| Trading Metrics calculated at close of trading on 21-Aug-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2019 |
21-Aug-2019 |
Change |
Change % |
Previous Week |
| Open |
10,681.84 |
10,718.90 |
37.06 |
0.3% |
11,881.85 |
| High |
10,954.56 |
10,849.71 |
-104.85 |
-1.0% |
11,957.27 |
| Low |
10,577.28 |
9,889.73 |
-687.55 |
-6.5% |
9,520.51 |
| Close |
10,717.93 |
10,155.93 |
-562.00 |
-5.2% |
10,404.96 |
| Range |
377.28 |
959.98 |
582.70 |
154.4% |
2,436.76 |
| ATR |
770.85 |
784.36 |
13.51 |
1.8% |
0.00 |
| Volume |
31,163 |
52,279 |
21,116 |
67.8% |
343,848 |
|
| Daily Pivots for day following 21-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,178.40 |
12,627.14 |
10,683.92 |
|
| R3 |
12,218.42 |
11,667.16 |
10,419.92 |
|
| R2 |
11,258.44 |
11,258.44 |
10,331.93 |
|
| R1 |
10,707.18 |
10,707.18 |
10,243.93 |
10,502.82 |
| PP |
10,298.46 |
10,298.46 |
10,298.46 |
10,196.28 |
| S1 |
9,747.20 |
9,747.20 |
10,067.93 |
9,542.84 |
| S2 |
9,338.48 |
9,338.48 |
9,979.93 |
|
| S3 |
8,378.50 |
8,787.22 |
9,891.94 |
|
| S4 |
7,418.52 |
7,827.24 |
9,627.94 |
|
|
| 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 |
10,954.56 |
9,520.51 |
1,434.05 |
14.1% |
748.06 |
7.4% |
44% |
False |
False |
62,300 |
| 10 |
12,046.26 |
9,520.51 |
2,525.75 |
24.9% |
696.72 |
6.9% |
25% |
False |
False |
56,736 |
| 20 |
12,314.44 |
9,173.49 |
3,140.95 |
30.9% |
691.32 |
6.8% |
31% |
False |
False |
53,925 |
| 40 |
13,329.92 |
9,094.71 |
4,235.21 |
41.7% |
980.45 |
9.7% |
25% |
False |
False |
82,131 |
| 60 |
13,844.30 |
7,474.27 |
6,370.03 |
62.7% |
868.02 |
8.5% |
42% |
False |
False |
78,098 |
| 80 |
13,844.30 |
5,306.93 |
8,537.37 |
84.1% |
786.39 |
7.7% |
57% |
False |
False |
79,226 |
| 100 |
13,844.30 |
4,797.10 |
9,047.20 |
89.1% |
676.50 |
6.7% |
59% |
False |
False |
74,491 |
| 120 |
13,844.30 |
3,805.02 |
10,039.28 |
98.9% |
588.03 |
5.8% |
63% |
False |
False |
69,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,929.63 |
|
2.618 |
13,362.94 |
|
1.618 |
12,402.96 |
|
1.000 |
11,809.69 |
|
0.618 |
11,442.98 |
|
HIGH |
10,849.71 |
|
0.618 |
10,483.00 |
|
0.500 |
10,369.72 |
|
0.382 |
10,256.44 |
|
LOW |
9,889.73 |
|
0.618 |
9,296.46 |
|
1.000 |
8,929.75 |
|
1.618 |
8,336.48 |
|
2.618 |
7,376.50 |
|
4.250 |
5,809.82 |
|
|
| Fisher Pivots for day following 21-Aug-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,369.72 |
10,422.15 |
| PP |
10,298.46 |
10,333.41 |
| S1 |
10,227.19 |
10,244.67 |
|