| Trading Metrics calculated at close of trading on 01-Aug-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2019 |
01-Aug-2019 |
Change |
Change % |
Previous Week |
| Open |
9,556.96 |
10,027.41 |
470.45 |
4.9% |
10,526.95 |
| High |
10,118.07 |
10,484.83 |
366.76 |
3.6% |
11,087.69 |
| Low |
9,535.98 |
9,892.63 |
356.65 |
3.7% |
9,559.01 |
| Close |
10,027.41 |
10,405.18 |
377.77 |
3.8% |
9,834.17 |
| Range |
582.09 |
592.20 |
10.11 |
1.7% |
1,528.68 |
| ATR |
878.01 |
857.59 |
-20.41 |
-2.3% |
0.00 |
| Volume |
42,635 |
29,777 |
-12,858 |
-30.2% |
215,207 |
|
| Daily Pivots for day following 01-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,037.48 |
11,813.53 |
10,730.89 |
|
| R3 |
11,445.28 |
11,221.33 |
10,568.04 |
|
| R2 |
10,853.08 |
10,853.08 |
10,513.75 |
|
| R1 |
10,629.13 |
10,629.13 |
10,459.47 |
10,741.11 |
| PP |
10,260.88 |
10,260.88 |
10,260.88 |
10,316.87 |
| S1 |
10,036.93 |
10,036.93 |
10,350.90 |
10,148.91 |
| S2 |
9,668.68 |
9,668.68 |
10,296.61 |
|
| S3 |
9,076.48 |
9,444.73 |
10,242.33 |
|
| S4 |
8,484.28 |
8,852.53 |
10,079.47 |
|
|
| 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 |
10,484.83 |
9,173.49 |
1,311.34 |
12.6% |
561.91 |
5.4% |
94% |
True |
False |
31,610 |
| 10 |
11,087.69 |
9,173.49 |
1,914.20 |
18.4% |
600.00 |
5.8% |
64% |
False |
False |
41,839 |
| 20 |
13,173.79 |
9,094.71 |
4,079.08 |
39.2% |
924.41 |
8.9% |
32% |
False |
False |
77,153 |
| 40 |
13,844.30 |
7,517.72 |
6,326.58 |
60.8% |
954.34 |
9.2% |
46% |
False |
False |
83,443 |
| 60 |
13,844.30 |
6,084.66 |
7,759.64 |
74.6% |
847.82 |
8.1% |
56% |
False |
False |
85,272 |
| 80 |
13,844.30 |
4,913.21 |
8,931.09 |
85.8% |
689.58 |
6.6% |
61% |
False |
False |
76,540 |
| 100 |
13,844.30 |
3,852.86 |
9,991.44 |
96.0% |
595.82 |
5.7% |
66% |
False |
False |
72,817 |
| 120 |
13,844.30 |
3,555.71 |
10,288.59 |
98.9% |
516.48 |
5.0% |
67% |
False |
False |
67,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,001.68 |
|
2.618 |
12,035.21 |
|
1.618 |
11,443.01 |
|
1.000 |
11,077.03 |
|
0.618 |
10,850.81 |
|
HIGH |
10,484.83 |
|
0.618 |
10,258.61 |
|
0.500 |
10,188.73 |
|
0.382 |
10,118.85 |
|
LOW |
9,892.63 |
|
0.618 |
9,526.65 |
|
1.000 |
9,300.43 |
|
1.618 |
8,934.45 |
|
2.618 |
8,342.25 |
|
4.250 |
7,375.78 |
|
|
| Fisher Pivots for day following 01-Aug-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,333.03 |
10,251.55 |
| PP |
10,260.88 |
10,097.92 |
| S1 |
10,188.73 |
9,944.29 |
|