| 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 |
7,855.97 |
7,706.50 |
-149.47 |
-1.9% |
7,833.73 |
| High |
7,873.25 |
7,822.43 |
-50.82 |
-0.6% |
7,950.21 |
| Low |
7,684.80 |
7,647.63 |
-37.17 |
-0.5% |
7,791.58 |
| Close |
7,710.04 |
7,803.54 |
93.50 |
1.2% |
7,823.55 |
| Range |
188.45 |
174.80 |
-13.65 |
-7.2% |
158.63 |
| ATR |
103.77 |
108.84 |
5.07 |
4.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,282.27 |
8,217.70 |
7,899.68 |
|
| R3 |
8,107.47 |
8,042.90 |
7,851.61 |
|
| R2 |
7,932.67 |
7,932.67 |
7,835.59 |
|
| R1 |
7,868.10 |
7,868.10 |
7,819.56 |
7,900.39 |
| PP |
7,757.87 |
7,757.87 |
7,757.87 |
7,774.01 |
| S1 |
7,693.30 |
7,693.30 |
7,787.52 |
7,725.59 |
| S2 |
7,583.07 |
7,583.07 |
7,771.49 |
|
| S3 |
7,408.27 |
7,518.50 |
7,755.47 |
|
| S4 |
7,233.47 |
7,343.70 |
7,707.40 |
|
|
| 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 |
7,647.63 |
302.58 |
3.9% |
120.82 |
1.5% |
52% |
False |
True |
|
| 10 |
7,975.33 |
7,647.63 |
327.70 |
4.2% |
90.27 |
1.2% |
48% |
False |
True |
|
| 20 |
7,975.33 |
7,500.22 |
475.11 |
6.1% |
83.42 |
1.1% |
64% |
False |
False |
|
| 40 |
8,000.94 |
7,356.27 |
644.67 |
8.3% |
107.86 |
1.4% |
69% |
False |
False |
|
| 60 |
8,027.18 |
7,356.27 |
670.91 |
8.6% |
92.78 |
1.2% |
67% |
False |
False |
|
| 80 |
8,027.18 |
7,023.09 |
1,004.09 |
12.9% |
89.45 |
1.1% |
78% |
False |
False |
|
| 100 |
8,027.18 |
6,936.68 |
1,090.50 |
14.0% |
93.26 |
1.2% |
79% |
False |
False |
|
| 120 |
8,027.18 |
6,936.68 |
1,090.50 |
14.0% |
87.81 |
1.1% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,565.33 |
|
2.618 |
8,280.06 |
|
1.618 |
8,105.26 |
|
1.000 |
7,997.23 |
|
0.618 |
7,930.46 |
|
HIGH |
7,822.43 |
|
0.618 |
7,755.66 |
|
0.500 |
7,735.03 |
|
0.382 |
7,714.40 |
|
LOW |
7,647.63 |
|
0.618 |
7,539.60 |
|
1.000 |
7,472.83 |
|
1.618 |
7,364.80 |
|
2.618 |
7,190.00 |
|
4.250 |
6,904.73 |
|
|
| Fisher Pivots for day following 25-Sep-2019 |
| Pivot |
1 day |
3 day |
| R1 |
7,780.70 |
7,789.17 |
| PP |
7,757.87 |
7,774.81 |
| S1 |
7,735.03 |
7,760.44 |
|