| Trading Metrics calculated at close of trading on 27-Sep-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2019 |
27-Sep-2019 |
Change |
Change % |
Previous Week |
| Open |
27,004.11 |
26,987.26 |
-16.85 |
-0.1% |
26,851.45 |
| High |
27,015.07 |
27,012.54 |
-2.53 |
0.0% |
27,079.68 |
| Low |
26,803.84 |
26,715.82 |
-88.02 |
-0.3% |
26,704.96 |
| Close |
26,891.12 |
26,820.25 |
-70.87 |
-0.3% |
26,820.25 |
| Range |
211.23 |
296.72 |
85.49 |
40.5% |
374.72 |
| ATR |
268.39 |
270.41 |
2.02 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,739.70 |
27,576.69 |
26,983.45 |
|
| R3 |
27,442.98 |
27,279.97 |
26,901.85 |
|
| R2 |
27,146.26 |
27,146.26 |
26,874.65 |
|
| R1 |
26,983.25 |
26,983.25 |
26,847.45 |
26,916.40 |
| PP |
26,849.54 |
26,849.54 |
26,849.54 |
26,816.11 |
| S1 |
26,686.53 |
26,686.53 |
26,793.05 |
26,619.68 |
| S2 |
26,552.82 |
26,552.82 |
26,765.85 |
|
| S3 |
26,256.10 |
26,389.81 |
26,738.65 |
|
| S4 |
25,959.38 |
26,093.09 |
26,657.05 |
|
|
| Weekly Pivots for week ending 27-Sep-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,992.46 |
27,781.07 |
27,026.35 |
|
| R3 |
27,617.74 |
27,406.35 |
26,923.30 |
|
| R2 |
27,243.02 |
27,243.02 |
26,888.95 |
|
| R1 |
27,031.63 |
27,031.63 |
26,854.60 |
26,949.97 |
| PP |
26,868.30 |
26,868.30 |
26,868.30 |
26,827.46 |
| S1 |
26,656.91 |
26,656.91 |
26,785.90 |
26,575.25 |
| S2 |
26,493.58 |
26,493.58 |
26,751.55 |
|
| S3 |
26,118.86 |
26,282.19 |
26,717.20 |
|
| S4 |
25,744.14 |
25,907.47 |
26,614.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
27,079.68 |
26,704.96 |
374.72 |
1.4% |
264.62 |
1.0% |
31% |
False |
False |
|
| 10 |
27,272.17 |
26,704.96 |
567.21 |
2.1% |
232.59 |
0.9% |
20% |
False |
False |
|
| 20 |
27,306.73 |
25,978.22 |
1,328.51 |
5.0% |
206.82 |
0.8% |
63% |
False |
False |
|
| 40 |
27,306.73 |
25,339.60 |
1,967.13 |
7.3% |
292.54 |
1.1% |
75% |
False |
False |
|
| 60 |
27,398.68 |
25,339.60 |
2,059.08 |
7.7% |
259.43 |
1.0% |
72% |
False |
False |
|
| 80 |
27,398.68 |
25,339.60 |
2,059.08 |
7.7% |
241.13 |
0.9% |
72% |
False |
False |
|
| 100 |
27,398.68 |
24,680.57 |
2,718.11 |
10.1% |
248.20 |
0.9% |
79% |
False |
False |
|
| 120 |
27,398.68 |
24,680.57 |
2,718.11 |
10.1% |
237.87 |
0.9% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
28,273.60 |
|
2.618 |
27,789.35 |
|
1.618 |
27,492.63 |
|
1.000 |
27,309.26 |
|
0.618 |
27,195.91 |
|
HIGH |
27,012.54 |
|
0.618 |
26,899.19 |
|
0.500 |
26,864.18 |
|
0.382 |
26,829.17 |
|
LOW |
26,715.82 |
|
0.618 |
26,532.45 |
|
1.000 |
26,419.10 |
|
1.618 |
26,235.73 |
|
2.618 |
25,939.01 |
|
4.250 |
25,454.76 |
|
|
| Fisher Pivots for day following 27-Sep-2019 |
| Pivot |
1 day |
3 day |
| R1 |
26,864.18 |
26,866.19 |
| PP |
26,849.54 |
26,850.88 |
| S1 |
26,834.89 |
26,835.56 |
|