| Trading Metrics calculated at close of trading on 16-Jul-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2019 |
16-Jul-2019 |
Change |
Change % |
Previous Week |
| Open |
11,911.82 |
10,825.38 |
-1,086.44 |
-9.1% |
11,032.55 |
| High |
11,933.70 |
11,061.61 |
-872.09 |
-7.3% |
13,173.79 |
| Low |
9,895.31 |
9,528.18 |
-367.13 |
-3.7% |
10,844.42 |
| Close |
10,819.37 |
9,596.90 |
-1,222.47 |
-11.3% |
11,911.98 |
| Range |
2,038.39 |
1,533.43 |
-504.96 |
-24.8% |
2,329.37 |
| ATR |
1,118.73 |
1,148.35 |
29.62 |
2.6% |
0.00 |
| Volume |
118,790 |
140,409 |
21,619 |
18.2% |
496,423 |
|
| Daily Pivots for day following 16-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,662.52 |
13,663.14 |
10,440.29 |
|
| R3 |
13,129.09 |
12,129.71 |
10,018.59 |
|
| R2 |
11,595.66 |
11,595.66 |
9,878.03 |
|
| R1 |
10,596.28 |
10,596.28 |
9,737.46 |
10,329.26 |
| PP |
10,062.23 |
10,062.23 |
10,062.23 |
9,928.72 |
| S1 |
9,062.85 |
9,062.85 |
9,456.34 |
8,795.83 |
| S2 |
8,528.80 |
8,528.80 |
9,315.77 |
|
| S3 |
6,995.37 |
7,529.42 |
9,175.21 |
|
| S4 |
5,461.94 |
5,995.99 |
8,753.51 |
|
|
| 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 |
9,528.18 |
3,645.61 |
38.0% |
1,426.12 |
14.9% |
2% |
False |
True |
116,712 |
| 10 |
13,173.79 |
9,528.18 |
3,645.61 |
38.0% |
1,186.95 |
12.4% |
2% |
False |
True |
105,668 |
| 20 |
13,844.30 |
8,949.04 |
4,895.26 |
51.0% |
1,307.75 |
13.6% |
13% |
False |
False |
112,283 |
| 40 |
13,844.30 |
7,474.27 |
6,370.03 |
66.4% |
900.61 |
9.4% |
33% |
False |
False |
87,719 |
| 60 |
13,844.30 |
5,052.90 |
8,791.40 |
91.6% |
756.76 |
7.9% |
52% |
False |
False |
84,888 |
| 80 |
13,844.30 |
3,917.40 |
9,926.90 |
103.4% |
632.29 |
6.6% |
57% |
False |
False |
78,943 |
| 100 |
13,844.30 |
3,680.31 |
10,163.99 |
105.9% |
525.45 |
5.5% |
58% |
False |
False |
69,756 |
| 120 |
13,844.30 |
3,355.25 |
10,489.05 |
109.3% |
457.72 |
4.8% |
60% |
False |
False |
65,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,578.69 |
|
2.618 |
15,076.13 |
|
1.618 |
13,542.70 |
|
1.000 |
12,595.04 |
|
0.618 |
12,009.27 |
|
HIGH |
11,061.61 |
|
0.618 |
10,475.84 |
|
0.500 |
10,294.90 |
|
0.382 |
10,113.95 |
|
LOW |
9,528.18 |
|
0.618 |
8,580.52 |
|
1.000 |
7,994.75 |
|
1.618 |
7,047.09 |
|
2.618 |
5,513.66 |
|
4.250 |
3,011.10 |
|
|
| Fisher Pivots for day following 16-Jul-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,294.90 |
10,730.94 |
| PP |
10,062.23 |
10,352.93 |
| S1 |
9,829.57 |
9,974.91 |
|