| Trading Metrics calculated at close of trading on 07-Aug-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2019 |
07-Aug-2019 |
Change |
Change % |
Previous Week |
| Open |
11,723.91 |
11,654.62 |
-69.29 |
-0.6% |
9,834.18 |
| High |
12,314.44 |
12,132.46 |
-181.98 |
-1.5% |
10,664.76 |
| Low |
11,571.17 |
11,235.98 |
-335.19 |
-2.9% |
9,173.49 |
| Close |
11,654.62 |
11,858.39 |
203.77 |
1.7% |
10,399.00 |
| Range |
743.27 |
896.48 |
153.21 |
20.6% |
1,491.27 |
| ATR |
863.63 |
865.98 |
2.35 |
0.3% |
0.00 |
| Volume |
82,453 |
82,970 |
517 |
0.6% |
200,353 |
|
| Daily Pivots for day following 07-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,431.72 |
14,041.53 |
12,351.45 |
|
| R3 |
13,535.24 |
13,145.05 |
12,104.92 |
|
| R2 |
12,638.76 |
12,638.76 |
12,022.74 |
|
| R1 |
12,248.57 |
12,248.57 |
11,940.57 |
12,443.67 |
| PP |
11,742.28 |
11,742.28 |
11,742.28 |
11,839.82 |
| S1 |
11,352.09 |
11,352.09 |
11,776.21 |
11,547.19 |
| S2 |
10,845.80 |
10,845.80 |
11,694.04 |
|
| S3 |
9,949.32 |
10,455.61 |
11,611.86 |
|
| S4 |
9,052.84 |
9,559.13 |
11,365.33 |
|
|
| 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 |
12,314.44 |
9,892.63 |
2,421.81 |
20.4% |
824.59 |
7.0% |
81% |
False |
False |
68,288 |
| 10 |
12,314.44 |
9,173.49 |
3,140.95 |
26.5% |
685.92 |
5.8% |
85% |
False |
False |
51,115 |
| 20 |
12,314.44 |
9,094.71 |
3,219.73 |
27.2% |
871.85 |
7.4% |
86% |
False |
False |
72,852 |
| 40 |
13,844.30 |
8,057.80 |
5,786.50 |
48.8% |
999.21 |
8.4% |
66% |
False |
False |
86,684 |
| 60 |
13,844.30 |
6,780.59 |
7,063.71 |
59.6% |
852.52 |
7.2% |
72% |
False |
False |
82,606 |
| 80 |
13,844.30 |
5,052.90 |
8,791.40 |
74.1% |
724.35 |
6.1% |
77% |
False |
False |
78,451 |
| 100 |
13,844.30 |
3,880.93 |
9,963.37 |
84.0% |
627.51 |
5.3% |
80% |
False |
False |
74,725 |
| 120 |
13,844.30 |
3,680.31 |
10,163.99 |
85.7% |
542.94 |
4.6% |
80% |
False |
False |
68,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,942.50 |
|
2.618 |
14,479.44 |
|
1.618 |
13,582.96 |
|
1.000 |
13,028.94 |
|
0.618 |
12,686.48 |
|
HIGH |
12,132.46 |
|
0.618 |
11,790.00 |
|
0.500 |
11,684.22 |
|
0.382 |
11,578.44 |
|
LOW |
11,235.98 |
|
0.618 |
10,681.96 |
|
1.000 |
10,339.50 |
|
1.618 |
9,785.48 |
|
2.618 |
8,889.00 |
|
4.250 |
7,425.94 |
|
|
| Fisher Pivots for day following 07-Aug-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,800.33 |
11,685.88 |
| PP |
11,742.28 |
11,513.36 |
| S1 |
11,684.22 |
11,340.85 |
|