Trading Metrics calculated at close of trading on 11-Jul-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2019 |
11-Jul-2019 |
Change |
Change % |
Previous Week |
Open |
1,397.50 |
1,418.78 |
21.28 |
1.5% |
1,411.29 |
High |
1,418.86 |
1,424.41 |
5.55 |
0.4% |
1,435.82 |
Low |
1,390.27 |
1,402.79 |
12.52 |
0.9% |
1,382.10 |
Close |
1,418.42 |
1,403.80 |
-14.62 |
-1.0% |
1,398.80 |
Range |
28.59 |
21.62 |
-6.97 |
-24.4% |
53.72 |
ATR |
21.10 |
21.14 |
0.04 |
0.2% |
0.00 |
Volume |
7,018 |
7,073 |
55 |
0.8% |
33,028 |
|
Daily Pivots for day following 11-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,475.19 |
1,461.12 |
1,415.69 |
|
R3 |
1,453.57 |
1,439.50 |
1,409.75 |
|
R2 |
1,431.95 |
1,431.95 |
1,407.76 |
|
R1 |
1,417.88 |
1,417.88 |
1,405.78 |
1,414.11 |
PP |
1,410.33 |
1,410.33 |
1,410.33 |
1,408.45 |
S1 |
1,396.26 |
1,396.26 |
1,401.82 |
1,392.49 |
S2 |
1,388.71 |
1,388.71 |
1,399.84 |
|
S3 |
1,367.09 |
1,374.64 |
1,397.85 |
|
S4 |
1,345.47 |
1,353.02 |
1,391.91 |
|
|
Weekly Pivots for week ending 05-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,566.73 |
1,536.49 |
1,428.35 |
|
R3 |
1,513.01 |
1,482.77 |
1,413.57 |
|
R2 |
1,459.29 |
1,459.29 |
1,408.65 |
|
R1 |
1,429.05 |
1,429.05 |
1,403.72 |
1,417.31 |
PP |
1,405.57 |
1,405.57 |
1,405.57 |
1,399.71 |
S1 |
1,375.33 |
1,375.33 |
1,393.88 |
1,363.59 |
S2 |
1,351.85 |
1,351.85 |
1,388.95 |
|
S3 |
1,298.13 |
1,321.61 |
1,384.03 |
|
S4 |
1,244.41 |
1,267.89 |
1,369.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,424.41 |
1,386.42 |
37.99 |
2.7% |
23.09 |
1.6% |
46% |
True |
False |
7,032 |
10 |
1,435.82 |
1,382.10 |
53.72 |
3.8% |
23.70 |
1.7% |
40% |
False |
False |
6,844 |
20 |
1,438.43 |
1,333.07 |
105.36 |
7.5% |
24.03 |
1.7% |
67% |
False |
False |
8,321 |
40 |
1,438.43 |
1,269.50 |
168.93 |
12.0% |
18.76 |
1.3% |
80% |
False |
False |
8,714 |
60 |
1,438.43 |
1,266.61 |
171.82 |
12.2% |
15.84 |
1.1% |
80% |
False |
False |
7,970 |
80 |
1,438.43 |
1,266.61 |
171.82 |
12.2% |
14.65 |
1.0% |
80% |
False |
False |
7,474 |
100 |
1,438.43 |
1,266.61 |
171.82 |
12.2% |
14.03 |
1.0% |
80% |
False |
False |
7,203 |
120 |
1,438.43 |
1,266.61 |
171.82 |
12.2% |
13.45 |
1.0% |
80% |
False |
False |
7,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,516.30 |
2.618 |
1,481.01 |
1.618 |
1,459.39 |
1.000 |
1,446.03 |
0.618 |
1,437.77 |
HIGH |
1,424.41 |
0.618 |
1,416.15 |
0.500 |
1,413.60 |
0.382 |
1,411.05 |
LOW |
1,402.79 |
0.618 |
1,389.43 |
1.000 |
1,381.17 |
1.618 |
1,367.81 |
2.618 |
1,346.19 |
4.250 |
1,310.91 |
|
|
Fisher Pivots for day following 11-Jul-2019 |
Pivot |
1 day |
3 day |
R1 |
1,413.60 |
1,405.42 |
PP |
1,410.33 |
1,404.88 |
S1 |
1,407.07 |
1,404.34 |
|