Trading Metrics calculated at close of trading on 16-Jul-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2019 |
16-Jul-2019 |
Change |
Change % |
Previous Week |
Open |
27,364.69 |
27,349.32 |
-15.37 |
-0.1% |
26,835.64 |
High |
27,364.69 |
27,398.68 |
33.99 |
0.1% |
27,333.79 |
Low |
27,294.17 |
27,290.24 |
-3.93 |
0.0% |
26,665.57 |
Close |
27,359.16 |
27,335.63 |
-23.53 |
-0.1% |
27,332.03 |
Range |
70.52 |
108.44 |
37.92 |
53.8% |
668.22 |
ATR |
203.77 |
196.96 |
-6.81 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,666.84 |
27,609.67 |
27,395.27 |
|
R3 |
27,558.40 |
27,501.23 |
27,365.45 |
|
R2 |
27,449.96 |
27,449.96 |
27,355.51 |
|
R1 |
27,392.79 |
27,392.79 |
27,345.57 |
27,367.16 |
PP |
27,341.52 |
27,341.52 |
27,341.52 |
27,328.70 |
S1 |
27,284.35 |
27,284.35 |
27,325.69 |
27,258.72 |
S2 |
27,233.08 |
27,233.08 |
27,315.75 |
|
S3 |
27,124.64 |
27,175.91 |
27,305.81 |
|
S4 |
27,016.20 |
27,067.47 |
27,275.99 |
|
|
Weekly Pivots for week ending 12-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,115.12 |
28,891.80 |
27,699.55 |
|
R3 |
28,446.90 |
28,223.58 |
27,515.79 |
|
R2 |
27,778.68 |
27,778.68 |
27,454.54 |
|
R1 |
27,555.36 |
27,555.36 |
27,393.28 |
27,667.02 |
PP |
27,110.46 |
27,110.46 |
27,110.46 |
27,166.30 |
S1 |
26,887.14 |
26,887.14 |
27,270.78 |
26,998.80 |
S2 |
26,442.24 |
26,442.24 |
27,209.52 |
|
S3 |
25,774.02 |
26,218.92 |
27,148.27 |
|
S4 |
25,105.80 |
25,550.70 |
26,964.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,398.68 |
26,813.11 |
585.57 |
2.1% |
143.95 |
0.5% |
89% |
True |
False |
|
10 |
27,398.68 |
26,632.65 |
766.03 |
2.8% |
146.31 |
0.5% |
92% |
True |
False |
|
20 |
27,398.68 |
26,227.76 |
1,170.92 |
4.3% |
167.06 |
0.6% |
95% |
True |
False |
|
40 |
27,398.68 |
24,680.57 |
2,718.11 |
9.9% |
192.31 |
0.7% |
98% |
True |
False |
|
60 |
27,398.68 |
24,680.57 |
2,718.11 |
9.9% |
218.30 |
0.8% |
98% |
True |
False |
|
80 |
27,398.68 |
24,680.57 |
2,718.11 |
9.9% |
206.77 |
0.8% |
98% |
True |
False |
|
100 |
27,398.68 |
24,680.57 |
2,718.11 |
9.9% |
212.36 |
0.8% |
98% |
True |
False |
|
120 |
27,398.68 |
24,323.94 |
3,074.74 |
11.2% |
212.81 |
0.8% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,859.55 |
2.618 |
27,682.58 |
1.618 |
27,574.14 |
1.000 |
27,507.12 |
0.618 |
27,465.70 |
HIGH |
27,398.68 |
0.618 |
27,357.26 |
0.500 |
27,344.46 |
0.382 |
27,331.66 |
LOW |
27,290.24 |
0.618 |
27,223.22 |
1.000 |
27,181.80 |
1.618 |
27,114.78 |
2.618 |
27,006.34 |
4.250 |
26,829.37 |
|
|
Fisher Pivots for day following 16-Jul-2019 |
Pivot |
1 day |
3 day |
R1 |
27,344.46 |
27,312.78 |
PP |
27,341.52 |
27,289.92 |
S1 |
27,338.57 |
27,267.07 |
|