| Trading Metrics calculated at close of trading on 16-Aug-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2019 |
16-Aug-2019 |
Change |
Change % |
Previous Week |
| Open |
7,503.14 |
7,548.90 |
45.76 |
0.6% |
7,597.19 |
| High |
7,523.50 |
7,622.73 |
99.23 |
1.3% |
7,778.34 |
| Low |
7,429.36 |
7,548.90 |
119.54 |
1.6% |
7,429.36 |
| Close |
7,484.89 |
7,604.11 |
119.22 |
1.6% |
7,604.11 |
| Range |
94.14 |
73.83 |
-20.31 |
-21.6% |
348.98 |
| ATR |
139.69 |
139.56 |
-0.13 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,813.40 |
7,782.59 |
7,644.72 |
|
| R3 |
7,739.57 |
7,708.76 |
7,624.41 |
|
| R2 |
7,665.74 |
7,665.74 |
7,617.65 |
|
| R1 |
7,634.93 |
7,634.93 |
7,610.88 |
7,650.34 |
| PP |
7,591.91 |
7,591.91 |
7,591.91 |
7,599.62 |
| S1 |
7,561.10 |
7,561.10 |
7,597.34 |
7,576.51 |
| S2 |
7,518.08 |
7,518.08 |
7,590.57 |
|
| S3 |
7,444.25 |
7,487.27 |
7,583.81 |
|
| S4 |
7,370.42 |
7,413.44 |
7,563.50 |
|
|
| Weekly Pivots for week ending 16-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,650.88 |
8,476.47 |
7,796.05 |
|
| R3 |
8,301.90 |
8,127.49 |
7,700.08 |
|
| R2 |
7,952.92 |
7,952.92 |
7,668.09 |
|
| R1 |
7,778.51 |
7,778.51 |
7,636.10 |
7,865.72 |
| PP |
7,603.94 |
7,603.94 |
7,603.94 |
7,647.54 |
| S1 |
7,429.53 |
7,429.53 |
7,572.12 |
7,516.74 |
| S2 |
7,254.96 |
7,254.96 |
7,540.13 |
|
| S3 |
6,905.98 |
7,080.55 |
7,508.14 |
|
| S4 |
6,557.00 |
6,731.57 |
7,412.17 |
|
|
| 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 |
4.6% |
124.87 |
1.6% |
50% |
False |
False |
|
| 10 |
7,778.34 |
7,356.27 |
422.07 |
5.6% |
135.67 |
1.8% |
59% |
False |
False |
|
| 20 |
8,027.18 |
7,356.27 |
670.91 |
8.8% |
116.79 |
1.5% |
37% |
False |
False |
|
| 40 |
8,027.18 |
7,356.27 |
670.91 |
8.8% |
90.48 |
1.2% |
37% |
False |
False |
|
| 60 |
8,027.18 |
6,936.68 |
1,090.50 |
14.3% |
89.47 |
1.2% |
61% |
False |
False |
|
| 80 |
8,027.18 |
6,936.68 |
1,090.50 |
14.3% |
93.41 |
1.2% |
61% |
False |
False |
|
| 100 |
8,027.18 |
6,936.68 |
1,090.50 |
14.3% |
86.17 |
1.1% |
61% |
False |
False |
|
| 120 |
8,027.18 |
6,936.68 |
1,090.50 |
14.3% |
85.52 |
1.1% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,936.51 |
|
2.618 |
7,816.02 |
|
1.618 |
7,742.19 |
|
1.000 |
7,696.56 |
|
0.618 |
7,668.36 |
|
HIGH |
7,622.73 |
|
0.618 |
7,594.53 |
|
0.500 |
7,585.82 |
|
0.382 |
7,577.10 |
|
LOW |
7,548.90 |
|
0.618 |
7,503.27 |
|
1.000 |
7,475.07 |
|
1.618 |
7,429.44 |
|
2.618 |
7,355.61 |
|
4.250 |
7,235.12 |
|
|
| Fisher Pivots for day following 16-Aug-2019 |
| Pivot |
1 day |
3 day |
| R1 |
7,598.01 |
7,578.09 |
| PP |
7,591.91 |
7,552.07 |
| S1 |
7,585.82 |
7,526.05 |
|