| Trading Metrics calculated at close of trading on 05-Aug-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2019 |
05-Aug-2019 |
Change |
Change % |
Previous Week |
| Open |
10,405.19 |
10,397.85 |
-7.34 |
-0.1% |
9,834.18 |
| High |
10,664.76 |
11,938.03 |
1,273.27 |
11.9% |
10,664.76 |
| Low |
10,344.53 |
10,367.25 |
22.72 |
0.2% |
9,173.49 |
| Close |
10,399.00 |
11,724.26 |
1,325.26 |
12.7% |
10,399.00 |
| Range |
320.23 |
1,570.78 |
1,250.55 |
390.5% |
1,491.27 |
| ATR |
819.21 |
872.89 |
53.68 |
6.6% |
0.00 |
| Volume |
62,734 |
83,507 |
20,773 |
33.1% |
200,353 |
|
| Daily Pivots for day following 05-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,055.52 |
15,460.67 |
12,588.19 |
|
| R3 |
14,484.74 |
13,889.89 |
12,156.22 |
|
| R2 |
12,913.96 |
12,913.96 |
12,012.24 |
|
| R1 |
12,319.11 |
12,319.11 |
11,868.25 |
12,616.54 |
| PP |
11,343.18 |
11,343.18 |
11,343.18 |
11,491.89 |
| S1 |
10,748.33 |
10,748.33 |
11,580.27 |
11,045.76 |
| S2 |
9,772.40 |
9,772.40 |
11,436.28 |
|
| S3 |
8,201.62 |
9,177.55 |
11,292.30 |
|
| S4 |
6,630.84 |
7,606.77 |
10,860.33 |
|
|
| 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 |
11,938.03 |
9,403.75 |
2,534.28 |
21.6% |
680.22 |
5.8% |
92% |
True |
False |
47,756 |
| 10 |
11,938.03 |
9,173.49 |
2,764.54 |
23.6% |
630.74 |
5.4% |
92% |
True |
False |
43,381 |
| 20 |
13,173.79 |
9,094.71 |
4,079.08 |
34.8% |
900.79 |
7.7% |
64% |
False |
False |
75,951 |
| 40 |
13,844.30 |
7,723.72 |
6,120.58 |
52.2% |
976.80 |
8.3% |
65% |
False |
False |
84,885 |
| 60 |
13,844.30 |
6,780.59 |
7,063.71 |
60.2% |
846.41 |
7.2% |
70% |
False |
False |
84,010 |
| 80 |
13,844.30 |
5,015.12 |
8,829.18 |
75.3% |
707.70 |
6.0% |
76% |
False |
False |
77,407 |
| 100 |
13,844.30 |
3,880.93 |
9,963.37 |
85.0% |
612.28 |
5.2% |
79% |
False |
False |
73,786 |
| 120 |
13,844.30 |
3,680.31 |
10,163.99 |
86.7% |
531.27 |
4.5% |
79% |
False |
False |
67,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,613.85 |
|
2.618 |
16,050.33 |
|
1.618 |
14,479.55 |
|
1.000 |
13,508.81 |
|
0.618 |
12,908.77 |
|
HIGH |
11,938.03 |
|
0.618 |
11,337.99 |
|
0.500 |
11,152.64 |
|
0.382 |
10,967.29 |
|
LOW |
10,367.25 |
|
0.618 |
9,396.51 |
|
1.000 |
8,796.47 |
|
1.618 |
7,825.73 |
|
2.618 |
6,254.95 |
|
4.250 |
3,691.44 |
|
|
| Fisher Pivots for day following 05-Aug-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,533.72 |
11,454.62 |
| PP |
11,343.18 |
11,184.97 |
| S1 |
11,152.64 |
10,915.33 |
|