| Trading Metrics calculated at close of trading on 27-Aug-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2019 |
27-Aug-2019 |
Change |
Change % |
Previous Week |
| Open |
10,361.76 |
10,278.22 |
-83.54 |
-0.8% |
10,399.27 |
| High |
10,615.89 |
10,403.25 |
-212.64 |
-2.0% |
10,954.56 |
| Low |
9,918.28 |
10,033.25 |
114.97 |
1.2% |
9,771.84 |
| Close |
10,271.07 |
10,173.68 |
-97.39 |
-0.9% |
10,376.08 |
| Range |
697.61 |
370.00 |
-327.61 |
-47.0% |
1,182.72 |
| ATR |
734.52 |
708.48 |
-26.04 |
-3.5% |
0.00 |
| Volume |
56,804 |
25,623 |
-31,181 |
-54.9% |
179,127 |
|
| Daily Pivots for day following 27-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,313.39 |
11,113.54 |
10,377.18 |
|
| R3 |
10,943.39 |
10,743.54 |
10,275.43 |
|
| R2 |
10,573.39 |
10,573.39 |
10,241.51 |
|
| R1 |
10,373.54 |
10,373.54 |
10,207.60 |
10,288.47 |
| PP |
10,203.39 |
10,203.39 |
10,203.39 |
10,160.86 |
| S1 |
10,003.54 |
10,003.54 |
10,139.76 |
9,918.47 |
| S2 |
9,833.39 |
9,833.39 |
10,105.85 |
|
| S3 |
9,463.39 |
9,633.54 |
10,071.93 |
|
| S4 |
9,093.39 |
9,263.54 |
9,970.18 |
|
|
| Weekly Pivots for week ending 23-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,915.65 |
13,328.59 |
11,026.58 |
|
| R3 |
12,732.93 |
12,145.87 |
10,701.33 |
|
| R2 |
11,550.21 |
11,550.21 |
10,592.91 |
|
| R1 |
10,963.15 |
10,963.15 |
10,484.50 |
10,665.32 |
| PP |
10,367.49 |
10,367.49 |
10,367.49 |
10,218.58 |
| S1 |
9,780.43 |
9,780.43 |
10,267.66 |
9,482.60 |
| S2 |
9,184.77 |
9,184.77 |
10,159.25 |
|
| S3 |
8,002.05 |
8,597.71 |
10,050.83 |
|
| S4 |
6,819.33 |
7,414.99 |
9,725.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,849.71 |
9,771.84 |
1,077.87 |
10.6% |
583.15 |
5.7% |
37% |
False |
False |
39,411 |
| 10 |
10,954.56 |
9,520.51 |
1,434.05 |
14.1% |
652.70 |
6.4% |
46% |
False |
False |
51,251 |
| 20 |
12,314.44 |
9,520.51 |
2,793.93 |
27.5% |
681.40 |
6.7% |
23% |
False |
False |
54,811 |
| 40 |
13,173.79 |
9,094.71 |
4,079.08 |
40.1% |
815.68 |
8.0% |
26% |
False |
False |
69,429 |
| 60 |
13,844.30 |
7,474.27 |
6,370.03 |
62.6% |
857.68 |
8.4% |
42% |
False |
False |
74,234 |
| 80 |
13,844.30 |
5,730.17 |
8,114.13 |
79.8% |
796.60 |
7.8% |
55% |
False |
False |
78,051 |
| 100 |
13,844.30 |
4,913.21 |
8,931.09 |
87.8% |
682.78 |
6.7% |
59% |
False |
False |
73,217 |
| 120 |
13,844.30 |
3,830.53 |
10,013.77 |
98.4% |
601.41 |
5.9% |
63% |
False |
False |
69,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,975.75 |
|
2.618 |
11,371.91 |
|
1.618 |
11,001.91 |
|
1.000 |
10,773.25 |
|
0.618 |
10,631.91 |
|
HIGH |
10,403.25 |
|
0.618 |
10,261.91 |
|
0.500 |
10,218.25 |
|
0.382 |
10,174.59 |
|
LOW |
10,033.25 |
|
0.618 |
9,804.59 |
|
1.000 |
9,663.25 |
|
1.618 |
9,434.59 |
|
2.618 |
9,064.59 |
|
4.250 |
8,460.75 |
|
|
| Fisher Pivots for day following 27-Aug-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,218.25 |
10,267.09 |
| PP |
10,203.39 |
10,235.95 |
| S1 |
10,188.54 |
10,204.82 |
|