,728.25 |
| S2 |
7,696.48 |
7,696.48 |
7,794.47 |
|
| S3 |
7,537.85 |
7,601.39 |
7,779.93 |
|
| S4 |
7,379.22 |
7,442.76 |
7,736.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,950.21 |
7,790.29 |
159.92 |
2.0% |
78.13 |
1.0% |
18% |
False |
True |
|
| 10 |
7,975.33 |
7,743.61 |
231.72 |
3.0% |
68.97 |
0.9% |
32% |
False |
False |
|
| 20 |
7,975.33 |
7,500.22 |
475.11 |
6.1% |
74.28 |
1.0% |
67% |
False |
False |
|
| 40 |
8,010.05 |
7,356.27 |
653.78 |
8.4% |
102.02 |
1.3% |
71% |
False |
False |
|
| 60 |
8,027.18 |
7,356.27 |
670.91 |
8.6% |
88.85 |
1.1% |
69% |
False |
False |
|
| 80 |
8,027.18 |
6,936.68 |
1,090.50 |
13.9% |
88.00 |
1.1% |
81% |
False |
False |
|
| 100 |
8,027.18 |
6,936.68 |
1,090.50 |
13.9% |
91.57 |
1.2% |
81% |
False |
False |
|
| 120 |
8,027.18 |
6,936.68 |
1,090.50 |
13.9% |
85.99 |
1.1% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,066.91 |
|
2.618 |
7,980.92 |
|
1.618 |
7,928.23 |
|
1.000 |
7,895.67 |
|
0.618 |
7,875.54 |
|
HIGH |
7,842.98 |
|
0.618 |
7,822.85 |
|
0.500 |
7,816.64 |
|
0.382 |
7,810.42 |
|
LOW |
7,790.29 |
|
0.618 |
7,757.73 |
|
1.000 |
7,737.60 |
|
1.618 |
7,705.04 |
|
2.618 |
7,652.35 |
|
4.250 |
7,566.36 |
|
|
| Fisher Pivots for day following 23-Sep-2019 |
| Pivot |
1 day |
3 day |
| R1 |
7,817.95 |
7,870.25 |
| PP |
7,817.29 |
7,853.04 |
| S1 |
7,816.64 |
7,835.82 |
|