Trading Metrics calculated at close of trading on 24-Jul-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2019 |
24-Jul-2019 |
Change |
Change % |
Previous Week |
Open |
10,328.43 |
10,143.90 |
-184.53 |
-1.8% |
11,911.82 |
High |
10,382.69 |
10,145.37 |
-237.32 |
-2.3% |
11,933.70 |
Low |
9,881.05 |
9,559.01 |
-322.04 |
-3.3% |
9,094.71 |
Close |
10,146.33 |
9,677.75 |
-468.58 |
-4.6% |
10,525.11 |
Range |
501.64 |
586.36 |
84.72 |
16.9% |
2,838.99 |
ATR |
1,058.91 |
1,025.22 |
-33.68 |
-3.2% |
0.00 |
Volume |
30,520 |
57,569 |
27,049 |
88.6% |
603,060 |
|
Daily Pivots for day following 24-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,553.12 |
11,201.80 |
10,000.25 |
|
R3 |
10,966.76 |
10,615.44 |
9,839.00 |
|
R2 |
10,380.40 |
10,380.40 |
9,785.25 |
|
R1 |
10,029.08 |
10,029.08 |
9,731.50 |
9,911.56 |
PP |
9,794.04 |
9,794.04 |
9,794.04 |
9,735.29 |
S1 |
9,442.72 |
9,442.72 |
9,624.00 |
9,325.20 |
S2 |
9,207.68 |
9,207.68 |
9,570.25 |
|
S3 |
8,621.32 |
8,856.36 |
9,516.50 |
|
S4 |
8,034.96 |
8,270.00 |
9,355.25 |
|
|
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 |
9,292.03 |
1,795.66 |
18.6% |
818.34 |
8.5% |
21% |
False |
False |
70,541 |
10 |
12,192.76 |
9,094.71 |
3,098.05 |
32.0% |
1,057.78 |
10.9% |
19% |
False |
False |
94,590 |
20 |
13,329.92 |
9,094.71 |
4,235.21 |
43.8% |
1,269.59 |
13.1% |
14% |
False |
False |
110,336 |
40 |
13,844.30 |
7,474.27 |
6,370.03 |
65.8% |
956.37 |
9.9% |
35% |
False |
False |
90,184 |
60 |
13,844.30 |
5,306.93 |
8,537.37 |
88.2% |
818.08 |
8.5% |
51% |
False |
False |
87,659 |
80 |
13,844.30 |
4,797.10 |
9,047.20 |
93.5% |
672.80 |
7.0% |
54% |
False |
False |
79,633 |
100 |
13,844.30 |
3,805.02 |
10,039.28 |
103.7% |
567.38 |
5.9% |
58% |
False |
False |
72,697 |
120 |
13,844.30 |
3,355.25 |
10,489.05 |
108.4% |
495.16 |
5.1% |
60% |
False |
False |
68,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,637.40 |
2.618 |
11,680.46 |
1.618 |
11,094.10 |
1.000 |
10,731.73 |
0.618 |
10,507.74 |
HIGH |
10,145.37 |
0.618 |
9,921.38 |
0.500 |
9,852.19 |
0.382 |
9,783.00 |
LOW |
9,559.01 |
0.618 |
9,196.64 |
1.000 |
8,972.65 |
1.618 |
8,610.28 |
2.618 |
8,023.92 |
4.250 |
7,066.98 |
|
|
Fisher Pivots for day following 24-Jul-2019 |
Pivot |
1 day |
3 day |
R1 |
9,852.19 |
10,323.35 |
PP |
9,794.04 |
10,108.15 |
S1 |
9,735.90 |
9,892.95 |
|