| Trading Metrics calculated at close of trading on 29-Jul-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2019 |
29-Jul-2019 |
Change |
Change % |
Previous Week |
| Open |
9,877.28 |
9,834.18 |
-43.10 |
-0.4% |
10,526.95 |
| High |
9,945.59 |
10,199.40 |
253.81 |
2.6% |
11,087.69 |
| Low |
9,672.06 |
9,173.49 |
-498.57 |
-5.2% |
9,559.01 |
| Close |
9,834.17 |
9,519.35 |
-314.82 |
-3.2% |
9,834.17 |
| Range |
273.53 |
1,025.91 |
752.38 |
275.1% |
1,528.68 |
| ATR |
937.94 |
944.23 |
6.28 |
0.7% |
0.00 |
| Volume |
20,433 |
45,077 |
24,644 |
120.6% |
215,207 |
|
| Daily Pivots for day following 29-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,708.48 |
12,139.82 |
10,083.60 |
|
| R3 |
11,682.57 |
11,113.91 |
9,801.48 |
|
| R2 |
10,656.66 |
10,656.66 |
9,707.43 |
|
| R1 |
10,088.00 |
10,088.00 |
9,613.39 |
9,859.38 |
| PP |
9,630.75 |
9,630.75 |
9,630.75 |
9,516.43 |
| S1 |
9,062.09 |
9,062.09 |
9,425.31 |
8,833.47 |
| S2 |
8,604.84 |
8,604.84 |
9,331.27 |
|
| S3 |
7,578.93 |
8,036.18 |
9,237.22 |
|
| S4 |
6,553.02 |
7,010.27 |
8,955.10 |
|
|
| 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 |
10,382.69 |
9,173.49 |
1,209.20 |
12.7% |
581.26 |
6.1% |
29% |
False |
True |
39,006 |
| 10 |
11,087.69 |
9,094.71 |
1,992.98 |
20.9% |
832.73 |
8.7% |
21% |
False |
False |
74,455 |
| 20 |
13,173.79 |
9,094.71 |
4,079.08 |
42.9% |
995.51 |
10.5% |
10% |
False |
False |
89,564 |
| 40 |
13,844.30 |
7,474.27 |
6,370.03 |
66.9% |
962.02 |
10.1% |
32% |
False |
False |
86,587 |
| 60 |
13,844.30 |
5,687.12 |
8,157.18 |
85.7% |
834.24 |
8.8% |
47% |
False |
False |
86,514 |
| 80 |
13,844.30 |
4,913.21 |
8,931.09 |
93.8% |
680.93 |
7.2% |
52% |
False |
False |
78,122 |
| 100 |
13,844.30 |
3,805.02 |
10,039.28 |
105.5% |
582.84 |
6.1% |
57% |
False |
False |
72,686 |
| 120 |
13,844.30 |
3,555.71 |
10,288.59 |
108.1% |
505.95 |
5.3% |
58% |
False |
False |
67,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,559.52 |
|
2.618 |
12,885.23 |
|
1.618 |
11,859.32 |
|
1.000 |
11,225.31 |
|
0.618 |
10,833.41 |
|
HIGH |
10,199.40 |
|
0.618 |
9,807.50 |
|
0.500 |
9,686.45 |
|
0.382 |
9,565.39 |
|
LOW |
9,173.49 |
|
0.618 |
8,539.48 |
|
1.000 |
8,147.58 |
|
1.618 |
7,513.57 |
|
2.618 |
6,487.66 |
|
4.250 |
4,813.37 |
|
|
| Fisher Pivots for day following 29-Jul-2019 |
| Pivot |
1 day |
3 day |
| R1 |
9,686.45 |
9,686.45 |
| PP |
9,630.75 |
9,630.75 |
| S1 |
9,575.05 |
9,575.05 |
|