| Trading Metrics calculated at close of trading on 11-Jul-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2019 |
11-Jul-2019 |
Change |
Change % |
Previous Week |
| Open |
12,398.67 |
11,785.81 |
-612.86 |
-4.9% |
12,218.28 |
| High |
13,173.79 |
12,192.76 |
-981.03 |
-7.4% |
12,437.83 |
| Low |
11,645.50 |
10,997.34 |
-648.16 |
-5.6% |
9,681.22 |
| Close |
11,785.56 |
11,153.28 |
-632.28 |
-5.4% |
11,032.55 |
| Range |
1,528.29 |
1,195.42 |
-332.87 |
-21.8% |
2,756.61 |
| ATR |
1,054.28 |
1,064.36 |
10.08 |
1.0% |
0.00 |
| Volume |
134,853 |
134,276 |
-577 |
-0.4% |
560,981 |
|
| Daily Pivots for day following 11-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,034.05 |
14,289.09 |
11,810.76 |
|
| R3 |
13,838.63 |
13,093.67 |
11,482.02 |
|
| R2 |
12,643.21 |
12,643.21 |
11,372.44 |
|
| R1 |
11,898.25 |
11,898.25 |
11,262.86 |
11,673.02 |
| PP |
11,447.79 |
11,447.79 |
11,447.79 |
11,335.18 |
| S1 |
10,702.83 |
10,702.83 |
11,043.70 |
10,477.60 |
| S2 |
10,252.37 |
10,252.37 |
10,934.12 |
|
| S3 |
9,056.95 |
9,507.41 |
10,824.54 |
|
| S4 |
7,861.53 |
8,311.99 |
10,495.80 |
|
|
| 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 |
13,173.79 |
10,796.88 |
2,376.91 |
21.3% |
1,155.46 |
10.4% |
15% |
False |
False |
106,388 |
| 10 |
13,173.79 |
9,681.22 |
3,492.57 |
31.3% |
1,303.96 |
11.7% |
42% |
False |
False |
114,567 |
| 20 |
13,844.30 |
8,178.52 |
5,665.78 |
50.8% |
1,174.66 |
10.5% |
53% |
False |
False |
105,634 |
| 40 |
13,844.30 |
6,780.59 |
7,063.71 |
63.3% |
856.48 |
7.7% |
62% |
False |
False |
88,209 |
| 60 |
13,844.30 |
5,052.90 |
8,791.40 |
78.8% |
693.45 |
6.2% |
69% |
False |
False |
82,034 |
| 80 |
13,844.30 |
3,880.93 |
9,963.37 |
89.3% |
579.86 |
5.2% |
73% |
False |
False |
76,163 |
| 100 |
13,844.30 |
3,680.31 |
10,163.99 |
91.1% |
487.90 |
4.4% |
74% |
False |
False |
67,824 |
| 120 |
13,844.30 |
3,355.25 |
10,489.05 |
94.0% |
424.53 |
3.8% |
74% |
False |
False |
64,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,273.30 |
|
2.618 |
15,322.37 |
|
1.618 |
14,126.95 |
|
1.000 |
13,388.18 |
|
0.618 |
12,931.53 |
|
HIGH |
12,192.76 |
|
0.618 |
11,736.11 |
|
0.500 |
11,595.05 |
|
0.382 |
11,453.99 |
|
LOW |
10,997.34 |
|
0.618 |
10,258.57 |
|
1.000 |
9,801.92 |
|
1.618 |
9,063.15 |
|
2.618 |
7,867.73 |
|
4.250 |
5,916.81 |
|
|
| Fisher Pivots for day following 11-Jul-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,595.05 |
12,085.57 |
| PP |
11,447.79 |
11,774.80 |
| S1 |
11,300.54 |
11,464.04 |
|