| Trading Metrics calculated at close of trading on 16-Sep-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2019 |
16-Sep-2019 |
Change |
Change % |
Previous Week |
| Open |
301.78 |
299.84 |
-1.94 |
-0.6% |
299.14 |
| High |
302.17 |
301.14 |
-1.03 |
-0.3% |
302.46 |
| Low |
300.68 |
299.45 |
-1.23 |
-0.4% |
295.97 |
| Close |
301.09 |
300.16 |
-0.93 |
-0.3% |
301.09 |
| Range |
1.49 |
1.69 |
0.20 |
13.3% |
6.49 |
| ATR |
3.36 |
3.24 |
-0.12 |
-3.5% |
0.00 |
| Volume |
62,104,800 |
58,191,100 |
-3,913,700 |
-6.3% |
313,041,804 |
|
| Daily Pivots for day following 16-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
305.31 |
304.42 |
301.09 |
|
| R3 |
303.62 |
302.74 |
300.62 |
|
| R2 |
301.94 |
301.94 |
300.47 |
|
| R1 |
301.05 |
301.05 |
300.31 |
301.49 |
| PP |
300.25 |
300.25 |
300.25 |
300.47 |
| S1 |
299.36 |
299.36 |
300.01 |
299.81 |
| S2 |
298.56 |
298.56 |
299.85 |
|
| S3 |
296.87 |
297.67 |
299.70 |
|
| S4 |
295.19 |
295.99 |
299.23 |
|
|
| 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% |
2.01 |
0.7% |
65% |
False |
False |
63,994,540 |
| 10 |
302.46 |
289.27 |
13.19 |
4.4% |
2.24 |
0.7% |
83% |
False |
False |
62,040,950 |
| 20 |
302.46 |
283.47 |
18.99 |
6.3% |
2.79 |
0.9% |
88% |
False |
False |
64,908,970 |
| 40 |
302.46 |
281.72 |
20.74 |
6.9% |
3.43 |
1.1% |
89% |
False |
False |
77,166,530 |
| 60 |
302.46 |
281.72 |
20.74 |
6.9% |
2.92 |
1.0% |
89% |
False |
False |
69,370,106 |
| 80 |
302.46 |
273.09 |
29.37 |
9.8% |
2.82 |
0.9% |
92% |
False |
False |
70,146,350 |
| 100 |
302.46 |
273.09 |
29.37 |
9.8% |
2.89 |
1.0% |
92% |
False |
False |
72,259,063 |
| 120 |
302.46 |
273.09 |
29.37 |
9.8% |
2.70 |
0.9% |
92% |
False |
False |
69,989,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
308.31 |
|
2.618 |
305.56 |
|
1.618 |
303.87 |
|
1.000 |
302.83 |
|
0.618 |
302.18 |
|
HIGH |
301.14 |
|
0.618 |
300.49 |
|
0.500 |
300.29 |
|
0.382 |
300.09 |
|
LOW |
299.45 |
|
0.618 |
298.41 |
|
1.000 |
297.76 |
|
1.618 |
296.72 |
|
2.618 |
295.03 |
|
4.250 |
292.28 |
|
|
| Fisher Pivots for day following 16-Sep-2019 |
| Pivot |
1 day |
3 day |
| R1 |
300.29 |
300.96 |
| PP |
300.25 |
300.69 |
| S1 |
300.20 |
300.43 |
|