| Trading Metrics calculated at close of trading on 20-Aug-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2019 |
20-Aug-2019 |
Change |
Change % |
Previous Week |
| Open |
7,715.41 |
7,708.31 |
-7.10 |
-0.1% |
7,597.19 |
| High |
7,740.74 |
7,731.31 |
-9.43 |
-0.1% |
7,778.34 |
| Low |
7,688.09 |
7,664.21 |
-23.88 |
-0.3% |
7,429.36 |
| Close |
7,719.32 |
7,664.47 |
-54.85 |
-0.7% |
7,604.11 |
| Range |
52.65 |
67.10 |
14.45 |
27.4% |
348.98 |
| ATR |
139.35 |
134.19 |
-5.16 |
-3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,887.96 |
7,843.32 |
7,701.38 |
|
| R3 |
7,820.86 |
7,776.22 |
7,682.92 |
|
| R2 |
7,753.76 |
7,753.76 |
7,676.77 |
|
| R1 |
7,709.12 |
7,709.12 |
7,670.62 |
7,697.89 |
| PP |
7,686.66 |
7,686.66 |
7,686.66 |
7,681.05 |
| S1 |
7,642.02 |
7,642.02 |
7,658.32 |
7,630.79 |
| S2 |
7,619.56 |
7,619.56 |
7,652.17 |
|
| S3 |
7,552.46 |
7,574.92 |
7,646.02 |
|
| S4 |
7,485.36 |
7,507.82 |
7,627.57 |
|
|
| 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 |
7,740.74 |
7,429.36 |
311.38 |
4.1% |
84.92 |
1.1% |
76% |
False |
False |
|
| 10 |
7,778.34 |
7,386.76 |
391.58 |
5.1% |
119.44 |
1.6% |
71% |
False |
False |
|
| 20 |
8,027.18 |
7,356.27 |
670.91 |
8.8% |
116.96 |
1.5% |
46% |
False |
False |
|
| 40 |
8,027.18 |
7,356.27 |
670.91 |
8.8% |
91.22 |
1.2% |
46% |
False |
False |
|
| 60 |
8,027.18 |
6,936.68 |
1,090.50 |
14.2% |
88.91 |
1.2% |
67% |
False |
False |
|
| 80 |
8,027.18 |
6,936.68 |
1,090.50 |
14.2% |
92.93 |
1.2% |
67% |
False |
False |
|
| 100 |
8,027.18 |
6,936.68 |
1,090.50 |
14.2% |
85.43 |
1.1% |
67% |
False |
False |
|
| 120 |
8,027.18 |
6,936.68 |
1,090.50 |
14.2% |
85.48 |
1.1% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,016.49 |
|
2.618 |
7,906.98 |
|
1.618 |
7,839.88 |
|
1.000 |
7,798.41 |
|
0.618 |
7,772.78 |
|
HIGH |
7,731.31 |
|
0.618 |
7,705.68 |
|
0.500 |
7,697.76 |
|
0.382 |
7,689.84 |
|
LOW |
7,664.21 |
|
0.618 |
7,622.74 |
|
1.000 |
7,597.11 |
|
1.618 |
7,555.64 |
|
2.618 |
7,488.54 |
|
4.250 |
7,379.04 |
|
|
| Fisher Pivots for day following 20-Aug-2019 |
| Pivot |
1 day |
3 day |
| R1 |
7,697.76 |
7,657.92 |
| PP |
7,686.66 |
7,651.37 |
| S1 |
7,675.57 |
7,644.82 |
|