| Trading Metrics calculated at close of trading on 12-Aug-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2019 |
12-Aug-2019 |
Change |
Change % |
Previous Week |
| Open |
11,617.85 |
11,881.85 |
264.00 |
2.3% |
10,397.85 |
| High |
12,046.26 |
11,957.27 |
-88.99 |
-0.7% |
12,314.44 |
| Low |
11,610.29 |
11,172.99 |
-437.30 |
-3.8% |
10,367.25 |
| Close |
11,881.68 |
11,427.27 |
-454.41 |
-3.8% |
11,881.68 |
| Range |
435.97 |
784.28 |
348.31 |
79.9% |
1,947.19 |
| ATR |
812.81 |
810.77 |
-2.04 |
-0.3% |
0.00 |
| Volume |
50,767 |
28,250 |
-22,517 |
-44.4% |
355,673 |
|
| Daily Pivots for day following 12-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,872.02 |
13,433.92 |
11,858.62 |
|
| R3 |
13,087.74 |
12,649.64 |
11,642.95 |
|
| R2 |
12,303.46 |
12,303.46 |
11,571.05 |
|
| R1 |
11,865.36 |
11,865.36 |
11,499.16 |
11,692.27 |
| PP |
11,519.18 |
11,519.18 |
11,519.18 |
11,432.63 |
| S1 |
11,081.08 |
11,081.08 |
11,355.38 |
10,907.99 |
| S2 |
10,734.90 |
10,734.90 |
11,283.49 |
|
| S3 |
9,950.62 |
10,296.80 |
11,211.59 |
|
| S4 |
9,166.34 |
9,512.52 |
10,995.92 |
|
|
| 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 |
11,172.99 |
1,141.45 |
10.0% |
677.49 |
5.9% |
22% |
False |
True |
60,083 |
| 10 |
12,314.44 |
9,403.75 |
2,910.69 |
25.5% |
678.86 |
5.9% |
70% |
False |
False |
53,919 |
| 20 |
12,314.44 |
9,094.71 |
3,219.73 |
28.2% |
755.79 |
6.6% |
72% |
False |
False |
64,187 |
| 40 |
13,844.30 |
8,948.14 |
4,896.16 |
42.8% |
1,006.37 |
8.8% |
51% |
False |
False |
86,409 |
| 60 |
13,844.30 |
7,474.27 |
6,370.03 |
55.7% |
831.92 |
7.3% |
62% |
False |
False |
78,686 |
| 80 |
13,844.30 |
5,052.90 |
8,791.40 |
76.9% |
740.50 |
6.5% |
73% |
False |
False |
78,911 |
| 100 |
13,844.30 |
3,890.62 |
9,953.68 |
87.1% |
642.09 |
5.6% |
76% |
False |
False |
74,867 |
| 120 |
13,844.30 |
3,680.31 |
10,163.99 |
88.9% |
551.92 |
4.8% |
76% |
False |
False |
67,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,290.46 |
|
2.618 |
14,010.52 |
|
1.618 |
13,226.24 |
|
1.000 |
12,741.55 |
|
0.618 |
12,441.96 |
|
HIGH |
11,957.27 |
|
0.618 |
11,657.68 |
|
0.500 |
11,565.13 |
|
0.382 |
11,472.58 |
|
LOW |
11,172.99 |
|
0.618 |
10,688.30 |
|
1.000 |
10,388.71 |
|
1.618 |
9,904.02 |
|
2.618 |
9,119.74 |
|
4.250 |
7,839.80 |
|
|
| Fisher Pivots for day following 12-Aug-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,565.13 |
11,609.63 |
| PP |
11,519.18 |
11,548.84 |
| S1 |
11,473.22 |
11,488.06 |
|