| Trading Metrics calculated at close of trading on 12-Jul-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2019 |
12-Jul-2019 |
Change |
Change % |
Previous Week |
| Open |
1,418.78 |
1,404.20 |
-14.58 |
-1.0% |
1,401.09 |
| High |
1,424.41 |
1,416.73 |
-7.68 |
-0.5% |
1,424.41 |
| Low |
1,402.79 |
1,403.34 |
0.55 |
0.0% |
1,386.42 |
| Close |
1,403.80 |
1,415.52 |
11.72 |
0.8% |
1,415.52 |
| Range |
21.62 |
13.39 |
-8.23 |
-38.1% |
37.99 |
| ATR |
21.14 |
20.58 |
-0.55 |
-2.6% |
0.00 |
| Volume |
7,073 |
6,984 |
-89 |
-1.3% |
35,439 |
|
| Daily Pivots for day following 12-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,452.03 |
1,447.17 |
1,422.88 |
|
| R3 |
1,438.64 |
1,433.78 |
1,419.20 |
|
| R2 |
1,425.25 |
1,425.25 |
1,417.97 |
|
| R1 |
1,420.39 |
1,420.39 |
1,416.75 |
1,422.82 |
| PP |
1,411.86 |
1,411.86 |
1,411.86 |
1,413.08 |
| S1 |
1,407.00 |
1,407.00 |
1,414.29 |
1,409.43 |
| S2 |
1,398.47 |
1,398.47 |
1,413.07 |
|
| S3 |
1,385.08 |
1,393.61 |
1,411.84 |
|
| S4 |
1,371.69 |
1,380.22 |
1,408.16 |
|
|
| Weekly Pivots for week ending 12-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,522.75 |
1,507.13 |
1,436.41 |
|
| R3 |
1,484.76 |
1,469.14 |
1,425.97 |
|
| R2 |
1,446.77 |
1,446.77 |
1,422.48 |
|
| R1 |
1,431.15 |
1,431.15 |
1,419.00 |
1,438.96 |
| PP |
1,408.78 |
1,408.78 |
1,408.78 |
1,412.69 |
| S1 |
1,393.16 |
1,393.16 |
1,412.04 |
1,400.97 |
| S2 |
1,370.79 |
1,370.79 |
1,408.56 |
|
| S3 |
1,332.80 |
1,355.17 |
1,405.07 |
|
| S4 |
1,294.81 |
1,317.18 |
1,394.63 |
|
|
| 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% |
18.50 |
1.3% |
77% |
False |
False |
7,087 |
| 10 |
1,435.82 |
1,382.10 |
53.72 |
3.8% |
23.41 |
1.7% |
62% |
False |
False |
6,846 |
| 20 |
1,438.43 |
1,333.07 |
105.36 |
7.4% |
23.47 |
1.7% |
78% |
False |
False |
8,164 |
| 40 |
1,438.43 |
1,269.50 |
168.93 |
11.9% |
18.76 |
1.3% |
86% |
False |
False |
8,663 |
| 60 |
1,438.43 |
1,266.61 |
171.82 |
12.1% |
15.96 |
1.1% |
87% |
False |
False |
7,989 |
| 80 |
1,438.43 |
1,266.61 |
171.82 |
12.1% |
14.62 |
1.0% |
87% |
False |
False |
7,486 |
| 100 |
1,438.43 |
1,266.61 |
171.82 |
12.1% |
13.98 |
1.0% |
87% |
False |
False |
7,212 |
| 120 |
1,438.43 |
1,266.61 |
171.82 |
12.1% |
13.50 |
1.0% |
87% |
False |
False |
7,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,473.64 |
|
2.618 |
1,451.79 |
|
1.618 |
1,438.40 |
|
1.000 |
1,430.12 |
|
0.618 |
1,425.01 |
|
HIGH |
1,416.73 |
|
0.618 |
1,411.62 |
|
0.500 |
1,410.04 |
|
0.382 |
1,408.45 |
|
LOW |
1,403.34 |
|
0.618 |
1,395.06 |
|
1.000 |
1,389.95 |
|
1.618 |
1,381.67 |
|
2.618 |
1,368.28 |
|
4.250 |
1,346.43 |
|
|
| Fisher Pivots for day following 12-Jul-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,413.69 |
1,412.79 |
| PP |
1,411.86 |
1,410.07 |
| S1 |
1,410.04 |
1,407.34 |
|