| Trading Metrics calculated at close of trading on 13-Sep-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2019 |
13-Sep-2019 |
Change |
Change % |
Previous Week |
| Open |
301.25 |
301.78 |
0.53 |
0.2% |
299.14 |
| High |
302.46 |
302.17 |
-0.29 |
-0.1% |
302.46 |
| Low |
300.41 |
300.68 |
0.27 |
0.1% |
295.97 |
| Close |
301.29 |
301.09 |
-0.20 |
-0.1% |
301.09 |
| Range |
2.05 |
1.49 |
-0.56 |
-27.3% |
6.49 |
| ATR |
3.50 |
3.36 |
-0.14 |
-4.1% |
0.00 |
| Volume |
72,908,704 |
62,104,800 |
-10,803,904 |
-14.8% |
313,041,804 |
|
| Daily Pivots for day following 13-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
305.78 |
304.93 |
301.91 |
|
| R3 |
304.29 |
303.44 |
301.50 |
|
| R2 |
302.80 |
302.80 |
301.36 |
|
| R1 |
301.95 |
301.95 |
301.23 |
301.63 |
| PP |
301.31 |
301.31 |
301.31 |
301.16 |
| S1 |
300.46 |
300.46 |
300.95 |
300.14 |
| S2 |
299.82 |
299.82 |
300.82 |
|
| S3 |
298.33 |
298.97 |
300.68 |
|
| S4 |
296.84 |
297.48 |
300.27 |
|
|
| Weekly Pivots for week ending 13-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
319.31 |
316.69 |
304.66 |
|
| R3 |
312.82 |
310.20 |
302.87 |
|
| R2 |
306.33 |
306.33 |
302.28 |
|
| R1 |
303.71 |
303.71 |
301.68 |
305.02 |
| PP |
299.84 |
299.84 |
299.84 |
300.50 |
| S1 |
297.22 |
297.22 |
300.50 |
298.53 |
| S2 |
293.35 |
293.35 |
299.90 |
|
| S3 |
286.86 |
290.73 |
299.31 |
|
| S4 |
280.37 |
284.24 |
297.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
302.46 |
295.97 |
6.49 |
2.2% |
2.09 |
0.7% |
79% |
False |
False |
62,608,360 |
| 10 |
302.46 |
289.27 |
13.19 |
4.4% |
2.35 |
0.8% |
90% |
False |
False |
62,518,010 |
| 20 |
302.46 |
283.47 |
18.99 |
6.3% |
2.94 |
1.0% |
93% |
False |
False |
66,290,675 |
| 40 |
302.46 |
281.72 |
20.74 |
6.9% |
3.46 |
1.2% |
93% |
False |
False |
77,488,782 |
| 60 |
302.46 |
281.72 |
20.74 |
6.9% |
2.95 |
1.0% |
93% |
False |
False |
70,343,088 |
| 80 |
302.46 |
273.09 |
29.37 |
9.8% |
2.82 |
0.9% |
95% |
False |
False |
70,037,491 |
| 100 |
302.46 |
273.09 |
29.37 |
9.8% |
2.88 |
1.0% |
95% |
False |
False |
72,181,081 |
| 120 |
302.46 |
273.09 |
29.37 |
9.8% |
2.70 |
0.9% |
95% |
False |
False |
70,072,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
308.50 |
|
2.618 |
306.07 |
|
1.618 |
304.58 |
|
1.000 |
303.66 |
|
0.618 |
303.09 |
|
HIGH |
302.17 |
|
0.618 |
301.60 |
|
0.500 |
301.43 |
|
0.382 |
301.25 |
|
LOW |
300.68 |
|
0.618 |
299.76 |
|
1.000 |
299.19 |
|
1.618 |
298.27 |
|
2.618 |
296.78 |
|
4.250 |
294.35 |
|
|
| Fisher Pivots for day following 13-Sep-2019 |
| Pivot |
1 day |
3 day |
| R1 |
301.43 |
300.76 |
| PP |
301.31 |
300.43 |
| S1 |
301.20 |
300.11 |
|