| Trading Metrics calculated at close of trading on 16-Aug-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2019 |
16-Aug-2019 |
Change |
Change % |
Previous Week |
| Open |
10,184.67 |
10,377.26 |
192.59 |
1.9% |
11,881.85 |
| High |
10,380.23 |
10,534.64 |
154.41 |
1.5% |
11,957.27 |
| Low |
9,520.51 |
9,801.22 |
280.71 |
2.9% |
9,520.51 |
| Close |
10,376.62 |
10,404.96 |
28.34 |
0.3% |
10,404.96 |
| Range |
859.72 |
733.42 |
-126.30 |
-14.7% |
2,436.76 |
| ATR |
805.60 |
800.44 |
-5.16 |
-0.6% |
0.00 |
| Volume |
114,926 |
79,803 |
-35,123 |
-30.6% |
343,848 |
|
| Daily Pivots for day following 16-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,447.20 |
12,159.50 |
10,808.34 |
|
| R3 |
11,713.78 |
11,426.08 |
10,606.65 |
|
| R2 |
10,980.36 |
10,980.36 |
10,539.42 |
|
| R1 |
10,692.66 |
10,692.66 |
10,472.19 |
10,836.51 |
| PP |
10,246.94 |
10,246.94 |
10,246.94 |
10,318.87 |
| S1 |
9,959.24 |
9,959.24 |
10,337.73 |
10,103.09 |
| S2 |
9,513.52 |
9,513.52 |
10,270.50 |
|
| S3 |
8,780.10 |
9,225.82 |
10,203.27 |
|
| S4 |
8,046.68 |
8,492.40 |
10,001.58 |
|
|
| Weekly Pivots for week ending 16-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,937.86 |
16,608.17 |
11,745.18 |
|
| R3 |
15,501.10 |
14,171.41 |
11,075.07 |
|
| R2 |
13,064.34 |
13,064.34 |
10,851.70 |
|
| R1 |
11,734.65 |
11,734.65 |
10,628.33 |
11,181.12 |
| PP |
10,627.58 |
10,627.58 |
10,627.58 |
10,350.81 |
| S1 |
9,297.89 |
9,297.89 |
10,181.59 |
8,744.36 |
| S2 |
8,190.82 |
8,190.82 |
9,958.22 |
|
| S3 |
5,754.06 |
6,861.13 |
9,734.85 |
|
| S4 |
3,317.30 |
4,424.37 |
9,064.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,957.27 |
9,520.51 |
2,436.76 |
23.4% |
771.33 |
7.4% |
36% |
False |
False |
68,769 |
| 10 |
12,314.44 |
9,520.51 |
2,793.93 |
26.9% |
803.06 |
7.7% |
32% |
False |
False |
69,952 |
| 20 |
12,314.44 |
9,173.49 |
3,140.95 |
30.2% |
687.06 |
6.6% |
39% |
False |
False |
55,754 |
| 40 |
13,844.30 |
9,094.71 |
4,749.59 |
45.6% |
1,040.24 |
10.0% |
28% |
False |
False |
88,511 |
| 60 |
13,844.30 |
7,474.27 |
6,370.03 |
61.2% |
859.17 |
8.3% |
46% |
False |
False |
79,273 |
| 80 |
13,844.30 |
5,111.10 |
8,733.20 |
83.9% |
765.52 |
7.4% |
61% |
False |
False |
78,874 |
| 100 |
13,844.30 |
4,061.69 |
9,782.61 |
94.0% |
669.72 |
6.4% |
65% |
False |
False |
76,738 |
| 120 |
13,844.30 |
3,680.31 |
10,163.99 |
97.7% |
573.73 |
5.5% |
66% |
False |
False |
69,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,651.68 |
|
2.618 |
12,454.73 |
|
1.618 |
11,721.31 |
|
1.000 |
11,268.06 |
|
0.618 |
10,987.89 |
|
HIGH |
10,534.64 |
|
0.618 |
10,254.47 |
|
0.500 |
10,167.93 |
|
0.382 |
10,081.39 |
|
LOW |
9,801.22 |
|
0.618 |
9,347.97 |
|
1.000 |
9,067.80 |
|
1.618 |
8,614.55 |
|
2.618 |
7,881.13 |
|
4.250 |
6,684.19 |
|
|
| Fisher Pivots for day following 16-Aug-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,325.95 |
10,346.39 |
| PP |
10,246.94 |
10,287.82 |
| S1 |
10,167.93 |
10,229.25 |
|