| Trading Metrics calculated at close of trading on 26-Jul-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2019 |
26-Jul-2019 |
Change |
Change % |
Previous Week |
| Open |
7,979.14 |
7,992.13 |
12.99 |
0.2% |
7,862.38 |
| High |
7,983.96 |
8,027.18 |
43.22 |
0.5% |
8,027.18 |
| Low |
7,921.21 |
7,986.72 |
65.51 |
0.8% |
7,862.27 |
| Close |
7,929.87 |
8,016.95 |
87.08 |
1.1% |
8,016.95 |
| Range |
62.75 |
40.46 |
-22.29 |
-35.5% |
164.91 |
| ATR |
81.10 |
82.26 |
1.16 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,131.66 |
8,114.77 |
8,039.20 |
|
| R3 |
8,091.20 |
8,074.31 |
8,028.08 |
|
| R2 |
8,050.74 |
8,050.74 |
8,024.37 |
|
| R1 |
8,033.85 |
8,033.85 |
8,020.66 |
8,042.30 |
| PP |
8,010.28 |
8,010.28 |
8,010.28 |
8,014.51 |
| S1 |
7,993.39 |
7,993.39 |
8,013.24 |
8,001.84 |
| S2 |
7,969.82 |
7,969.82 |
8,009.53 |
|
| S3 |
7,929.36 |
7,952.93 |
8,005.82 |
|
| S4 |
7,888.90 |
7,912.47 |
7,994.70 |
|
|
| Weekly Pivots for week ending 26-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,463.53 |
8,405.15 |
8,107.65 |
|
| R3 |
8,298.62 |
8,240.24 |
8,062.30 |
|
| R2 |
8,133.71 |
8,133.71 |
8,047.18 |
|
| R1 |
8,075.33 |
8,075.33 |
8,032.07 |
8,104.52 |
| PP |
7,968.80 |
7,968.80 |
7,968.80 |
7,983.40 |
| S1 |
7,910.42 |
7,910.42 |
8,001.83 |
7,939.61 |
| S2 |
7,803.89 |
7,803.89 |
7,986.72 |
|
| S3 |
7,638.98 |
7,745.51 |
7,971.60 |
|
| S4 |
7,474.07 |
7,580.60 |
7,926.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,027.18 |
7,862.27 |
164.91 |
2.1% |
60.66 |
0.8% |
94% |
True |
False |
|
| 10 |
8,027.18 |
7,827.49 |
199.69 |
2.5% |
64.92 |
0.8% |
95% |
True |
False |
|
| 20 |
8,027.18 |
7,639.44 |
387.74 |
4.8% |
62.49 |
0.8% |
97% |
True |
False |
|
| 40 |
8,027.18 |
6,936.68 |
1,090.50 |
13.6% |
73.98 |
0.9% |
99% |
True |
False |
|
| 60 |
8,027.18 |
6,936.68 |
1,090.50 |
13.6% |
84.60 |
1.1% |
99% |
True |
False |
|
| 80 |
8,027.18 |
6,936.68 |
1,090.50 |
13.6% |
77.97 |
1.0% |
99% |
True |
False |
|
| 100 |
8,027.18 |
6,936.68 |
1,090.50 |
13.6% |
78.56 |
1.0% |
99% |
True |
False |
|
| 120 |
8,027.18 |
6,836.70 |
1,190.48 |
14.8% |
76.62 |
1.0% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,199.14 |
|
2.618 |
8,133.10 |
|
1.618 |
8,092.64 |
|
1.000 |
8,067.64 |
|
0.618 |
8,052.18 |
|
HIGH |
8,027.18 |
|
0.618 |
8,011.72 |
|
0.500 |
8,006.95 |
|
0.382 |
8,002.18 |
|
LOW |
7,986.72 |
|
0.618 |
7,961.72 |
|
1.000 |
7,946.26 |
|
1.618 |
7,921.26 |
|
2.618 |
7,880.80 |
|
4.250 |
7,814.77 |
|
|
| Fisher Pivots for day following 26-Jul-2019 |
| Pivot |
1 day |
3 day |
| R1 |
8,013.62 |
8,002.70 |
| PP |
8,010.28 |
7,988.45 |
| S1 |
8,006.95 |
7,974.20 |
|