| Trading Metrics calculated at close of trading on 26-Sep-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2019 |
26-Sep-2019 |
Change |
Change % |
Previous Week |
| Open |
26,866.71 |
27,004.11 |
137.40 |
0.5% |
27,146.06 |
| High |
27,016.56 |
27,015.07 |
-1.49 |
0.0% |
27,272.17 |
| Low |
26,755.86 |
26,803.84 |
47.98 |
0.2% |
26,899.15 |
| Close |
26,970.71 |
26,891.12 |
-79.59 |
-0.3% |
26,935.07 |
| Range |
260.70 |
211.23 |
-49.47 |
-19.0% |
373.02 |
| ATR |
272.79 |
268.39 |
-4.40 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,537.03 |
27,425.31 |
27,007.30 |
|
| R3 |
27,325.80 |
27,214.08 |
26,949.21 |
|
| R2 |
27,114.57 |
27,114.57 |
26,929.85 |
|
| R1 |
27,002.85 |
27,002.85 |
26,910.48 |
26,953.10 |
| PP |
26,903.34 |
26,903.34 |
26,903.34 |
26,878.47 |
| S1 |
26,791.62 |
26,791.62 |
26,871.76 |
26,741.87 |
| S2 |
26,692.11 |
26,692.11 |
26,852.39 |
|
| S3 |
26,480.88 |
26,580.39 |
26,833.03 |
|
| S4 |
26,269.65 |
26,369.16 |
26,774.94 |
|
|
| Weekly Pivots for week ending 20-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,154.52 |
27,917.82 |
27,140.23 |
|
| R3 |
27,781.50 |
27,544.80 |
27,037.65 |
|
| R2 |
27,408.48 |
27,408.48 |
27,003.46 |
|
| R1 |
27,171.78 |
27,171.78 |
26,969.26 |
27,103.62 |
| PP |
27,035.46 |
27,035.46 |
27,035.46 |
27,001.39 |
| S1 |
26,798.76 |
26,798.76 |
26,900.88 |
26,730.60 |
| S2 |
26,662.44 |
26,662.44 |
26,866.68 |
|
| S3 |
26,289.42 |
26,425.74 |
26,832.49 |
|
| S4 |
25,916.40 |
26,052.72 |
26,729.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
27,194.75 |
26,704.96 |
489.79 |
1.8% |
258.89 |
1.0% |
38% |
False |
False |
|
| 10 |
27,277.55 |
26,704.96 |
572.59 |
2.1% |
211.28 |
0.8% |
33% |
False |
False |
|
| 20 |
27,306.73 |
25,978.22 |
1,328.51 |
4.9% |
203.13 |
0.8% |
69% |
False |
False |
|
| 40 |
27,306.73 |
25,339.60 |
1,967.13 |
7.3% |
300.79 |
1.1% |
79% |
False |
False |
|
| 60 |
27,398.68 |
25,339.60 |
2,059.08 |
7.7% |
256.73 |
1.0% |
75% |
False |
False |
|
| 80 |
27,398.68 |
25,339.60 |
2,059.08 |
7.7% |
239.56 |
0.9% |
75% |
False |
False |
|
| 100 |
27,398.68 |
24,680.57 |
2,718.11 |
10.1% |
250.11 |
0.9% |
81% |
False |
False |
|
| 120 |
27,398.68 |
24,680.57 |
2,718.11 |
10.1% |
236.22 |
0.9% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27,912.80 |
|
2.618 |
27,568.07 |
|
1.618 |
27,356.84 |
|
1.000 |
27,226.30 |
|
0.618 |
27,145.61 |
|
HIGH |
27,015.07 |
|
0.618 |
26,934.38 |
|
0.500 |
26,909.46 |
|
0.382 |
26,884.53 |
|
LOW |
26,803.84 |
|
0.618 |
26,673.30 |
|
1.000 |
26,592.61 |
|
1.618 |
26,462.07 |
|
2.618 |
26,250.84 |
|
4.250 |
25,906.11 |
|
|
| Fisher Pivots for day following 26-Sep-2019 |
| Pivot |
1 day |
3 day |
| R1 |
26,909.46 |
26,892.32 |
| PP |
26,903.34 |
26,891.92 |
| S1 |
26,897.23 |
26,891.52 |
|