Trading Metrics calculated at close of trading on 24-Jul-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2019 |
24-Jul-2019 |
Change |
Change % |
Previous Week |
Open |
1,424.60 |
1,417.50 |
-7.10 |
-0.5% |
1,416.89 |
High |
1,427.79 |
1,427.63 |
-0.16 |
0.0% |
1,450.65 |
Low |
1,414.71 |
1,416.42 |
1.71 |
0.1% |
1,400.34 |
Close |
1,417.45 |
1,425.08 |
7.63 |
0.5% |
1,425.02 |
Range |
13.08 |
11.21 |
-1.87 |
-14.3% |
50.31 |
ATR |
19.77 |
19.16 |
-0.61 |
-3.1% |
0.00 |
Volume |
7,345 |
7,186 |
-159 |
-2.2% |
36,042 |
|
Daily Pivots for day following 24-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,456.67 |
1,452.09 |
1,431.25 |
|
R3 |
1,445.46 |
1,440.88 |
1,428.16 |
|
R2 |
1,434.25 |
1,434.25 |
1,427.14 |
|
R1 |
1,429.67 |
1,429.67 |
1,426.11 |
1,431.96 |
PP |
1,423.04 |
1,423.04 |
1,423.04 |
1,424.19 |
S1 |
1,418.46 |
1,418.46 |
1,424.05 |
1,420.75 |
S2 |
1,411.83 |
1,411.83 |
1,423.02 |
|
S3 |
1,400.62 |
1,407.25 |
1,422.00 |
|
S4 |
1,389.41 |
1,396.04 |
1,418.91 |
|
|
Weekly Pivots for week ending 19-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,576.27 |
1,550.95 |
1,452.69 |
|
R3 |
1,525.96 |
1,500.64 |
1,438.86 |
|
R2 |
1,475.65 |
1,475.65 |
1,434.24 |
|
R1 |
1,450.33 |
1,450.33 |
1,429.63 |
1,462.99 |
PP |
1,425.34 |
1,425.34 |
1,425.34 |
1,431.67 |
S1 |
1,400.02 |
1,400.02 |
1,420.41 |
1,412.68 |
S2 |
1,375.03 |
1,375.03 |
1,415.80 |
|
S3 |
1,324.72 |
1,349.71 |
1,411.18 |
|
S4 |
1,274.41 |
1,299.40 |
1,397.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,450.65 |
1,414.71 |
35.94 |
2.5% |
18.05 |
1.3% |
29% |
False |
False |
7,293 |
10 |
1,450.65 |
1,400.34 |
50.31 |
3.5% |
17.72 |
1.2% |
49% |
False |
False |
7,170 |
20 |
1,450.65 |
1,382.10 |
68.55 |
4.8% |
20.15 |
1.4% |
63% |
False |
False |
7,032 |
40 |
1,450.65 |
1,275.26 |
175.39 |
12.3% |
20.00 |
1.4% |
85% |
False |
False |
8,365 |
60 |
1,450.65 |
1,266.76 |
183.89 |
12.9% |
17.13 |
1.2% |
86% |
False |
False |
8,189 |
80 |
1,450.65 |
1,266.61 |
184.04 |
12.9% |
15.24 |
1.1% |
86% |
False |
False |
7,606 |
100 |
1,450.65 |
1,266.61 |
184.04 |
12.9% |
14.43 |
1.0% |
86% |
False |
False |
7,289 |
120 |
1,450.65 |
1,266.61 |
184.04 |
12.9% |
13.99 |
1.0% |
86% |
False |
False |
7,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,475.27 |
2.618 |
1,456.98 |
1.618 |
1,445.77 |
1.000 |
1,438.84 |
0.618 |
1,434.56 |
HIGH |
1,427.63 |
0.618 |
1,423.35 |
0.500 |
1,422.03 |
0.382 |
1,420.70 |
LOW |
1,416.42 |
0.618 |
1,409.49 |
1.000 |
1,405.21 |
1.618 |
1,398.28 |
2.618 |
1,387.07 |
4.250 |
1,368.78 |
|
|
Fisher Pivots for day following 24-Jul-2019 |
Pivot |
1 day |
3 day |
R1 |
1,424.06 |
1,423.96 |
PP |
1,423.04 |
1,422.83 |
S1 |
1,422.03 |
1,421.71 |
|