| Trading Metrics calculated at close of trading on 09-Jul-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2019 |
09-Jul-2019 |
Change |
Change % |
Previous Week |
| Open |
11,032.55 |
12,184.40 |
1,151.85 |
10.4% |
12,218.28 |
| High |
12,265.67 |
12,802.71 |
537.04 |
4.4% |
12,437.83 |
| Low |
10,844.42 |
12,112.44 |
1,268.02 |
11.7% |
9,681.22 |
| Close |
12,184.33 |
12,399.54 |
215.21 |
1.8% |
11,032.55 |
| Range |
1,421.25 |
690.27 |
-730.98 |
-51.4% |
2,756.61 |
| ATR |
1,043.02 |
1,017.82 |
-25.20 |
-2.4% |
0.00 |
| Volume |
79,527 |
92,534 |
13,007 |
16.4% |
560,981 |
|
| Daily Pivots for day following 09-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,509.04 |
14,144.56 |
12,779.19 |
|
| R3 |
13,818.77 |
13,454.29 |
12,589.36 |
|
| R2 |
13,128.50 |
13,128.50 |
12,526.09 |
|
| R1 |
12,764.02 |
12,764.02 |
12,462.81 |
12,946.26 |
| PP |
12,438.23 |
12,438.23 |
12,438.23 |
12,529.35 |
| S1 |
12,073.75 |
12,073.75 |
12,336.27 |
12,255.99 |
| S2 |
11,747.96 |
11,747.96 |
12,272.99 |
|
| S3 |
11,057.69 |
11,383.48 |
12,209.72 |
|
| S4 |
10,367.42 |
10,693.21 |
12,019.89 |
|
|
| 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 |
12,802.71 |
10,612.41 |
2,190.30 |
17.7% |
947.79 |
7.6% |
82% |
True |
False |
94,624 |
| 10 |
13,844.30 |
9,681.22 |
4,163.08 |
33.6% |
1,575.62 |
12.7% |
65% |
False |
False |
134,400 |
| 20 |
13,844.30 |
7,825.80 |
6,018.50 |
48.5% |
1,070.93 |
8.6% |
76% |
False |
False |
96,870 |
| 40 |
13,844.30 |
6,780.59 |
7,063.71 |
57.0% |
819.60 |
6.6% |
80% |
False |
False |
86,451 |
| 60 |
13,844.30 |
5,052.90 |
8,791.40 |
70.9% |
651.19 |
5.3% |
84% |
False |
False |
78,621 |
| 80 |
13,844.30 |
3,880.93 |
9,963.37 |
80.4% |
547.93 |
4.4% |
85% |
False |
False |
74,000 |
| 100 |
13,844.30 |
3,680.31 |
10,163.99 |
82.0% |
462.91 |
3.7% |
86% |
False |
False |
66,438 |
| 120 |
13,844.30 |
3,355.25 |
10,489.05 |
84.6% |
404.02 |
3.3% |
86% |
False |
False |
63,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,736.36 |
|
2.618 |
14,609.84 |
|
1.618 |
13,919.57 |
|
1.000 |
13,492.98 |
|
0.618 |
13,229.30 |
|
HIGH |
12,802.71 |
|
0.618 |
12,539.03 |
|
0.500 |
12,457.58 |
|
0.382 |
12,376.12 |
|
LOW |
12,112.44 |
|
0.618 |
11,685.85 |
|
1.000 |
11,422.17 |
|
1.618 |
10,995.58 |
|
2.618 |
10,305.31 |
|
4.250 |
9,178.79 |
|
|
| Fisher Pivots for day following 09-Jul-2019 |
| Pivot |
1 day |
3 day |
| R1 |
12,457.58 |
12,199.63 |
| PP |
12,438.23 |
11,999.71 |
| S1 |
12,418.89 |
11,799.80 |
|