| Trading Metrics calculated at close of trading on 26-Jul-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2019 |
26-Jul-2019 |
Change |
Change % |
Previous Week |
| Open |
9,676.68 |
9,877.28 |
200.60 |
2.1% |
10,526.95 |
| High |
10,185.91 |
9,945.59 |
-240.32 |
-2.4% |
11,087.69 |
| Low |
9,667.03 |
9,672.06 |
5.03 |
0.1% |
9,559.01 |
| Close |
9,877.28 |
9,834.17 |
-43.11 |
-0.4% |
9,834.17 |
| Range |
518.88 |
273.53 |
-245.35 |
-47.3% |
1,528.68 |
| ATR |
989.05 |
937.94 |
-51.11 |
-5.2% |
0.00 |
| Volume |
41,435 |
20,433 |
-21,002 |
-50.7% |
215,207 |
|
| Daily Pivots for day following 26-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,637.86 |
10,509.55 |
9,984.61 |
|
| R3 |
10,364.33 |
10,236.02 |
9,909.39 |
|
| R2 |
10,090.80 |
10,090.80 |
9,884.32 |
|
| R1 |
9,962.49 |
9,962.49 |
9,859.24 |
9,889.88 |
| PP |
9,817.27 |
9,817.27 |
9,817.27 |
9,780.97 |
| S1 |
9,688.96 |
9,688.96 |
9,809.10 |
9,616.35 |
| S2 |
9,543.74 |
9,543.74 |
9,784.02 |
|
| S3 |
9,270.21 |
9,415.43 |
9,758.95 |
|
| S4 |
8,996.68 |
9,141.90 |
9,683.73 |
|
|
| Weekly Pivots for week ending 26-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,746.33 |
13,818.93 |
10,674.94 |
|
| R3 |
13,217.65 |
12,290.25 |
10,254.56 |
|
| R2 |
11,688.97 |
11,688.97 |
10,114.43 |
|
| R1 |
10,761.57 |
10,761.57 |
9,974.30 |
10,460.93 |
| PP |
10,160.29 |
10,160.29 |
10,160.29 |
10,009.97 |
| S1 |
9,232.89 |
9,232.89 |
9,694.04 |
8,932.25 |
| S2 |
8,631.61 |
8,631.61 |
9,553.91 |
|
| S3 |
7,102.93 |
7,704.21 |
9,413.78 |
|
| S4 |
5,574.25 |
6,175.53 |
8,993.40 |
|
|
| 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 |
9,559.01 |
1,528.68 |
15.5% |
570.89 |
5.8% |
18% |
False |
False |
43,041 |
| 10 |
11,933.70 |
9,094.71 |
2,838.99 |
28.9% |
933.98 |
9.5% |
26% |
False |
False |
81,826 |
| 20 |
13,173.79 |
9,094.71 |
4,079.08 |
41.5% |
1,065.48 |
10.8% |
18% |
False |
False |
93,783 |
| 40 |
13,844.30 |
7,474.27 |
6,370.03 |
64.8% |
948.17 |
9.6% |
37% |
False |
False |
87,027 |
| 60 |
13,844.30 |
5,561.70 |
8,282.60 |
84.2% |
821.88 |
8.4% |
52% |
False |
False |
86,499 |
| 80 |
13,844.30 |
4,913.21 |
8,931.09 |
90.8% |
673.14 |
6.8% |
55% |
False |
False |
78,434 |
| 100 |
13,844.30 |
3,805.02 |
10,039.28 |
102.1% |
574.08 |
5.8% |
60% |
False |
False |
72,607 |
| 120 |
13,844.30 |
3,355.25 |
10,489.05 |
106.7% |
500.61 |
5.1% |
62% |
False |
False |
67,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,108.09 |
|
2.618 |
10,661.69 |
|
1.618 |
10,388.16 |
|
1.000 |
10,219.12 |
|
0.618 |
10,114.63 |
|
HIGH |
9,945.59 |
|
0.618 |
9,841.10 |
|
0.500 |
9,808.83 |
|
0.382 |
9,776.55 |
|
LOW |
9,672.06 |
|
0.618 |
9,503.02 |
|
1.000 |
9,398.53 |
|
1.618 |
9,229.49 |
|
2.618 |
8,955.96 |
|
4.250 |
8,509.56 |
|
|
| Fisher Pivots for day following 26-Jul-2019 |
| Pivot |
1 day |
3 day |
| R1 |
9,825.72 |
9,872.46 |
| PP |
9,817.27 |
9,859.70 |
| S1 |
9,808.83 |
9,846.93 |
|