| Trading Metrics calculated at close of trading on 11-Sep-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2019 |
11-Sep-2019 |
Change |
Change % |
Previous Week |
| Open |
297.36 |
298.47 |
1.11 |
0.4% |
290.57 |
| High |
298.20 |
300.34 |
2.14 |
0.7% |
298.83 |
| Low |
295.97 |
297.75 |
1.78 |
0.6% |
289.27 |
| Close |
298.13 |
300.25 |
2.12 |
0.7% |
298.05 |
| Range |
2.23 |
2.59 |
0.36 |
16.1% |
9.56 |
| ATR |
3.68 |
3.60 |
-0.08 |
-2.1% |
0.00 |
| Volume |
57,947,100 |
68,821,000 |
10,873,900 |
18.8% |
249,176,604 |
|
| Daily Pivots for day following 11-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
307.22 |
306.32 |
301.67 |
|
| R3 |
304.63 |
303.73 |
300.96 |
|
| R2 |
302.04 |
302.04 |
300.72 |
|
| R1 |
301.14 |
301.14 |
300.49 |
301.59 |
| PP |
299.45 |
299.45 |
299.45 |
299.67 |
| S1 |
298.55 |
298.55 |
300.01 |
299.00 |
| S2 |
296.86 |
296.86 |
299.78 |
|
| S3 |
294.27 |
295.96 |
299.54 |
|
| S4 |
291.68 |
293.37 |
298.83 |
|
|
| Weekly Pivots for week ending 06-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
324.06 |
320.62 |
303.31 |
|
| R3 |
314.50 |
311.06 |
300.68 |
|
| R2 |
304.94 |
304.94 |
299.80 |
|
| R1 |
301.50 |
301.50 |
298.93 |
303.22 |
| PP |
295.38 |
295.38 |
295.38 |
296.25 |
| S1 |
291.94 |
291.94 |
297.17 |
293.66 |
| S2 |
285.82 |
285.82 |
296.30 |
|
| S3 |
276.26 |
282.38 |
295.42 |
|
| S4 |
266.70 |
272.82 |
292.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
300.34 |
294.00 |
6.34 |
2.1% |
2.61 |
0.9% |
99% |
True |
False |
62,193,840 |
| 10 |
300.34 |
285.25 |
15.09 |
5.0% |
2.63 |
0.9% |
99% |
True |
False |
60,801,780 |
| 20 |
300.34 |
282.39 |
17.95 |
6.0% |
3.36 |
1.1% |
99% |
True |
False |
71,417,589 |
| 40 |
302.23 |
281.72 |
20.51 |
6.8% |
3.49 |
1.2% |
90% |
False |
False |
76,508,544 |
| 60 |
302.23 |
281.72 |
20.51 |
6.8% |
2.97 |
1.0% |
90% |
False |
False |
70,828,015 |
| 80 |
302.23 |
273.09 |
29.14 |
9.7% |
2.82 |
0.9% |
93% |
False |
False |
69,721,380 |
| 100 |
302.23 |
273.09 |
29.14 |
9.7% |
2.89 |
1.0% |
93% |
False |
False |
71,755,013 |
| 120 |
302.23 |
273.09 |
29.14 |
9.7% |
2.73 |
0.9% |
93% |
False |
False |
70,682,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
311.35 |
|
2.618 |
307.12 |
|
1.618 |
304.53 |
|
1.000 |
302.93 |
|
0.618 |
301.94 |
|
HIGH |
300.34 |
|
0.618 |
299.35 |
|
0.500 |
299.05 |
|
0.382 |
298.74 |
|
LOW |
297.75 |
|
0.618 |
296.15 |
|
1.000 |
295.16 |
|
1.618 |
293.56 |
|
2.618 |
290.97 |
|
4.250 |
286.74 |
|
|
| Fisher Pivots for day following 11-Sep-2019 |
| Pivot |
1 day |
3 day |
| R1 |
299.85 |
299.55 |
| PP |
299.45 |
298.85 |
| S1 |
299.05 |
298.16 |
|