| Trading Metrics calculated at close of trading on 22-Jul-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2019 |
22-Jul-2019 |
Change |
Change % |
Previous Week |
| Open |
10,605.07 |
10,526.95 |
-78.12 |
-0.7% |
11,911.82 |
| High |
10,759.90 |
11,087.69 |
327.79 |
3.0% |
11,933.70 |
| Low |
10,150.40 |
10,113.64 |
-36.76 |
-0.4% |
9,094.71 |
| Close |
10,525.11 |
10,328.42 |
-196.69 |
-1.9% |
10,525.11 |
| Range |
609.50 |
974.05 |
364.55 |
59.8% |
2,838.99 |
| ATR |
1,111.60 |
1,101.77 |
-9.82 |
-0.9% |
0.00 |
| Volume |
65,564 |
65,250 |
-314 |
-0.5% |
603,060 |
|
| Daily Pivots for day following 22-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,432.07 |
12,854.29 |
10,864.15 |
|
| R3 |
12,458.02 |
11,880.24 |
10,596.28 |
|
| R2 |
11,483.97 |
11,483.97 |
10,507.00 |
|
| R1 |
10,906.19 |
10,906.19 |
10,417.71 |
10,708.06 |
| PP |
10,509.92 |
10,509.92 |
10,509.92 |
10,410.85 |
| S1 |
9,932.14 |
9,932.14 |
10,239.13 |
9,734.01 |
| S2 |
9,535.87 |
9,535.87 |
10,149.84 |
|
| S3 |
8,561.82 |
8,958.09 |
10,060.56 |
|
| S4 |
7,587.77 |
7,984.04 |
9,792.69 |
|
|
| Weekly Pivots for week ending 19-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,034.81 |
17,618.95 |
12,086.55 |
|
| R3 |
16,195.82 |
14,779.96 |
11,305.83 |
|
| R2 |
13,356.83 |
13,356.83 |
11,045.59 |
|
| R1 |
11,940.97 |
11,940.97 |
10,785.35 |
11,229.41 |
| PP |
10,517.84 |
10,517.84 |
10,517.84 |
10,162.06 |
| S1 |
9,101.98 |
9,101.98 |
10,264.87 |
8,390.42 |
| S2 |
7,678.85 |
7,678.85 |
10,004.63 |
|
| S3 |
4,839.86 |
6,262.99 |
9,744.39 |
|
| S4 |
2,000.87 |
3,424.00 |
8,963.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,087.69 |
9,094.71 |
1,992.98 |
19.3% |
1,084.19 |
10.5% |
62% |
True |
False |
109,904 |
| 10 |
13,173.79 |
9,094.71 |
4,079.08 |
39.5% |
1,170.84 |
11.3% |
30% |
False |
False |
108,520 |
| 20 |
13,844.30 |
9,094.71 |
4,749.59 |
46.0% |
1,369.69 |
13.3% |
26% |
False |
False |
120,668 |
| 40 |
13,844.30 |
7,474.27 |
6,370.03 |
61.7% |
943.87 |
9.1% |
45% |
False |
False |
90,481 |
| 60 |
13,844.30 |
5,120.57 |
8,723.73 |
84.5% |
805.08 |
7.8% |
60% |
False |
False |
87,208 |
| 80 |
13,844.30 |
4,129.74 |
9,714.56 |
94.1% |
676.38 |
6.5% |
64% |
False |
False |
82,421 |
| 100 |
13,844.30 |
3,696.07 |
10,148.23 |
98.3% |
559.17 |
5.4% |
65% |
False |
False |
72,475 |
| 120 |
13,844.30 |
3,355.25 |
10,489.05 |
101.6% |
487.26 |
4.7% |
66% |
False |
False |
67,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,227.40 |
|
2.618 |
13,637.75 |
|
1.618 |
12,663.70 |
|
1.000 |
12,061.74 |
|
0.618 |
11,689.65 |
|
HIGH |
11,087.69 |
|
0.618 |
10,715.60 |
|
0.500 |
10,600.67 |
|
0.382 |
10,485.73 |
|
LOW |
10,113.64 |
|
0.618 |
9,511.68 |
|
1.000 |
9,139.59 |
|
1.618 |
8,537.63 |
|
2.618 |
7,563.58 |
|
4.250 |
5,973.93 |
|
|
| Fisher Pivots for day following 22-Jul-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,600.67 |
10,282.23 |
| PP |
10,509.92 |
10,236.05 |
| S1 |
10,419.17 |
10,189.86 |
|