| Trading Metrics calculated at close of trading on 15-Jul-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2019 |
15-Jul-2019 |
Change |
Change % |
Previous Week |
| Open |
1,404.20 |
1,416.89 |
12.69 |
0.9% |
1,401.09 |
| High |
1,416.73 |
1,417.53 |
0.80 |
0.1% |
1,424.41 |
| Low |
1,403.34 |
1,408.39 |
5.05 |
0.4% |
1,386.42 |
| Close |
1,415.52 |
1,413.71 |
-1.81 |
-0.1% |
1,415.52 |
| Range |
13.39 |
9.14 |
-4.25 |
-31.7% |
37.99 |
| ATR |
20.58 |
19.77 |
-0.82 |
-4.0% |
0.00 |
| Volume |
6,984 |
6,857 |
-127 |
-1.8% |
35,439 |
|
| Daily Pivots for day following 15-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,440.63 |
1,436.31 |
1,418.74 |
|
| R3 |
1,431.49 |
1,427.17 |
1,416.22 |
|
| R2 |
1,422.35 |
1,422.35 |
1,415.39 |
|
| R1 |
1,418.03 |
1,418.03 |
1,414.55 |
1,415.62 |
| PP |
1,413.21 |
1,413.21 |
1,413.21 |
1,412.01 |
| S1 |
1,408.89 |
1,408.89 |
1,412.87 |
1,406.48 |
| S2 |
1,404.07 |
1,404.07 |
1,412.03 |
|
| S3 |
1,394.93 |
1,399.75 |
1,411.20 |
|
| S4 |
1,385.79 |
1,390.61 |
1,408.68 |
|
|
| 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% |
17.21 |
1.2% |
72% |
False |
False |
7,020 |
| 10 |
1,435.82 |
1,382.70 |
53.12 |
3.8% |
21.10 |
1.5% |
58% |
False |
False |
6,899 |
| 20 |
1,438.43 |
1,333.40 |
105.03 |
7.4% |
23.39 |
1.7% |
76% |
False |
False |
8,029 |
| 40 |
1,438.43 |
1,269.50 |
168.93 |
11.9% |
18.86 |
1.3% |
85% |
False |
False |
8,617 |
| 60 |
1,438.43 |
1,266.61 |
171.82 |
12.2% |
16.02 |
1.1% |
86% |
False |
False |
8,015 |
| 80 |
1,438.43 |
1,266.61 |
171.82 |
12.2% |
14.64 |
1.0% |
86% |
False |
False |
7,499 |
| 100 |
1,438.43 |
1,266.61 |
171.82 |
12.2% |
13.97 |
1.0% |
86% |
False |
False |
7,219 |
| 120 |
1,438.43 |
1,266.61 |
171.82 |
12.2% |
13.37 |
0.9% |
86% |
False |
False |
7,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,456.38 |
|
2.618 |
1,441.46 |
|
1.618 |
1,432.32 |
|
1.000 |
1,426.67 |
|
0.618 |
1,423.18 |
|
HIGH |
1,417.53 |
|
0.618 |
1,414.04 |
|
0.500 |
1,412.96 |
|
0.382 |
1,411.88 |
|
LOW |
1,408.39 |
|
0.618 |
1,402.74 |
|
1.000 |
1,399.25 |
|
1.618 |
1,393.60 |
|
2.618 |
1,384.46 |
|
4.250 |
1,369.55 |
|
|
| Fisher Pivots for day following 15-Jul-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,413.46 |
1,413.67 |
| PP |
1,413.21 |
1,413.64 |
| S1 |
1,412.96 |
1,413.60 |
|