Trading Metrics calculated at close of trading on 31-Jul-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2019 |
31-Jul-2019 |
Change |
Change % |
Previous Week |
Open |
1,426.60 |
1,430.59 |
3.99 |
0.3% |
1,425.96 |
High |
1,431.86 |
1,432.18 |
0.32 |
0.0% |
1,432.29 |
Low |
1,422.46 |
1,411.79 |
-10.67 |
-0.8% |
1,411.66 |
Close |
1,430.56 |
1,412.08 |
-18.48 |
-1.3% |
1,418.17 |
Range |
9.40 |
20.39 |
10.99 |
116.9% |
20.63 |
ATR |
17.34 |
17.55 |
0.22 |
1.3% |
0.00 |
Volume |
6,801 |
6,375 |
-426 |
-6.3% |
35,509 |
|
Daily Pivots for day following 31-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,479.85 |
1,466.36 |
1,423.29 |
|
R3 |
1,459.46 |
1,445.97 |
1,417.69 |
|
R2 |
1,439.07 |
1,439.07 |
1,415.82 |
|
R1 |
1,425.58 |
1,425.58 |
1,413.95 |
1,422.13 |
PP |
1,418.68 |
1,418.68 |
1,418.68 |
1,416.96 |
S1 |
1,405.19 |
1,405.19 |
1,410.21 |
1,401.74 |
S2 |
1,398.29 |
1,398.29 |
1,408.34 |
|
S3 |
1,377.90 |
1,384.80 |
1,406.47 |
|
S4 |
1,357.51 |
1,364.41 |
1,400.87 |
|
|
Weekly Pivots for week ending 26-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,482.60 |
1,471.01 |
1,429.52 |
|
R3 |
1,461.97 |
1,450.38 |
1,423.84 |
|
R2 |
1,441.34 |
1,441.34 |
1,421.95 |
|
R1 |
1,429.75 |
1,429.75 |
1,420.06 |
1,425.23 |
PP |
1,420.71 |
1,420.71 |
1,420.71 |
1,418.45 |
S1 |
1,409.12 |
1,409.12 |
1,416.28 |
1,404.60 |
S2 |
1,400.08 |
1,400.08 |
1,414.39 |
|
S3 |
1,379.45 |
1,388.49 |
1,412.50 |
|
S4 |
1,358.82 |
1,367.86 |
1,406.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,432.29 |
1,411.66 |
20.63 |
1.5% |
13.97 |
1.0% |
2% |
False |
False |
6,794 |
10 |
1,450.65 |
1,411.66 |
38.99 |
2.8% |
16.01 |
1.1% |
1% |
False |
False |
7,043 |
20 |
1,450.65 |
1,386.42 |
64.23 |
4.5% |
17.66 |
1.3% |
40% |
False |
False |
6,989 |
40 |
1,450.65 |
1,320.05 |
130.60 |
9.2% |
19.59 |
1.4% |
70% |
False |
False |
8,042 |
60 |
1,450.65 |
1,269.50 |
181.15 |
12.8% |
17.47 |
1.2% |
79% |
False |
False |
8,294 |
80 |
1,450.65 |
1,266.61 |
184.04 |
13.0% |
15.50 |
1.1% |
79% |
False |
False |
7,664 |
100 |
1,450.65 |
1,266.61 |
184.04 |
13.0% |
14.67 |
1.0% |
79% |
False |
False |
7,327 |
120 |
1,450.65 |
1,266.61 |
184.04 |
13.0% |
14.19 |
1.0% |
79% |
False |
False |
7,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,518.84 |
2.618 |
1,485.56 |
1.618 |
1,465.17 |
1.000 |
1,452.57 |
0.618 |
1,444.78 |
HIGH |
1,432.18 |
0.618 |
1,424.39 |
0.500 |
1,421.99 |
0.382 |
1,419.58 |
LOW |
1,411.79 |
0.618 |
1,399.19 |
1.000 |
1,391.40 |
1.618 |
1,378.80 |
2.618 |
1,358.41 |
4.250 |
1,325.13 |
|
|
Fisher Pivots for day following 31-Jul-2019 |
Pivot |
1 day |
3 day |
R1 |
1,421.99 |
1,421.99 |
PP |
1,418.68 |
1,418.68 |
S1 |
1,415.38 |
1,415.38 |
|