| Trading Metrics calculated at close of trading on 06-Aug-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2019 |
06-Aug-2019 |
Change |
Change % |
Previous Week |
| Open |
10,397.85 |
11,723.91 |
1,326.06 |
12.8% |
9,834.18 |
| High |
11,938.03 |
12,314.44 |
376.41 |
3.2% |
10,664.76 |
| Low |
10,367.25 |
11,571.17 |
1,203.92 |
11.6% |
9,173.49 |
| Close |
11,724.26 |
11,654.62 |
-69.64 |
-0.6% |
10,399.00 |
| Range |
1,570.78 |
743.27 |
-827.51 |
-52.7% |
1,491.27 |
| ATR |
872.89 |
863.63 |
-9.26 |
-1.1% |
0.00 |
| Volume |
83,507 |
82,453 |
-1,054 |
-1.3% |
200,353 |
|
| Daily Pivots for day following 06-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,076.55 |
13,608.86 |
12,063.42 |
|
| R3 |
13,333.28 |
12,865.59 |
11,859.02 |
|
| R2 |
12,590.01 |
12,590.01 |
11,790.89 |
|
| R1 |
12,122.32 |
12,122.32 |
11,722.75 |
11,984.53 |
| PP |
11,846.74 |
11,846.74 |
11,846.74 |
11,777.85 |
| S1 |
11,379.05 |
11,379.05 |
11,586.49 |
11,241.26 |
| S2 |
11,103.47 |
11,103.47 |
11,518.35 |
|
| S3 |
10,360.20 |
10,635.78 |
11,450.22 |
|
| S4 |
9,616.93 |
9,892.51 |
11,245.82 |
|
|
| 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 |
12,314.44 |
9,535.98 |
2,778.46 |
23.8% |
761.71 |
6.5% |
76% |
True |
False |
60,221 |
| 10 |
12,314.44 |
9,173.49 |
3,140.95 |
27.0% |
654.91 |
5.6% |
79% |
True |
False |
48,575 |
| 20 |
13,173.79 |
9,094.71 |
4,079.08 |
35.0% |
903.44 |
7.8% |
63% |
False |
False |
75,447 |
| 40 |
13,844.30 |
7,825.80 |
6,018.50 |
51.6% |
987.18 |
8.5% |
64% |
False |
False |
86,158 |
| 60 |
13,844.30 |
6,780.59 |
7,063.71 |
60.6% |
847.55 |
7.3% |
69% |
False |
False |
82,783 |
| 80 |
13,844.30 |
5,052.90 |
8,791.40 |
75.4% |
714.25 |
6.1% |
75% |
False |
False |
77,828 |
| 100 |
13,844.30 |
3,880.93 |
9,963.37 |
85.5% |
619.03 |
5.3% |
78% |
False |
False |
74,289 |
| 120 |
13,844.30 |
3,680.31 |
10,163.99 |
87.2% |
536.33 |
4.6% |
78% |
False |
False |
67,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,473.34 |
|
2.618 |
14,260.32 |
|
1.618 |
13,517.05 |
|
1.000 |
13,057.71 |
|
0.618 |
12,773.78 |
|
HIGH |
12,314.44 |
|
0.618 |
12,030.51 |
|
0.500 |
11,942.81 |
|
0.382 |
11,855.10 |
|
LOW |
11,571.17 |
|
0.618 |
11,111.83 |
|
1.000 |
10,827.90 |
|
1.618 |
10,368.56 |
|
2.618 |
9,625.29 |
|
4.250 |
8,412.27 |
|
|
| Fisher Pivots for day following 06-Aug-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,942.81 |
11,546.24 |
| PP |
11,846.74 |
11,437.86 |
| S1 |
11,750.68 |
11,329.49 |
|