| Trading Metrics calculated at close of trading on 29-Aug-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2019 |
29-Aug-2019 |
Change |
Change % |
Previous Week |
| Open |
10,150.74 |
9,705.66 |
-445.08 |
-4.4% |
10,399.27 |
| High |
10,293.37 |
9,792.05 |
-501.32 |
-4.9% |
10,954.56 |
| Low |
9,632.48 |
9,356.98 |
-275.50 |
-2.9% |
9,771.84 |
| Close |
9,705.62 |
9,526.28 |
-179.34 |
-1.8% |
10,376.08 |
| Range |
660.89 |
435.07 |
-225.82 |
-34.2% |
1,182.72 |
| ATR |
705.09 |
685.80 |
-19.29 |
-2.7% |
0.00 |
| Volume |
63,160 |
49,888 |
-13,272 |
-21.0% |
179,127 |
|
| Daily Pivots for day following 29-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,863.65 |
10,630.03 |
9,765.57 |
|
| R3 |
10,428.58 |
10,194.96 |
9,645.92 |
|
| R2 |
9,993.51 |
9,993.51 |
9,606.04 |
|
| R1 |
9,759.89 |
9,759.89 |
9,566.16 |
9,659.17 |
| PP |
9,558.44 |
9,558.44 |
9,558.44 |
9,508.07 |
| S1 |
9,324.82 |
9,324.82 |
9,486.40 |
9,224.10 |
| S2 |
9,123.37 |
9,123.37 |
9,446.52 |
|
| S3 |
8,688.30 |
8,889.75 |
9,406.64 |
|
| S4 |
8,253.23 |
8,454.68 |
9,286.99 |
|
|
| 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 |
9,356.98 |
1,258.91 |
13.2% |
516.89 |
5.4% |
13% |
False |
True |
44,607 |
| 10 |
10,954.56 |
9,356.98 |
1,597.58 |
16.8% |
593.23 |
6.2% |
11% |
False |
True |
45,440 |
| 20 |
12,314.44 |
9,356.98 |
2,957.46 |
31.0% |
677.49 |
7.1% |
6% |
False |
True |
56,842 |
| 40 |
13,173.79 |
9,094.71 |
4,079.08 |
42.8% |
800.95 |
8.4% |
11% |
False |
False |
66,997 |
| 60 |
13,844.30 |
7,517.72 |
6,326.58 |
66.4% |
862.05 |
9.0% |
32% |
False |
False |
74,576 |
| 80 |
13,844.30 |
6,084.66 |
7,759.64 |
81.5% |
805.24 |
8.5% |
44% |
False |
False |
78,165 |
| 100 |
13,844.30 |
4,913.21 |
8,931.09 |
93.8% |
687.16 |
7.2% |
52% |
False |
False |
72,601 |
| 120 |
13,844.30 |
3,852.86 |
9,991.44 |
104.9% |
609.43 |
6.4% |
57% |
False |
False |
70,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,641.10 |
|
2.618 |
10,931.06 |
|
1.618 |
10,495.99 |
|
1.000 |
10,227.12 |
|
0.618 |
10,060.92 |
|
HIGH |
9,792.05 |
|
0.618 |
9,625.85 |
|
0.500 |
9,574.52 |
|
0.382 |
9,523.18 |
|
LOW |
9,356.98 |
|
0.618 |
9,088.11 |
|
1.000 |
8,921.91 |
|
1.618 |
8,653.04 |
|
2.618 |
8,217.97 |
|
4.250 |
7,507.93 |
|
|
| Fisher Pivots for day following 29-Aug-2019 |
| Pivot |
1 day |
3 day |
| R1 |
9,574.52 |
9,880.12 |
| PP |
9,558.44 |
9,762.17 |
| S1 |
9,542.36 |
9,644.23 |
|