Trading Metrics calculated at close of trading on 01-Aug-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2019 |
01-Aug-2019 |
Change |
Change % |
Previous Week |
Open |
27,244.67 |
26,879.86 |
-364.81 |
-1.3% |
27,174.18 |
High |
27,281.65 |
27,175.59 |
-106.06 |
-0.4% |
27,368.81 |
Low |
26,719.60 |
26,548.71 |
-170.89 |
-0.6% |
27,062.48 |
Close |
26,864.27 |
26,583.42 |
-280.85 |
-1.0% |
27,192.45 |
Range |
562.05 |
626.88 |
64.83 |
11.5% |
306.33 |
ATR |
203.29 |
233.55 |
30.26 |
14.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,649.88 |
28,243.53 |
26,928.20 |
|
R3 |
28,023.00 |
27,616.65 |
26,755.81 |
|
R2 |
27,396.12 |
27,396.12 |
26,698.35 |
|
R1 |
26,989.77 |
26,989.77 |
26,640.88 |
26,879.51 |
PP |
26,769.24 |
26,769.24 |
26,769.24 |
26,714.11 |
S1 |
26,362.89 |
26,362.89 |
26,525.96 |
26,252.63 |
S2 |
26,142.36 |
26,142.36 |
26,468.49 |
|
S3 |
25,515.48 |
25,736.01 |
26,411.03 |
|
S4 |
24,888.60 |
25,109.13 |
26,238.64 |
|
|
Weekly Pivots for week ending 26-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,126.90 |
27,966.01 |
27,360.93 |
|
R3 |
27,820.57 |
27,659.68 |
27,276.69 |
|
R2 |
27,514.24 |
27,514.24 |
27,248.61 |
|
R1 |
27,353.35 |
27,353.35 |
27,220.53 |
27,433.80 |
PP |
27,207.91 |
27,207.91 |
27,207.91 |
27,248.14 |
S1 |
27,047.02 |
27,047.02 |
27,164.37 |
27,127.47 |
S2 |
26,901.58 |
26,901.58 |
27,136.29 |
|
S3 |
26,595.25 |
26,740.69 |
27,108.21 |
|
S4 |
26,288.92 |
26,434.36 |
27,023.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,281.65 |
26,548.71 |
732.94 |
2.8% |
306.33 |
1.2% |
5% |
False |
True |
|
10 |
27,368.81 |
26,548.71 |
820.10 |
3.1% |
236.78 |
0.9% |
4% |
False |
True |
|
20 |
27,398.68 |
26,548.71 |
849.97 |
3.2% |
193.21 |
0.7% |
4% |
False |
True |
|
40 |
27,398.68 |
25,518.05 |
1,880.63 |
7.1% |
189.72 |
0.7% |
57% |
False |
False |
|
60 |
27,398.68 |
24,680.57 |
2,718.11 |
10.2% |
218.64 |
0.8% |
70% |
False |
False |
|
80 |
27,398.68 |
24,680.57 |
2,718.11 |
10.2% |
210.54 |
0.8% |
70% |
False |
False |
|
100 |
27,398.68 |
24,680.57 |
2,718.11 |
10.2% |
210.45 |
0.8% |
70% |
False |
False |
|
120 |
27,398.68 |
24,680.57 |
2,718.11 |
10.2% |
213.28 |
0.8% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,839.83 |
2.618 |
28,816.76 |
1.618 |
28,189.88 |
1.000 |
27,802.47 |
0.618 |
27,563.00 |
HIGH |
27,175.59 |
0.618 |
26,936.12 |
0.500 |
26,862.15 |
0.382 |
26,788.18 |
LOW |
26,548.71 |
0.618 |
26,161.30 |
1.000 |
25,921.83 |
1.618 |
25,534.42 |
2.618 |
24,907.54 |
4.250 |
23,884.47 |
|
|
Fisher Pivots for day following 01-Aug-2019 |
Pivot |
1 day |
3 day |
R1 |
26,862.15 |
26,915.18 |
PP |
26,769.24 |
26,804.59 |
S1 |
26,676.33 |
26,694.01 |
|