Trading Metrics calculated at close of trading on 15-Jul-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2019 |
15-Jul-2019 |
Change |
Change % |
Previous Week |
Open |
11,153.28 |
11,911.82 |
758.54 |
6.8% |
11,032.55 |
High |
11,913.77 |
11,933.70 |
19.93 |
0.2% |
13,173.79 |
Low |
11,078.72 |
9,895.31 |
-1,183.41 |
-10.7% |
10,844.42 |
Close |
11,911.98 |
10,819.37 |
-1,092.61 |
-9.2% |
11,911.98 |
Range |
835.05 |
2,038.39 |
1,203.34 |
144.1% |
2,329.37 |
ATR |
1,047.98 |
1,118.73 |
70.74 |
6.8% |
0.00 |
Volume |
55,233 |
118,790 |
63,557 |
115.1% |
496,423 |
|
Daily Pivots for day following 15-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,997.96 |
15,947.06 |
11,940.48 |
|
R3 |
14,959.57 |
13,908.67 |
11,379.93 |
|
R2 |
12,921.18 |
12,921.18 |
11,193.07 |
|
R1 |
11,870.28 |
11,870.28 |
11,006.22 |
11,376.54 |
PP |
10,882.79 |
10,882.79 |
10,882.79 |
10,635.92 |
S1 |
9,831.89 |
9,831.89 |
10,632.52 |
9,338.15 |
S2 |
8,844.40 |
8,844.40 |
10,445.67 |
|
S3 |
6,806.01 |
7,793.50 |
10,258.81 |
|
S4 |
4,767.62 |
5,755.11 |
9,698.26 |
|
|
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 |
9,895.31 |
3,278.48 |
30.3% |
1,257.48 |
11.6% |
28% |
False |
True |
107,137 |
10 |
13,173.79 |
9,681.22 |
3,492.57 |
32.3% |
1,158.29 |
10.7% |
33% |
False |
False |
104,673 |
20 |
13,844.30 |
8,948.14 |
4,896.16 |
45.3% |
1,256.95 |
11.6% |
38% |
False |
False |
108,630 |
40 |
13,844.30 |
7,474.27 |
6,370.03 |
58.9% |
869.98 |
8.0% |
53% |
False |
False |
85,936 |
60 |
13,844.30 |
5,052.90 |
8,791.40 |
81.3% |
735.40 |
6.8% |
66% |
False |
False |
83,819 |
80 |
13,844.30 |
3,890.62 |
9,953.68 |
92.0% |
613.67 |
5.7% |
70% |
False |
False |
77,537 |
100 |
13,844.30 |
3,680.31 |
10,163.99 |
93.9% |
511.14 |
4.7% |
70% |
False |
False |
68,623 |
120 |
13,844.30 |
3,355.25 |
10,489.05 |
96.9% |
447.36 |
4.1% |
71% |
False |
False |
65,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,596.86 |
2.618 |
17,270.21 |
1.618 |
15,231.82 |
1.000 |
13,972.09 |
0.618 |
13,193.43 |
HIGH |
11,933.70 |
0.618 |
11,155.04 |
0.500 |
10,914.51 |
0.382 |
10,673.97 |
LOW |
9,895.31 |
0.618 |
8,635.58 |
1.000 |
7,856.92 |
1.618 |
6,597.19 |
2.618 |
4,558.80 |
4.250 |
1,232.15 |
|
|
Fisher Pivots for day following 15-Jul-2019 |
Pivot |
1 day |
3 day |
R1 |
10,914.51 |
11,044.04 |
PP |
10,882.79 |
10,969.15 |
S1 |
10,851.08 |
10,894.26 |
|