| Trading Metrics calculated at close of trading on 17-Jul-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2019 |
17-Jul-2019 |
Change |
Change % |
Previous Week |
| Open |
10,825.38 |
9,596.90 |
-1,228.48 |
-11.3% |
11,032.55 |
| High |
11,061.61 |
9,978.54 |
-1,083.07 |
-9.8% |
13,173.79 |
| Low |
9,528.18 |
9,094.71 |
-433.47 |
-4.5% |
10,844.42 |
| Close |
9,596.90 |
9,689.67 |
92.77 |
1.0% |
11,911.98 |
| Range |
1,533.43 |
883.83 |
-649.60 |
-42.4% |
2,329.37 |
| ATR |
1,148.35 |
1,129.45 |
-18.89 |
-1.6% |
0.00 |
| Volume |
140,409 |
144,493 |
4,084 |
2.9% |
496,423 |
|
| Daily Pivots for day following 17-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,239.13 |
11,848.23 |
10,175.78 |
|
| R3 |
11,355.30 |
10,964.40 |
9,932.72 |
|
| R2 |
10,471.47 |
10,471.47 |
9,851.71 |
|
| R1 |
10,080.57 |
10,080.57 |
9,770.69 |
10,276.02 |
| PP |
9,587.64 |
9,587.64 |
9,587.64 |
9,685.37 |
| S1 |
9,196.74 |
9,196.74 |
9,608.65 |
9,392.19 |
| S2 |
8,703.81 |
8,703.81 |
9,527.63 |
|
| S3 |
7,819.98 |
8,312.91 |
9,446.62 |
|
| S4 |
6,936.15 |
7,429.08 |
9,203.56 |
|
|
| 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 |
12,192.76 |
9,094.71 |
3,098.05 |
32.0% |
1,297.22 |
13.4% |
19% |
False |
True |
118,640 |
| 10 |
13,173.79 |
9,094.71 |
4,079.08 |
42.1% |
1,180.41 |
12.2% |
15% |
False |
True |
108,610 |
| 20 |
13,844.30 |
9,094.71 |
4,749.59 |
49.0% |
1,338.93 |
13.8% |
13% |
False |
True |
117,704 |
| 40 |
13,844.30 |
7,474.27 |
6,370.03 |
65.7% |
913.23 |
9.4% |
35% |
False |
False |
89,635 |
| 60 |
13,844.30 |
5,052.90 |
8,791.40 |
90.7% |
767.51 |
7.9% |
53% |
False |
False |
85,756 |
| 80 |
13,844.30 |
4,003.77 |
9,840.53 |
101.6% |
641.73 |
6.6% |
58% |
False |
False |
80,296 |
| 100 |
13,844.30 |
3,680.31 |
10,163.99 |
104.9% |
532.97 |
5.5% |
59% |
False |
False |
70,826 |
| 120 |
13,844.30 |
3,355.25 |
10,489.05 |
108.2% |
464.34 |
4.8% |
60% |
False |
False |
66,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,734.82 |
|
2.618 |
12,292.41 |
|
1.618 |
11,408.58 |
|
1.000 |
10,862.37 |
|
0.618 |
10,524.75 |
|
HIGH |
9,978.54 |
|
0.618 |
9,640.92 |
|
0.500 |
9,536.63 |
|
0.382 |
9,432.33 |
|
LOW |
9,094.71 |
|
0.618 |
8,548.50 |
|
1.000 |
8,210.88 |
|
1.618 |
7,664.67 |
|
2.618 |
6,780.84 |
|
4.250 |
5,338.43 |
|
|
| Fisher Pivots for day following 17-Jul-2019 |
| Pivot |
1 day |
3 day |
| R1 |
9,638.66 |
10,514.21 |
| PP |
9,587.64 |
10,239.36 |
| S1 |
9,536.63 |
9,964.52 |
|