| Trading Metrics calculated at close of trading on 22-Aug-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2019 |
22-Aug-2019 |
Change |
Change % |
Previous Week |
| Open |
10,718.90 |
10,155.93 |
-562.97 |
-5.3% |
11,881.85 |
| High |
10,849.71 |
10,239.12 |
-610.59 |
-5.6% |
11,957.27 |
| Low |
9,889.73 |
9,771.84 |
-117.89 |
-1.2% |
9,520.51 |
| Close |
10,155.93 |
10,182.38 |
26.45 |
0.3% |
10,404.96 |
| Range |
959.98 |
467.28 |
-492.70 |
-51.3% |
2,436.76 |
| ATR |
784.36 |
761.71 |
-22.65 |
-2.9% |
0.00 |
| Volume |
52,279 |
34,792 |
-17,487 |
-33.4% |
343,848 |
|
| Daily Pivots for day following 22-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,466.29 |
11,291.61 |
10,439.38 |
|
| R3 |
10,999.01 |
10,824.33 |
10,310.88 |
|
| R2 |
10,531.73 |
10,531.73 |
10,268.05 |
|
| R1 |
10,357.05 |
10,357.05 |
10,225.21 |
10,444.39 |
| PP |
10,064.45 |
10,064.45 |
10,064.45 |
10,108.12 |
| S1 |
9,889.77 |
9,889.77 |
10,139.55 |
9,977.11 |
| S2 |
9,597.17 |
9,597.17 |
10,096.71 |
|
| S3 |
9,129.89 |
9,422.49 |
10,053.88 |
|
| S4 |
8,662.61 |
8,955.21 |
9,925.38 |
|
|
| 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 |
9,771.84 |
1,182.72 |
11.6% |
669.57 |
6.6% |
35% |
False |
True |
46,274 |
| 10 |
12,046.26 |
9,520.51 |
2,525.75 |
24.8% |
690.71 |
6.8% |
26% |
False |
False |
54,618 |
| 20 |
12,314.44 |
9,173.49 |
3,140.95 |
30.8% |
688.74 |
6.8% |
32% |
False |
False |
53,593 |
| 40 |
13,173.79 |
9,094.71 |
4,079.08 |
40.1% |
917.89 |
9.0% |
27% |
False |
False |
76,765 |
| 60 |
13,844.30 |
7,474.27 |
6,370.03 |
62.6% |
865.03 |
8.5% |
43% |
False |
False |
77,192 |
| 80 |
13,844.30 |
5,392.02 |
8,452.28 |
83.0% |
790.39 |
7.8% |
57% |
False |
False |
79,176 |
| 100 |
13,844.30 |
4,847.70 |
8,996.60 |
88.4% |
675.76 |
6.6% |
59% |
False |
False |
73,763 |
| 120 |
13,844.30 |
3,805.02 |
10,039.28 |
98.6% |
591.39 |
5.8% |
64% |
False |
False |
69,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,225.06 |
|
2.618 |
11,462.46 |
|
1.618 |
10,995.18 |
|
1.000 |
10,706.40 |
|
0.618 |
10,527.90 |
|
HIGH |
10,239.12 |
|
0.618 |
10,060.62 |
|
0.500 |
10,005.48 |
|
0.382 |
9,950.34 |
|
LOW |
9,771.84 |
|
0.618 |
9,483.06 |
|
1.000 |
9,304.56 |
|
1.618 |
9,015.78 |
|
2.618 |
8,548.50 |
|
4.250 |
7,785.90 |
|
|
| Fisher Pivots for day following 22-Aug-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,123.41 |
10,363.20 |
| PP |
10,064.45 |
10,302.93 |
| S1 |
10,005.48 |
10,242.65 |
|