Trading Metrics calculated at close of trading on 15-Aug-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2019 |
15-Aug-2019 |
Change |
Change % |
Previous Week |
Open |
7,594.64 |
7,503.14 |
-91.50 |
-1.2% |
7,510.02 |
High |
7,617.44 |
7,523.50 |
-93.94 |
-1.2% |
7,726.46 |
Low |
7,480.58 |
7,429.36 |
-51.22 |
-0.7% |
7,356.27 |
Close |
7,490.13 |
7,484.89 |
-5.24 |
-0.1% |
7,646.27 |
Range |
136.86 |
94.14 |
-42.72 |
-31.2% |
370.19 |
ATR |
143.20 |
139.69 |
-3.50 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,761.67 |
7,717.42 |
7,536.67 |
|
R3 |
7,667.53 |
7,623.28 |
7,510.78 |
|
R2 |
7,573.39 |
7,573.39 |
7,502.15 |
|
R1 |
7,529.14 |
7,529.14 |
7,493.52 |
7,504.20 |
PP |
7,479.25 |
7,479.25 |
7,479.25 |
7,466.78 |
S1 |
7,435.00 |
7,435.00 |
7,476.26 |
7,410.06 |
S2 |
7,385.11 |
7,385.11 |
7,467.63 |
|
S3 |
7,290.97 |
7,340.86 |
7,459.00 |
|
S4 |
7,196.83 |
7,246.72 |
7,433.11 |
|
|
Weekly Pivots for week ending 09-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,686.90 |
8,536.78 |
7,849.87 |
|
R3 |
8,316.71 |
8,166.59 |
7,748.07 |
|
R2 |
7,946.52 |
7,946.52 |
7,714.14 |
|
R1 |
7,796.40 |
7,796.40 |
7,680.20 |
7,871.46 |
PP |
7,576.33 |
7,576.33 |
7,576.33 |
7,613.87 |
S1 |
7,426.21 |
7,426.21 |
7,612.34 |
7,501.27 |
S2 |
7,206.14 |
7,206.14 |
7,578.40 |
|
S3 |
6,835.95 |
7,056.02 |
7,544.47 |
|
S4 |
6,465.76 |
6,685.83 |
7,442.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,778.34 |
7,429.36 |
348.98 |
4.7% |
133.77 |
1.8% |
16% |
False |
True |
|
10 |
7,778.34 |
7,356.27 |
422.07 |
5.6% |
139.27 |
1.9% |
30% |
False |
False |
|
20 |
8,027.18 |
7,356.27 |
670.91 |
9.0% |
118.99 |
1.6% |
19% |
False |
False |
|
40 |
8,027.18 |
7,356.27 |
670.91 |
9.0% |
90.87 |
1.2% |
19% |
False |
False |
|
60 |
8,027.18 |
6,936.68 |
1,090.50 |
14.6% |
89.03 |
1.2% |
50% |
False |
False |
|
80 |
8,027.18 |
6,936.68 |
1,090.50 |
14.6% |
93.03 |
1.2% |
50% |
False |
False |
|
100 |
8,027.18 |
6,936.68 |
1,090.50 |
14.6% |
86.46 |
1.2% |
50% |
False |
False |
|
120 |
8,027.18 |
6,936.68 |
1,090.50 |
14.6% |
85.38 |
1.1% |
50% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,923.60 |
2.618 |
7,769.96 |
1.618 |
7,675.82 |
1.000 |
7,617.64 |
0.618 |
7,581.68 |
HIGH |
7,523.50 |
0.618 |
7,487.54 |
0.500 |
7,476.43 |
0.382 |
7,465.32 |
LOW |
7,429.36 |
0.618 |
7,371.18 |
1.000 |
7,335.22 |
1.618 |
7,277.04 |
2.618 |
7,182.90 |
4.250 |
7,029.27 |
|
|
Fisher Pivots for day following 15-Aug-2019 |
Pivot |
1 day |
3 day |
R1 |
7,482.07 |
7,603.85 |
PP |
7,479.25 |
7,564.20 |
S1 |
7,476.43 |
7,524.54 |
|