| Trading Metrics calculated at close of trading on 18-Jul-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2019 |
18-Jul-2019 |
Change |
Change % |
Previous Week |
| Open |
9,596.90 |
9,690.50 |
93.60 |
1.0% |
11,032.55 |
| High |
9,978.54 |
10,712.19 |
733.65 |
7.4% |
13,173.79 |
| Low |
9,094.71 |
9,292.03 |
197.32 |
2.2% |
10,844.42 |
| Close |
9,689.67 |
10,604.21 |
914.54 |
9.4% |
11,911.98 |
| Range |
883.83 |
1,420.16 |
536.33 |
60.7% |
2,329.37 |
| ATR |
1,129.45 |
1,150.22 |
20.76 |
1.8% |
0.00 |
| Volume |
144,493 |
133,804 |
-10,689 |
-7.4% |
496,423 |
|
| Daily Pivots for day following 18-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,463.29 |
13,953.91 |
11,385.30 |
|
| R3 |
13,043.13 |
12,533.75 |
10,994.75 |
|
| R2 |
11,622.97 |
11,622.97 |
10,864.57 |
|
| R1 |
11,113.59 |
11,113.59 |
10,734.39 |
11,368.28 |
| PP |
10,202.81 |
10,202.81 |
10,202.81 |
10,330.16 |
| S1 |
9,693.43 |
9,693.43 |
10,474.03 |
9,948.12 |
| S2 |
8,782.65 |
8,782.65 |
10,343.85 |
|
| S3 |
7,362.49 |
8,273.27 |
10,213.67 |
|
| S4 |
5,942.33 |
6,853.11 |
9,823.12 |
|
|
| 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 |
11,933.70 |
9,094.71 |
2,838.99 |
26.8% |
1,342.17 |
12.7% |
53% |
False |
False |
118,545 |
| 10 |
13,173.79 |
9,094.71 |
4,079.08 |
38.5% |
1,248.82 |
11.8% |
37% |
False |
False |
112,467 |
| 20 |
13,844.30 |
9,094.71 |
4,749.59 |
44.8% |
1,386.77 |
13.1% |
32% |
False |
False |
121,993 |
| 40 |
13,844.30 |
7,474.27 |
6,370.03 |
60.1% |
939.24 |
8.9% |
49% |
False |
False |
91,131 |
| 60 |
13,844.30 |
5,052.90 |
8,791.40 |
82.9% |
789.12 |
7.4% |
63% |
False |
False |
87,464 |
| 80 |
13,844.30 |
4,015.27 |
9,829.03 |
92.7% |
659.00 |
6.2% |
67% |
False |
False |
81,609 |
| 100 |
13,844.30 |
3,680.31 |
10,163.99 |
95.8% |
545.53 |
5.1% |
68% |
False |
False |
71,751 |
| 120 |
13,844.30 |
3,355.25 |
10,489.05 |
98.9% |
475.40 |
4.5% |
69% |
False |
False |
67,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,747.87 |
|
2.618 |
14,430.17 |
|
1.618 |
13,010.01 |
|
1.000 |
12,132.35 |
|
0.618 |
11,589.85 |
|
HIGH |
10,712.19 |
|
0.618 |
10,169.69 |
|
0.500 |
10,002.11 |
|
0.382 |
9,834.53 |
|
LOW |
9,292.03 |
|
0.618 |
8,414.37 |
|
1.000 |
7,871.87 |
|
1.618 |
6,994.21 |
|
2.618 |
5,574.05 |
|
4.250 |
3,256.35 |
|
|
| Fisher Pivots for day following 18-Jul-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,403.51 |
10,428.86 |
| PP |
10,202.81 |
10,253.51 |
| S1 |
10,002.11 |
10,078.16 |
|