| Trading Metrics calculated at close of trading on 12-Jul-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2019 |
12-Jul-2019 |
Change |
Change % |
Previous Week |
| Open |
11,785.81 |
11,153.28 |
-632.53 |
-5.4% |
11,032.55 |
| High |
12,192.76 |
11,913.77 |
-278.99 |
-2.3% |
13,173.79 |
| Low |
10,997.34 |
11,078.72 |
81.38 |
0.7% |
10,844.42 |
| Close |
11,153.28 |
11,911.98 |
758.70 |
6.8% |
11,911.98 |
| Range |
1,195.42 |
835.05 |
-360.37 |
-30.1% |
2,329.37 |
| ATR |
1,064.36 |
1,047.98 |
-16.38 |
-1.5% |
0.00 |
| Volume |
134,276 |
55,233 |
-79,043 |
-58.9% |
496,423 |
|
| Daily Pivots for day following 12-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,139.97 |
13,861.03 |
12,371.26 |
|
| R3 |
13,304.92 |
13,025.98 |
12,141.62 |
|
| R2 |
12,469.87 |
12,469.87 |
12,065.07 |
|
| R1 |
12,190.93 |
12,190.93 |
11,988.53 |
12,330.40 |
| PP |
11,634.82 |
11,634.82 |
11,634.82 |
11,704.56 |
| S1 |
11,355.88 |
11,355.88 |
11,835.43 |
11,495.35 |
| S2 |
10,799.77 |
10,799.77 |
11,758.89 |
|
| S3 |
9,964.72 |
10,520.83 |
11,682.34 |
|
| S4 |
9,129.67 |
9,685.78 |
11,452.70 |
|
|
| Weekly Pivots for week ending 12-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,964.84 |
17,767.78 |
13,193.13 |
|
| R3 |
16,635.47 |
15,438.41 |
12,552.56 |
|
| R2 |
14,306.10 |
14,306.10 |
12,339.03 |
|
| R1 |
13,109.04 |
13,109.04 |
12,125.51 |
13,707.57 |
| PP |
11,976.73 |
11,976.73 |
11,976.73 |
12,276.00 |
| S1 |
10,779.67 |
10,779.67 |
11,698.45 |
11,378.20 |
| S2 |
9,647.36 |
9,647.36 |
11,484.93 |
|
| S3 |
7,317.99 |
8,450.30 |
11,271.40 |
|
| S4 |
4,988.62 |
6,120.93 |
10,630.83 |
|
|
| 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 |
10,844.42 |
2,329.37 |
19.6% |
1,134.06 |
9.5% |
46% |
False |
False |
99,284 |
| 10 |
13,173.79 |
9,681.22 |
3,492.57 |
29.3% |
1,196.99 |
10.0% |
64% |
False |
False |
105,740 |
| 20 |
13,844.30 |
8,451.66 |
5,392.64 |
45.3% |
1,202.17 |
10.1% |
64% |
False |
False |
106,451 |
| 40 |
13,844.30 |
7,116.92 |
6,727.38 |
56.5% |
848.10 |
7.1% |
71% |
False |
False |
85,641 |
| 60 |
13,844.30 |
5,052.90 |
8,791.40 |
73.8% |
704.92 |
5.9% |
78% |
False |
False |
82,525 |
| 80 |
13,844.30 |
3,880.93 |
9,963.37 |
83.6% |
589.84 |
5.0% |
81% |
False |
False |
76,537 |
| 100 |
13,844.30 |
3,680.31 |
10,163.99 |
85.3% |
495.43 |
4.2% |
81% |
False |
False |
67,891 |
| 120 |
13,844.30 |
3,355.25 |
10,489.05 |
88.1% |
430.90 |
3.6% |
82% |
False |
False |
64,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,462.73 |
|
2.618 |
14,099.93 |
|
1.618 |
13,264.88 |
|
1.000 |
12,748.82 |
|
0.618 |
12,429.83 |
|
HIGH |
11,913.77 |
|
0.618 |
11,594.78 |
|
0.500 |
11,496.25 |
|
0.382 |
11,397.71 |
|
LOW |
11,078.72 |
|
0.618 |
10,562.66 |
|
1.000 |
10,243.67 |
|
1.618 |
9,727.61 |
|
2.618 |
8,892.56 |
|
4.250 |
7,529.76 |
|
|
| Fisher Pivots for day following 12-Jul-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,773.40 |
12,085.57 |
| PP |
11,634.82 |
12,027.70 |
| S1 |
11,496.25 |
11,969.84 |
|