| Trading Metrics calculated at close of trading on 08-Jul-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2019 |
08-Jul-2019 |
Change |
Change % |
Previous Week |
| Open |
11,712.98 |
11,032.55 |
-680.43 |
-5.8% |
12,218.28 |
| High |
11,738.96 |
12,265.67 |
526.71 |
4.5% |
12,437.83 |
| Low |
10,796.88 |
10,844.42 |
47.54 |
0.4% |
9,681.22 |
| Close |
11,032.55 |
12,184.33 |
1,151.78 |
10.4% |
11,032.55 |
| Range |
942.08 |
1,421.25 |
479.17 |
50.9% |
2,756.61 |
| ATR |
1,013.92 |
1,043.02 |
29.09 |
2.9% |
0.00 |
| Volume |
90,752 |
79,527 |
-11,225 |
-12.4% |
560,981 |
|
| Daily Pivots for day following 08-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,028.56 |
15,527.69 |
12,966.02 |
|
| R3 |
14,607.31 |
14,106.44 |
12,575.17 |
|
| R2 |
13,186.06 |
13,186.06 |
12,444.89 |
|
| R1 |
12,685.19 |
12,685.19 |
12,314.61 |
12,935.63 |
| PP |
11,764.81 |
11,764.81 |
11,764.81 |
11,890.02 |
| S1 |
11,263.94 |
11,263.94 |
12,054.05 |
11,514.38 |
| S2 |
10,343.56 |
10,343.56 |
11,923.77 |
|
| S3 |
8,922.31 |
9,842.69 |
11,793.49 |
|
| S4 |
7,501.06 |
8,421.44 |
11,402.64 |
|
|
| Weekly Pivots for week ending 05-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,320.36 |
17,933.07 |
12,548.69 |
|
| R3 |
16,563.75 |
15,176.46 |
11,790.62 |
|
| R2 |
13,807.14 |
13,807.14 |
11,537.93 |
|
| R1 |
12,419.85 |
12,419.85 |
11,285.24 |
11,735.19 |
| PP |
11,050.53 |
11,050.53 |
11,050.53 |
10,708.21 |
| S1 |
9,663.24 |
9,663.24 |
10,779.86 |
8,978.58 |
| S2 |
8,293.92 |
8,293.92 |
10,527.17 |
|
| S3 |
5,537.31 |
6,906.63 |
10,274.48 |
|
| S4 |
2,780.70 |
4,150.02 |
9,516.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,265.67 |
9,681.22 |
2,584.45 |
21.2% |
1,059.09 |
8.7% |
97% |
True |
False |
102,209 |
| 10 |
13,844.30 |
9,681.22 |
4,163.08 |
34.2% |
1,568.53 |
12.9% |
60% |
False |
False |
132,817 |
| 20 |
13,844.30 |
7,723.72 |
6,120.58 |
50.2% |
1,052.82 |
8.6% |
73% |
False |
False |
93,819 |
| 40 |
13,844.30 |
6,780.59 |
7,063.71 |
58.0% |
819.22 |
6.7% |
77% |
False |
False |
88,040 |
| 60 |
13,844.30 |
5,015.12 |
8,829.18 |
72.5% |
643.33 |
5.3% |
81% |
False |
False |
77,893 |
| 80 |
13,844.30 |
3,880.93 |
9,963.37 |
81.8% |
540.16 |
4.4% |
83% |
False |
False |
73,244 |
| 100 |
13,844.30 |
3,680.31 |
10,163.99 |
83.4% |
457.36 |
3.8% |
84% |
False |
False |
66,196 |
| 120 |
13,844.30 |
3,355.25 |
10,489.05 |
86.1% |
398.81 |
3.3% |
84% |
False |
False |
62,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,305.98 |
|
2.618 |
15,986.50 |
|
1.618 |
14,565.25 |
|
1.000 |
13,686.92 |
|
0.618 |
13,144.00 |
|
HIGH |
12,265.67 |
|
0.618 |
11,722.75 |
|
0.500 |
11,555.05 |
|
0.382 |
11,387.34 |
|
LOW |
10,844.42 |
|
0.618 |
9,966.09 |
|
1.000 |
9,423.17 |
|
1.618 |
8,544.84 |
|
2.618 |
7,123.59 |
|
4.250 |
4,804.11 |
|
|
| Fisher Pivots for day following 08-Jul-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,974.57 |
11,966.65 |
| PP |
11,764.81 |
11,748.96 |
| S1 |
11,555.05 |
11,531.28 |
|