| Trading Metrics calculated at close of trading on 17-Sep-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2019 |
17-Sep-2019 |
Change |
Change % |
Previous Week |
| Open |
27,146.06 |
27,010.12 |
-135.94 |
-0.5% |
26,866.23 |
| High |
27,172.87 |
27,110.80 |
-62.07 |
-0.2% |
27,306.73 |
| Low |
27,032.56 |
26,987.14 |
-45.42 |
-0.2% |
26,717.05 |
| Close |
27,076.82 |
27,110.80 |
33.98 |
0.1% |
27,219.52 |
| Range |
140.31 |
123.66 |
-16.65 |
-11.9% |
589.68 |
| ATR |
291.04 |
279.09 |
-11.96 |
-4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,440.56 |
27,399.34 |
27,178.81 |
|
| R3 |
27,316.90 |
27,275.68 |
27,144.81 |
|
| R2 |
27,193.24 |
27,193.24 |
27,133.47 |
|
| R1 |
27,152.02 |
27,152.02 |
27,122.14 |
27,172.63 |
| PP |
27,069.58 |
27,069.58 |
27,069.58 |
27,079.89 |
| S1 |
27,028.36 |
27,028.36 |
27,099.46 |
27,048.97 |
| S2 |
26,945.92 |
26,945.92 |
27,088.13 |
|
| S3 |
26,822.26 |
26,904.70 |
27,076.79 |
|
| S4 |
26,698.60 |
26,781.04 |
27,042.79 |
|
|
| Weekly Pivots for week ending 13-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,850.14 |
28,624.51 |
27,543.84 |
|
| R3 |
28,260.46 |
28,034.83 |
27,381.68 |
|
| R2 |
27,670.78 |
27,670.78 |
27,327.63 |
|
| R1 |
27,445.15 |
27,445.15 |
27,273.57 |
27,557.97 |
| PP |
27,081.10 |
27,081.10 |
27,081.10 |
27,137.51 |
| S1 |
26,855.47 |
26,855.47 |
27,165.47 |
26,968.29 |
| S2 |
26,491.42 |
26,491.42 |
27,111.41 |
|
| S3 |
25,901.74 |
26,265.79 |
27,057.36 |
|
| S4 |
25,312.06 |
25,676.11 |
26,895.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
27,306.73 |
26,885.48 |
421.25 |
1.6% |
160.17 |
0.6% |
53% |
False |
False |
|
| 10 |
27,306.73 |
26,244.44 |
1,062.29 |
3.9% |
163.54 |
0.6% |
82% |
False |
False |
|
| 20 |
27,306.73 |
25,507.18 |
1,799.55 |
6.6% |
234.81 |
0.9% |
89% |
False |
False |
|
| 40 |
27,368.81 |
25,339.60 |
2,029.21 |
7.5% |
291.79 |
1.1% |
87% |
False |
False |
|
| 60 |
27,398.68 |
25,339.60 |
2,059.08 |
7.6% |
245.95 |
0.9% |
86% |
False |
False |
|
| 80 |
27,398.68 |
24,680.57 |
2,718.11 |
10.0% |
240.75 |
0.9% |
89% |
False |
False |
|
| 100 |
27,398.68 |
24,680.57 |
2,718.11 |
10.0% |
248.17 |
0.9% |
89% |
False |
False |
|
| 120 |
27,398.68 |
24,680.57 |
2,718.11 |
10.0% |
230.67 |
0.9% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27,636.36 |
|
2.618 |
27,434.54 |
|
1.618 |
27,310.88 |
|
1.000 |
27,234.46 |
|
0.618 |
27,187.22 |
|
HIGH |
27,110.80 |
|
0.618 |
27,063.56 |
|
0.500 |
27,048.97 |
|
0.382 |
27,034.38 |
|
LOW |
26,987.14 |
|
0.618 |
26,910.72 |
|
1.000 |
26,863.48 |
|
1.618 |
26,787.06 |
|
2.618 |
26,663.40 |
|
4.250 |
26,461.59 |
|
|
| Fisher Pivots for day following 17-Sep-2019 |
| Pivot |
1 day |
3 day |
| R1 |
27,090.19 |
27,132.35 |
| PP |
27,069.58 |
27,125.16 |
| S1 |
27,048.97 |
27,117.98 |
|