Trading Metrics calculated at close of trading on 19-Aug-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2019 |
19-Aug-2019 |
Change |
Change % |
Previous Week |
Open |
10,377.26 |
10,399.27 |
22.01 |
0.2% |
11,881.85 |
High |
10,534.64 |
10,838.12 |
303.48 |
2.9% |
11,957.27 |
Low |
9,801.22 |
10,028.21 |
226.99 |
2.3% |
9,520.51 |
Close |
10,404.96 |
10,681.82 |
276.86 |
2.7% |
10,404.96 |
Range |
733.42 |
809.91 |
76.49 |
10.4% |
2,436.76 |
ATR |
800.44 |
801.12 |
0.68 |
0.1% |
0.00 |
Volume |
79,803 |
33,333 |
-46,470 |
-58.2% |
343,848 |
|
Daily Pivots for day following 19-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,945.78 |
12,623.71 |
11,127.27 |
|
R3 |
12,135.87 |
11,813.80 |
10,904.55 |
|
R2 |
11,325.96 |
11,325.96 |
10,830.30 |
|
R1 |
11,003.89 |
11,003.89 |
10,756.06 |
11,164.93 |
PP |
10,516.05 |
10,516.05 |
10,516.05 |
10,596.57 |
S1 |
10,193.98 |
10,193.98 |
10,607.58 |
10,355.02 |
S2 |
9,706.14 |
9,706.14 |
10,533.34 |
|
S3 |
8,896.23 |
9,384.07 |
10,459.09 |
|
S4 |
8,086.32 |
8,574.16 |
10,236.37 |
|
|
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 |
11,442.32 |
9,520.51 |
1,921.81 |
18.0% |
776.45 |
7.3% |
60% |
False |
False |
69,786 |
10 |
12,314.44 |
9,520.51 |
2,793.93 |
26.2% |
726.97 |
6.8% |
42% |
False |
False |
64,934 |
20 |
12,314.44 |
9,173.49 |
3,140.95 |
29.4% |
678.86 |
6.4% |
48% |
False |
False |
54,158 |
40 |
13,844.30 |
9,094.71 |
4,749.59 |
44.5% |
1,024.27 |
9.6% |
33% |
False |
False |
87,413 |
60 |
13,844.30 |
7,474.27 |
6,370.03 |
59.6% |
855.53 |
8.0% |
50% |
False |
False |
78,373 |
80 |
13,844.30 |
5,120.57 |
8,723.73 |
81.7% |
773.52 |
7.2% |
64% |
False |
False |
78,946 |
100 |
13,844.30 |
4,129.74 |
9,714.56 |
90.9% |
676.87 |
6.3% |
67% |
False |
False |
76,768 |
120 |
13,844.30 |
3,696.07 |
10,148.23 |
95.0% |
579.12 |
5.4% |
69% |
False |
False |
69,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,280.24 |
2.618 |
12,958.46 |
1.618 |
12,148.55 |
1.000 |
11,648.03 |
0.618 |
11,338.64 |
HIGH |
10,838.12 |
0.618 |
10,528.73 |
0.500 |
10,433.17 |
0.382 |
10,337.60 |
LOW |
10,028.21 |
0.618 |
9,527.69 |
1.000 |
9,218.30 |
1.618 |
8,717.78 |
2.618 |
7,907.87 |
4.250 |
6,586.09 |
|
|
Fisher Pivots for day following 19-Aug-2019 |
Pivot |
1 day |
3 day |
R1 |
10,598.94 |
10,514.32 |
PP |
10,516.05 |
10,346.82 |
S1 |
10,433.17 |
10,179.32 |
|