| Trading Metrics calculated at close of trading on 02-Aug-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2019 |
02-Aug-2019 |
Change |
Change % |
Previous Week |
| Open |
10,027.41 |
10,405.19 |
377.78 |
3.8% |
9,834.18 |
| High |
10,484.83 |
10,664.76 |
179.93 |
1.7% |
10,664.76 |
| Low |
9,892.63 |
10,344.53 |
451.90 |
4.6% |
9,173.49 |
| Close |
10,405.18 |
10,399.00 |
-6.18 |
-0.1% |
10,399.00 |
| Range |
592.20 |
320.23 |
-271.97 |
-45.9% |
1,491.27 |
| ATR |
857.59 |
819.21 |
-38.38 |
-4.5% |
0.00 |
| Volume |
29,777 |
62,734 |
32,957 |
110.7% |
200,353 |
|
| Daily Pivots for day following 02-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,430.12 |
11,234.79 |
10,575.13 |
|
| R3 |
11,109.89 |
10,914.56 |
10,487.06 |
|
| R2 |
10,789.66 |
10,789.66 |
10,457.71 |
|
| R1 |
10,594.33 |
10,594.33 |
10,428.35 |
10,531.88 |
| PP |
10,469.43 |
10,469.43 |
10,469.43 |
10,438.21 |
| S1 |
10,274.10 |
10,274.10 |
10,369.65 |
10,211.65 |
| S2 |
10,149.20 |
10,149.20 |
10,340.29 |
|
| S3 |
9,828.97 |
9,953.87 |
10,310.94 |
|
| S4 |
9,508.74 |
9,633.64 |
10,222.87 |
|
|
| Weekly Pivots for week ending 02-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,552.89 |
13,967.22 |
11,219.20 |
|
| R3 |
13,061.62 |
12,475.95 |
10,809.10 |
|
| R2 |
11,570.35 |
11,570.35 |
10,672.40 |
|
| R1 |
10,984.68 |
10,984.68 |
10,535.70 |
11,277.52 |
| PP |
10,079.08 |
10,079.08 |
10,079.08 |
10,225.50 |
| S1 |
9,493.41 |
9,493.41 |
10,262.30 |
9,786.25 |
| S2 |
8,587.81 |
8,587.81 |
10,125.60 |
|
| S3 |
7,096.54 |
8,002.14 |
9,988.90 |
|
| S4 |
5,605.27 |
6,510.87 |
9,578.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,664.76 |
9,173.49 |
1,491.27 |
14.3% |
571.25 |
5.5% |
82% |
True |
False |
40,070 |
| 10 |
11,087.69 |
9,173.49 |
1,914.20 |
18.4% |
571.07 |
5.5% |
64% |
False |
False |
41,556 |
| 20 |
13,173.79 |
9,094.71 |
4,079.08 |
39.2% |
893.31 |
8.6% |
32% |
False |
False |
75,752 |
| 40 |
13,844.30 |
7,517.72 |
6,326.58 |
60.8% |
951.32 |
9.1% |
46% |
False |
False |
83,823 |
| 60 |
13,844.30 |
6,305.14 |
7,539.16 |
72.5% |
847.14 |
8.1% |
54% |
False |
False |
84,971 |
| 80 |
13,844.30 |
4,967.19 |
8,877.11 |
85.4% |
690.96 |
6.6% |
61% |
False |
False |
76,834 |
| 100 |
13,844.30 |
3,880.93 |
9,963.37 |
95.8% |
598.24 |
5.8% |
65% |
False |
False |
73,175 |
| 120 |
13,844.30 |
3,555.71 |
10,288.59 |
98.9% |
518.83 |
5.0% |
67% |
False |
False |
67,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,025.74 |
|
2.618 |
11,503.12 |
|
1.618 |
11,182.89 |
|
1.000 |
10,984.99 |
|
0.618 |
10,862.66 |
|
HIGH |
10,664.76 |
|
0.618 |
10,542.43 |
|
0.500 |
10,504.65 |
|
0.382 |
10,466.86 |
|
LOW |
10,344.53 |
|
0.618 |
10,146.63 |
|
1.000 |
10,024.30 |
|
1.618 |
9,826.40 |
|
2.618 |
9,506.17 |
|
4.250 |
8,983.55 |
|
|
| Fisher Pivots for day following 02-Aug-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,504.65 |
10,299.46 |
| PP |
10,469.43 |
10,199.91 |
| S1 |
10,434.22 |
10,100.37 |
|