| Trading Metrics calculated at close of trading on 15-Aug-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2019 |
15-Aug-2019 |
Change |
Change % |
Previous Week |
| Open |
10,912.55 |
10,184.67 |
-727.88 |
-6.7% |
10,397.85 |
| High |
10,937.98 |
10,380.23 |
-557.75 |
-5.1% |
12,314.44 |
| Low |
10,107.09 |
9,520.51 |
-586.58 |
-5.8% |
10,367.25 |
| Close |
10,184.67 |
10,376.62 |
191.95 |
1.9% |
11,881.68 |
| Range |
830.89 |
859.72 |
28.83 |
3.5% |
1,947.19 |
| ATR |
801.44 |
805.60 |
4.16 |
0.5% |
0.00 |
| Volume |
56,228 |
114,926 |
58,698 |
104.4% |
355,673 |
|
| Daily Pivots for day following 15-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,671.61 |
12,383.84 |
10,849.47 |
|
| R3 |
11,811.89 |
11,524.12 |
10,613.04 |
|
| R2 |
10,952.17 |
10,952.17 |
10,534.24 |
|
| R1 |
10,664.40 |
10,664.40 |
10,455.43 |
10,808.29 |
| PP |
10,092.45 |
10,092.45 |
10,092.45 |
10,164.40 |
| S1 |
9,804.68 |
9,804.68 |
10,297.81 |
9,948.57 |
| S2 |
9,232.73 |
9,232.73 |
10,219.00 |
|
| S3 |
8,373.01 |
8,944.96 |
10,140.20 |
|
| S4 |
7,513.29 |
8,085.24 |
9,903.77 |
|
|
| 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 |
9,520.51 |
2,525.75 |
24.3% |
711.84 |
6.9% |
34% |
False |
True |
62,962 |
| 10 |
12,314.44 |
9,520.51 |
2,793.93 |
26.9% |
761.74 |
7.3% |
31% |
False |
True |
68,245 |
| 20 |
12,314.44 |
9,173.49 |
3,140.95 |
30.3% |
680.87 |
6.6% |
38% |
False |
False |
55,042 |
| 40 |
13,844.30 |
9,094.71 |
4,749.59 |
45.8% |
1,033.82 |
10.0% |
27% |
False |
False |
88,518 |
| 60 |
13,844.30 |
7,474.27 |
6,370.03 |
61.4% |
853.12 |
8.2% |
46% |
False |
False |
79,101 |
| 80 |
13,844.30 |
5,052.90 |
8,791.40 |
84.7% |
762.06 |
7.3% |
61% |
False |
False |
79,358 |
| 100 |
13,844.30 |
4,015.27 |
9,829.03 |
94.7% |
663.37 |
6.4% |
65% |
False |
False |
76,295 |
| 120 |
13,844.30 |
3,680.31 |
10,163.99 |
98.0% |
568.09 |
5.5% |
66% |
False |
False |
68,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,034.04 |
|
2.618 |
12,630.98 |
|
1.618 |
11,771.26 |
|
1.000 |
11,239.95 |
|
0.618 |
10,911.54 |
|
HIGH |
10,380.23 |
|
0.618 |
10,051.82 |
|
0.500 |
9,950.37 |
|
0.382 |
9,848.92 |
|
LOW |
9,520.51 |
|
0.618 |
8,989.20 |
|
1.000 |
8,660.79 |
|
1.618 |
8,129.48 |
|
2.618 |
7,269.76 |
|
4.250 |
5,866.70 |
|
|
| Fisher Pivots for day following 15-Aug-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,234.54 |
10,481.42 |
| PP |
10,092.45 |
10,446.48 |
| S1 |
9,950.37 |
10,411.55 |
|