Trading Metrics calculated at close of trading on 11-Jul-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2019 |
11-Jul-2019 |
Change |
Change % |
Previous Week |
Open |
26,851.96 |
26,950.16 |
98.20 |
0.4% |
26,805.86 |
High |
26,983.45 |
27,088.45 |
105.00 |
0.4% |
26,966.00 |
Low |
26,813.11 |
26,916.32 |
103.21 |
0.4% |
26,616.21 |
Close |
26,860.20 |
27,088.08 |
227.88 |
0.8% |
26,922.12 |
Range |
170.34 |
172.13 |
1.79 |
1.1% |
349.79 |
ATR |
210.30 |
211.58 |
1.28 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,547.34 |
27,489.84 |
27,182.75 |
|
R3 |
27,375.21 |
27,317.71 |
27,135.42 |
|
R2 |
27,203.08 |
27,203.08 |
27,119.64 |
|
R1 |
27,145.58 |
27,145.58 |
27,103.86 |
27,174.33 |
PP |
27,030.95 |
27,030.95 |
27,030.95 |
27,045.33 |
S1 |
26,973.45 |
26,973.45 |
27,072.30 |
27,002.20 |
S2 |
26,858.82 |
26,858.82 |
27,056.52 |
|
S3 |
26,686.69 |
26,801.32 |
27,040.74 |
|
S4 |
26,514.56 |
26,629.19 |
26,993.41 |
|
|
Weekly Pivots for week ending 05-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,884.15 |
27,752.92 |
27,114.50 |
|
R3 |
27,534.36 |
27,403.13 |
27,018.31 |
|
R2 |
27,184.57 |
27,184.57 |
26,986.25 |
|
R1 |
27,053.34 |
27,053.34 |
26,954.18 |
27,118.96 |
PP |
26,834.78 |
26,834.78 |
26,834.78 |
26,867.58 |
S1 |
26,703.55 |
26,703.55 |
26,890.06 |
26,769.17 |
S2 |
26,484.99 |
26,484.99 |
26,857.99 |
|
S3 |
26,135.20 |
26,353.76 |
26,825.93 |
|
S4 |
25,785.41 |
26,003.97 |
26,729.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,088.45 |
26,665.57 |
422.88 |
1.6% |
159.27 |
0.6% |
100% |
True |
False |
|
10 |
27,088.45 |
26,465.32 |
623.13 |
2.3% |
161.83 |
0.6% |
100% |
True |
False |
|
20 |
27,088.45 |
25,988.09 |
1,100.36 |
4.1% |
170.26 |
0.6% |
100% |
True |
False |
|
40 |
27,088.45 |
24,680.57 |
2,407.88 |
8.9% |
206.36 |
0.8% |
100% |
True |
False |
|
60 |
27,088.45 |
24,680.57 |
2,407.88 |
8.9% |
218.69 |
0.8% |
100% |
True |
False |
|
80 |
27,088.45 |
24,680.57 |
2,407.88 |
8.9% |
213.37 |
0.8% |
100% |
True |
False |
|
100 |
27,088.45 |
24,680.57 |
2,407.88 |
8.9% |
213.16 |
0.8% |
100% |
True |
False |
|
120 |
27,088.45 |
24,244.31 |
2,844.14 |
10.5% |
218.40 |
0.8% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,820.00 |
2.618 |
27,539.09 |
1.618 |
27,366.96 |
1.000 |
27,260.58 |
0.618 |
27,194.83 |
HIGH |
27,088.45 |
0.618 |
27,022.70 |
0.500 |
27,002.39 |
0.382 |
26,982.07 |
LOW |
26,916.32 |
0.618 |
26,809.94 |
1.000 |
26,744.19 |
1.618 |
26,637.81 |
2.618 |
26,465.68 |
4.250 |
26,184.77 |
|
|
Fisher Pivots for day following 11-Jul-2019 |
Pivot |
1 day |
3 day |
R1 |
27,059.52 |
27,017.72 |
PP |
27,030.95 |
26,947.37 |
S1 |
27,002.39 |
26,877.01 |
|