| Trading Metrics calculated at close of trading on 31-Jul-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2019 |
31-Jul-2019 |
Change |
Change % |
Previous Week |
| Open |
9,519.34 |
9,556.96 |
37.62 |
0.4% |
10,526.95 |
| High |
9,739.55 |
10,118.07 |
378.52 |
3.9% |
11,087.69 |
| Low |
9,403.75 |
9,535.98 |
132.23 |
1.4% |
9,559.01 |
| Close |
9,556.98 |
10,027.41 |
470.43 |
4.9% |
9,834.17 |
| Range |
335.80 |
582.09 |
246.29 |
73.3% |
1,528.68 |
| ATR |
900.77 |
878.01 |
-22.76 |
-2.5% |
0.00 |
| Volume |
20,130 |
42,635 |
22,505 |
111.8% |
215,207 |
|
| Daily Pivots for day following 31-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,640.09 |
11,415.84 |
10,347.56 |
|
| R3 |
11,058.00 |
10,833.75 |
10,187.48 |
|
| R2 |
10,475.91 |
10,475.91 |
10,134.13 |
|
| R1 |
10,251.66 |
10,251.66 |
10,080.77 |
10,363.79 |
| PP |
9,893.82 |
9,893.82 |
9,893.82 |
9,949.88 |
| S1 |
9,669.57 |
9,669.57 |
9,974.05 |
9,781.70 |
| S2 |
9,311.73 |
9,311.73 |
9,920.69 |
|
| S3 |
8,729.64 |
9,087.48 |
9,867.34 |
|
| S4 |
8,147.55 |
8,505.39 |
9,707.26 |
|
|
| 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 |
10,199.40 |
9,173.49 |
1,025.91 |
10.2% |
547.24 |
5.5% |
83% |
False |
False |
33,942 |
| 10 |
11,087.69 |
9,173.49 |
1,914.20 |
19.1% |
682.79 |
6.8% |
45% |
False |
False |
52,241 |
| 20 |
13,173.79 |
9,094.71 |
4,079.08 |
40.7% |
931.60 |
9.3% |
23% |
False |
False |
80,426 |
| 40 |
13,844.30 |
7,474.27 |
6,370.03 |
63.5% |
949.44 |
9.5% |
40% |
False |
False |
83,721 |
| 60 |
13,844.30 |
5,891.39 |
7,952.91 |
79.3% |
841.43 |
8.4% |
52% |
False |
False |
85,779 |
| 80 |
13,844.30 |
4,913.21 |
8,931.09 |
89.1% |
686.71 |
6.8% |
57% |
False |
False |
77,291 |
| 100 |
13,844.30 |
3,830.53 |
10,013.77 |
99.9% |
590.81 |
5.9% |
62% |
False |
False |
72,818 |
| 120 |
13,844.30 |
3,555.71 |
10,288.59 |
102.6% |
512.13 |
5.1% |
63% |
False |
False |
67,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,591.95 |
|
2.618 |
11,641.98 |
|
1.618 |
11,059.89 |
|
1.000 |
10,700.16 |
|
0.618 |
10,477.80 |
|
HIGH |
10,118.07 |
|
0.618 |
9,895.71 |
|
0.500 |
9,827.03 |
|
0.382 |
9,758.34 |
|
LOW |
9,535.98 |
|
0.618 |
9,176.25 |
|
1.000 |
8,953.89 |
|
1.618 |
8,594.16 |
|
2.618 |
8,012.07 |
|
4.250 |
7,062.10 |
|
|
| Fisher Pivots for day following 31-Jul-2019 |
| Pivot |
1 day |
3 day |
| R1 |
9,960.62 |
9,913.76 |
| PP |
9,893.82 |
9,800.10 |
| S1 |
9,827.03 |
9,686.45 |
|