Trading Metrics calculated at close of trading on 14-Aug-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2019 |
14-Aug-2019 |
Change |
Change % |
Previous Week |
Open |
11,427.42 |
10,912.55 |
-514.87 |
-4.5% |
10,397.85 |
High |
11,442.32 |
10,937.98 |
-504.34 |
-4.4% |
12,314.44 |
Low |
10,793.99 |
10,107.09 |
-686.90 |
-6.4% |
10,367.25 |
Close |
10,912.55 |
10,184.67 |
-727.88 |
-6.7% |
11,881.68 |
Range |
648.33 |
830.89 |
182.56 |
28.2% |
1,947.19 |
ATR |
799.17 |
801.44 |
2.27 |
0.3% |
0.00 |
Volume |
64,641 |
56,228 |
-8,413 |
-13.0% |
355,673 |
|
Daily Pivots for day following 14-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,902.58 |
12,374.52 |
10,641.66 |
|
R3 |
12,071.69 |
11,543.63 |
10,413.16 |
|
R2 |
11,240.80 |
11,240.80 |
10,337.00 |
|
R1 |
10,712.74 |
10,712.74 |
10,260.83 |
10,561.33 |
PP |
10,409.91 |
10,409.91 |
10,409.91 |
10,334.21 |
S1 |
9,881.85 |
9,881.85 |
10,108.51 |
9,730.44 |
S2 |
9,579.02 |
9,579.02 |
10,032.34 |
|
S3 |
8,748.13 |
9,050.96 |
9,956.18 |
|
S4 |
7,917.24 |
8,220.07 |
9,727.68 |
|
|
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 |
12,046.26 |
10,107.09 |
1,939.17 |
19.0% |
645.39 |
6.3% |
4% |
False |
True |
51,172 |
10 |
12,314.44 |
9,892.63 |
2,421.81 |
23.8% |
734.99 |
7.2% |
12% |
False |
False |
59,730 |
20 |
12,314.44 |
9,173.49 |
3,140.95 |
30.8% |
708.89 |
7.0% |
32% |
False |
False |
55,986 |
40 |
13,844.30 |
9,094.71 |
4,749.59 |
46.6% |
1,023.91 |
10.1% |
23% |
False |
False |
86,845 |
60 |
13,844.30 |
7,474.27 |
6,370.03 |
62.5% |
845.12 |
8.3% |
43% |
False |
False |
78,418 |
80 |
13,844.30 |
5,052.90 |
8,791.40 |
86.3% |
752.85 |
7.4% |
58% |
False |
False |
78,313 |
100 |
13,844.30 |
4,003.77 |
9,840.53 |
96.6% |
655.17 |
6.4% |
63% |
False |
False |
75,434 |
120 |
13,844.30 |
3,680.31 |
10,163.99 |
99.8% |
562.29 |
5.5% |
64% |
False |
False |
68,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,469.26 |
2.618 |
13,113.25 |
1.618 |
12,282.36 |
1.000 |
11,768.87 |
0.618 |
11,451.47 |
HIGH |
10,937.98 |
0.618 |
10,620.58 |
0.500 |
10,522.54 |
0.382 |
10,424.49 |
LOW |
10,107.09 |
0.618 |
9,593.60 |
1.000 |
9,276.20 |
1.618 |
8,762.71 |
2.618 |
7,931.82 |
4.250 |
6,575.81 |
|
|
Fisher Pivots for day following 14-Aug-2019 |
Pivot |
1 day |
3 day |
R1 |
10,522.54 |
11,032.18 |
PP |
10,409.91 |
10,749.68 |
S1 |
10,297.29 |
10,467.17 |
|