| 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 |
7,815.23 |
7,855.97 |
40.74 |
0.5% |
7,833.73 |
| High |
7,842.98 |
7,873.25 |
30.27 |
0.4% |
7,950.21 |
| Low |
7,790.29 |
7,684.80 |
-105.49 |
-1.4% |
7,791.58 |
| Close |
7,818.61 |
7,710.04 |
-108.57 |
-1.4% |
7,823.55 |
| Range |
52.69 |
188.45 |
135.76 |
257.7% |
158.63 |
| ATR |
97.26 |
103.77 |
6.51 |
6.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,321.38 |
8,204.16 |
7,813.69 |
|
| R3 |
8,132.93 |
8,015.71 |
7,761.86 |
|
| R2 |
7,944.48 |
7,944.48 |
7,744.59 |
|
| R1 |
7,827.26 |
7,827.26 |
7,727.31 |
7,791.65 |
| PP |
7,756.03 |
7,756.03 |
7,756.03 |
7,738.22 |
| S1 |
7,638.81 |
7,638.81 |
7,692.77 |
7,603.20 |
| S2 |
7,567.58 |
7,567.58 |
7,675.49 |
|
| S3 |
7,379.13 |
7,450.36 |
7,658.22 |
|
| S4 |
7,190.68 |
7,261.91 |
7,606.39 |
|
|
| 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 |
7,684.80 |
265.41 |
3.4% |
105.78 |
1.4% |
10% |
False |
True |
|
| 10 |
7,975.33 |
7,684.80 |
290.53 |
3.8% |
80.42 |
1.0% |
9% |
False |
True |
|
| 20 |
7,975.33 |
7,500.22 |
475.11 |
6.2% |
80.12 |
1.0% |
44% |
False |
False |
|
| 40 |
8,000.94 |
7,356.27 |
644.67 |
8.4% |
104.98 |
1.4% |
55% |
False |
False |
|
| 60 |
8,027.18 |
7,356.27 |
670.91 |
8.7% |
91.28 |
1.2% |
53% |
False |
False |
|
| 80 |
8,027.18 |
6,936.68 |
1,090.50 |
14.1% |
89.64 |
1.2% |
71% |
False |
False |
|
| 100 |
8,027.18 |
6,936.68 |
1,090.50 |
14.1% |
92.26 |
1.2% |
71% |
False |
False |
|
| 120 |
8,027.18 |
6,936.68 |
1,090.50 |
14.1% |
86.98 |
1.1% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,674.16 |
|
2.618 |
8,366.61 |
|
1.618 |
8,178.16 |
|
1.000 |
8,061.70 |
|
0.618 |
7,989.71 |
|
HIGH |
7,873.25 |
|
0.618 |
7,801.26 |
|
0.500 |
7,779.03 |
|
0.382 |
7,756.79 |
|
LOW |
7,684.80 |
|
0.618 |
7,568.34 |
|
1.000 |
7,496.35 |
|
1.618 |
7,379.89 |
|
2.618 |
7,191.44 |
|
4.250 |
6,883.89 |
|
|
| Fisher Pivots for day following 24-Sep-2019 |
| Pivot |
1 day |
3 day |
| R1 |
7,779.03 |
7,802.67 |
| PP |
7,756.03 |
7,771.79 |
| S1 |
7,733.04 |
7,740.92 |
|