| Trading Metrics calculated at close of trading on 09-Aug-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2019 |
09-Aug-2019 |
Change |
Change % |
Previous Week |
| Open |
11,860.21 |
11,617.85 |
-242.36 |
-2.0% |
10,397.85 |
| High |
12,041.96 |
12,046.26 |
4.30 |
0.0% |
12,314.44 |
| Low |
11,514.50 |
11,610.29 |
95.79 |
0.8% |
10,367.25 |
| Close |
11,617.85 |
11,881.68 |
263.83 |
2.3% |
11,881.68 |
| Range |
527.46 |
435.97 |
-91.49 |
-17.3% |
1,947.19 |
| ATR |
841.80 |
812.81 |
-28.99 |
-3.4% |
0.00 |
| Volume |
55,976 |
50,767 |
-5,209 |
-9.3% |
355,673 |
|
| Daily Pivots for day following 09-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,153.99 |
12,953.80 |
12,121.46 |
|
| R3 |
12,718.02 |
12,517.83 |
12,001.57 |
|
| R2 |
12,282.05 |
12,282.05 |
11,961.61 |
|
| R1 |
12,081.86 |
12,081.86 |
11,921.64 |
12,181.96 |
| PP |
11,846.08 |
11,846.08 |
11,846.08 |
11,896.12 |
| S1 |
11,645.89 |
11,645.89 |
11,841.72 |
11,745.99 |
| S2 |
11,410.11 |
11,410.11 |
11,801.75 |
|
| S3 |
10,974.14 |
11,209.92 |
11,761.79 |
|
| S4 |
10,538.17 |
10,773.95 |
11,641.90 |
|
|
| Weekly Pivots for week ending 09-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,362.69 |
16,569.38 |
12,952.63 |
|
| R3 |
15,415.50 |
14,622.19 |
12,417.16 |
|
| R2 |
13,468.31 |
13,468.31 |
12,238.66 |
|
| R1 |
12,675.00 |
12,675.00 |
12,060.17 |
13,071.66 |
| PP |
11,521.12 |
11,521.12 |
11,521.12 |
11,719.45 |
| S1 |
10,727.81 |
10,727.81 |
11,703.19 |
11,124.47 |
| S2 |
9,573.93 |
9,573.93 |
11,524.70 |
|
| S3 |
7,626.74 |
8,780.62 |
11,346.20 |
|
| S4 |
5,679.55 |
6,833.43 |
10,810.73 |
|
|
| 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 |
10,367.25 |
1,947.19 |
16.4% |
834.79 |
7.0% |
78% |
False |
False |
71,134 |
| 10 |
12,314.44 |
9,173.49 |
3,140.95 |
26.4% |
703.02 |
5.9% |
86% |
False |
False |
55,602 |
| 20 |
12,314.44 |
9,094.71 |
3,219.73 |
27.1% |
818.50 |
6.9% |
87% |
False |
False |
68,714 |
| 40 |
13,844.30 |
8,451.66 |
5,392.64 |
45.4% |
1,010.33 |
8.5% |
64% |
False |
False |
87,583 |
| 60 |
13,844.30 |
7,116.92 |
6,727.38 |
56.6% |
838.23 |
7.1% |
71% |
False |
False |
79,999 |
| 80 |
13,844.30 |
5,052.90 |
8,791.40 |
74.0% |
733.31 |
6.2% |
78% |
False |
False |
79,072 |
| 100 |
13,844.30 |
3,880.93 |
9,963.37 |
83.9% |
635.57 |
5.3% |
80% |
False |
False |
74,973 |
| 120 |
13,844.30 |
3,680.31 |
10,163.99 |
85.5% |
549.28 |
4.6% |
81% |
False |
False |
68,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,899.13 |
|
2.618 |
13,187.63 |
|
1.618 |
12,751.66 |
|
1.000 |
12,482.23 |
|
0.618 |
12,315.69 |
|
HIGH |
12,046.26 |
|
0.618 |
11,879.72 |
|
0.500 |
11,828.28 |
|
0.382 |
11,776.83 |
|
LOW |
11,610.29 |
|
0.618 |
11,340.86 |
|
1.000 |
11,174.32 |
|
1.618 |
10,904.89 |
|
2.618 |
10,468.92 |
|
4.250 |
9,757.42 |
|
|
| Fisher Pivots for day following 09-Aug-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,863.88 |
11,815.86 |
| PP |
11,846.08 |
11,750.04 |
| S1 |
11,828.28 |
11,684.22 |
|