| Trading Metrics calculated at close of trading on 28-Aug-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2019 |
28-Aug-2019 |
Change |
Change % |
Previous Week |
| Open |
10,278.22 |
10,150.74 |
-127.48 |
-1.2% |
10,399.27 |
| High |
10,403.25 |
10,293.37 |
-109.88 |
-1.1% |
10,954.56 |
| Low |
10,033.25 |
9,632.48 |
-400.77 |
-4.0% |
9,771.84 |
| Close |
10,173.68 |
9,705.62 |
-468.06 |
-4.6% |
10,376.08 |
| Range |
370.00 |
660.89 |
290.89 |
78.6% |
1,182.72 |
| ATR |
708.48 |
705.09 |
-3.40 |
-0.5% |
0.00 |
| Volume |
25,623 |
63,160 |
37,537 |
146.5% |
179,127 |
|
| Daily Pivots for day following 28-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,859.83 |
11,443.61 |
10,069.11 |
|
| R3 |
11,198.94 |
10,782.72 |
9,887.36 |
|
| R2 |
10,538.05 |
10,538.05 |
9,826.78 |
|
| R1 |
10,121.83 |
10,121.83 |
9,766.20 |
9,999.50 |
| PP |
9,877.16 |
9,877.16 |
9,877.16 |
9,815.99 |
| S1 |
9,460.94 |
9,460.94 |
9,645.04 |
9,338.61 |
| S2 |
9,216.27 |
9,216.27 |
9,584.46 |
|
| S3 |
8,555.38 |
8,800.05 |
9,523.88 |
|
| S4 |
7,894.49 |
8,139.16 |
9,342.13 |
|
|
| 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 |
10,615.89 |
9,632.48 |
983.41 |
10.1% |
523.33 |
5.4% |
7% |
False |
True |
41,587 |
| 10 |
10,954.56 |
9,520.51 |
1,434.05 |
14.8% |
635.70 |
6.5% |
13% |
False |
False |
51,944 |
| 20 |
12,314.44 |
9,520.51 |
2,793.93 |
28.8% |
685.34 |
7.1% |
7% |
False |
False |
55,837 |
| 40 |
13,173.79 |
9,094.71 |
4,079.08 |
42.0% |
808.47 |
8.3% |
15% |
False |
False |
68,131 |
| 60 |
13,844.30 |
7,474.27 |
6,370.03 |
65.6% |
861.41 |
8.9% |
35% |
False |
False |
74,426 |
| 80 |
13,844.30 |
5,891.39 |
7,952.91 |
81.9% |
802.41 |
8.3% |
48% |
False |
False |
78,293 |
| 100 |
13,844.30 |
4,913.21 |
8,931.09 |
92.0% |
686.44 |
7.1% |
54% |
False |
False |
73,000 |
| 120 |
13,844.30 |
3,830.53 |
10,013.77 |
103.2% |
606.57 |
6.2% |
59% |
False |
False |
69,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,102.15 |
|
2.618 |
12,023.58 |
|
1.618 |
11,362.69 |
|
1.000 |
10,954.26 |
|
0.618 |
10,701.80 |
|
HIGH |
10,293.37 |
|
0.618 |
10,040.91 |
|
0.500 |
9,962.93 |
|
0.382 |
9,884.94 |
|
LOW |
9,632.48 |
|
0.618 |
9,224.05 |
|
1.000 |
8,971.59 |
|
1.618 |
8,563.16 |
|
2.618 |
7,902.27 |
|
4.250 |
6,823.70 |
|
|
| Fisher Pivots for day following 28-Aug-2019 |
| Pivot |
1 day |
3 day |
| R1 |
9,962.93 |
10,124.19 |
| PP |
9,877.16 |
9,984.66 |
| S1 |
9,791.39 |
9,845.14 |
|