Trading Metrics calculated at close of trading on 05-Aug-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2019 |
05-Aug-2019 |
Change |
Change % |
Previous Week |
Open |
7,740.91 |
7,510.02 |
-230.89 |
-3.0% |
8,010.05 |
High |
7,755.09 |
7,528.90 |
-226.19 |
-2.9% |
8,010.05 |
Low |
7,645.18 |
7,356.27 |
-288.91 |
-3.8% |
7,645.18 |
Close |
7,692.80 |
7,415.69 |
-277.11 |
-3.6% |
7,692.80 |
Range |
109.91 |
172.63 |
62.72 |
57.1% |
364.87 |
ATR |
103.73 |
120.36 |
16.63 |
16.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,951.51 |
7,856.23 |
7,510.64 |
|
R3 |
7,778.88 |
7,683.60 |
7,463.16 |
|
R2 |
7,606.25 |
7,606.25 |
7,447.34 |
|
R1 |
7,510.97 |
7,510.97 |
7,431.51 |
7,472.30 |
PP |
7,433.62 |
7,433.62 |
7,433.62 |
7,414.28 |
S1 |
7,338.34 |
7,338.34 |
7,399.87 |
7,299.67 |
S2 |
7,260.99 |
7,260.99 |
7,384.04 |
|
S3 |
7,088.36 |
7,165.71 |
7,368.22 |
|
S4 |
6,915.73 |
6,993.08 |
7,320.74 |
|
|
Weekly Pivots for week ending 02-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,877.29 |
8,649.91 |
7,893.48 |
|
R3 |
8,512.42 |
8,285.04 |
7,793.14 |
|
R2 |
8,147.55 |
8,147.55 |
7,759.69 |
|
R1 |
7,920.17 |
7,920.17 |
7,726.25 |
7,851.43 |
PP |
7,782.68 |
7,782.68 |
7,782.68 |
7,748.30 |
S1 |
7,555.30 |
7,555.30 |
7,659.35 |
7,486.56 |
S2 |
7,417.81 |
7,417.81 |
7,625.91 |
|
S3 |
7,052.94 |
7,190.43 |
7,592.46 |
|
S4 |
6,688.07 |
6,825.56 |
7,492.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,000.94 |
7,356.27 |
644.67 |
8.7% |
155.68 |
2.1% |
9% |
False |
True |
|
10 |
8,027.18 |
7,356.27 |
670.91 |
9.0% |
109.56 |
1.5% |
9% |
False |
True |
|
20 |
8,027.18 |
7,356.27 |
670.91 |
9.0% |
87.69 |
1.2% |
9% |
False |
True |
|
40 |
8,027.18 |
7,356.27 |
670.91 |
9.0% |
77.41 |
1.0% |
9% |
False |
True |
|
60 |
8,027.18 |
6,936.68 |
1,090.50 |
14.7% |
86.68 |
1.2% |
44% |
False |
False |
|
80 |
8,027.18 |
6,936.68 |
1,090.50 |
14.7% |
84.60 |
1.1% |
44% |
False |
False |
|
100 |
8,027.18 |
6,936.68 |
1,090.50 |
14.7% |
82.40 |
1.1% |
44% |
False |
False |
|
120 |
8,027.18 |
6,936.68 |
1,090.50 |
14.7% |
79.99 |
1.1% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,262.58 |
2.618 |
7,980.85 |
1.618 |
7,808.22 |
1.000 |
7,701.53 |
0.618 |
7,635.59 |
HIGH |
7,528.90 |
0.618 |
7,462.96 |
0.500 |
7,442.59 |
0.382 |
7,422.21 |
LOW |
7,356.27 |
0.618 |
7,249.58 |
1.000 |
7,183.64 |
1.618 |
7,076.95 |
2.618 |
6,904.32 |
4.250 |
6,622.59 |
|
|
Fisher Pivots for day following 05-Aug-2019 |
Pivot |
1 day |
3 day |
R1 |
7,442.59 |
7,678.61 |
PP |
7,433.62 |
7,590.97 |
S1 |
7,424.66 |
7,503.33 |
|