| Trading Metrics calculated at close of trading on 13-Aug-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2019 |
13-Aug-2019 |
Change |
Change % |
Previous Week |
| Open |
11,881.85 |
11,427.42 |
-454.43 |
-3.8% |
10,397.85 |
| High |
11,957.27 |
11,442.32 |
-514.95 |
-4.3% |
12,314.44 |
| Low |
11,172.99 |
10,793.99 |
-379.00 |
-3.4% |
10,367.25 |
| Close |
11,427.27 |
10,912.55 |
-514.72 |
-4.5% |
11,881.68 |
| Range |
784.28 |
648.33 |
-135.95 |
-17.3% |
1,947.19 |
| ATR |
810.77 |
799.17 |
-11.60 |
-1.4% |
0.00 |
| Volume |
28,250 |
64,641 |
36,391 |
128.8% |
355,673 |
|
| Daily Pivots for day following 13-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,994.61 |
12,601.91 |
11,269.13 |
|
| R3 |
12,346.28 |
11,953.58 |
11,090.84 |
|
| R2 |
11,697.95 |
11,697.95 |
11,031.41 |
|
| R1 |
11,305.25 |
11,305.25 |
10,971.98 |
11,177.44 |
| PP |
11,049.62 |
11,049.62 |
11,049.62 |
10,985.71 |
| S1 |
10,656.92 |
10,656.92 |
10,853.12 |
10,529.11 |
| S2 |
10,401.29 |
10,401.29 |
10,793.69 |
|
| S3 |
9,752.96 |
10,008.59 |
10,734.26 |
|
| S4 |
9,104.63 |
9,360.26 |
10,555.97 |
|
|
| 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 |
12,132.46 |
10,793.99 |
1,338.47 |
12.3% |
658.50 |
6.0% |
9% |
False |
True |
56,520 |
| 10 |
12,314.44 |
9,535.98 |
2,778.46 |
25.5% |
710.11 |
6.5% |
50% |
False |
False |
58,371 |
| 20 |
12,314.44 |
9,094.71 |
3,219.73 |
29.5% |
711.54 |
6.5% |
56% |
False |
False |
60,399 |
| 40 |
13,844.30 |
8,949.04 |
4,895.26 |
44.9% |
1,009.64 |
9.3% |
40% |
False |
False |
86,341 |
| 60 |
13,844.30 |
7,474.27 |
6,370.03 |
58.4% |
837.58 |
7.7% |
54% |
False |
False |
78,612 |
| 80 |
13,844.30 |
5,052.90 |
8,791.40 |
80.6% |
745.45 |
6.8% |
67% |
False |
False |
78,766 |
| 100 |
13,844.30 |
3,917.40 |
9,926.90 |
91.0% |
648.14 |
5.9% |
70% |
False |
False |
75,234 |
| 120 |
13,844.30 |
3,680.31 |
10,163.99 |
93.1% |
556.47 |
5.1% |
71% |
False |
False |
68,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,197.72 |
|
2.618 |
13,139.65 |
|
1.618 |
12,491.32 |
|
1.000 |
12,090.65 |
|
0.618 |
11,842.99 |
|
HIGH |
11,442.32 |
|
0.618 |
11,194.66 |
|
0.500 |
11,118.16 |
|
0.382 |
11,041.65 |
|
LOW |
10,793.99 |
|
0.618 |
10,393.32 |
|
1.000 |
10,145.66 |
|
1.618 |
9,744.99 |
|
2.618 |
9,096.66 |
|
4.250 |
8,038.59 |
|
|
| Fisher Pivots for day following 13-Aug-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,118.16 |
11,420.13 |
| PP |
11,049.62 |
11,250.93 |
| S1 |
10,981.09 |
11,081.74 |
|