| Trading Metrics calculated at close of trading on 21-Aug-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2019 |
21-Aug-2019 |
Change |
Change % |
Previous Week |
| Open |
7,708.31 |
7,731.75 |
23.44 |
0.3% |
7,597.19 |
| High |
7,731.31 |
7,754.66 |
23.35 |
0.3% |
7,778.34 |
| Low |
7,664.21 |
7,706.57 |
42.36 |
0.6% |
7,429.36 |
| Close |
7,664.47 |
7,733.22 |
68.75 |
0.9% |
7,604.11 |
| Range |
67.10 |
48.09 |
-19.01 |
-28.3% |
348.98 |
| ATR |
134.19 |
131.05 |
-3.14 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,875.75 |
7,852.58 |
7,759.67 |
|
| R3 |
7,827.66 |
7,804.49 |
7,746.44 |
|
| R2 |
7,779.57 |
7,779.57 |
7,742.04 |
|
| R1 |
7,756.40 |
7,756.40 |
7,737.63 |
7,767.99 |
| PP |
7,731.48 |
7,731.48 |
7,731.48 |
7,737.28 |
| S1 |
7,708.31 |
7,708.31 |
7,728.81 |
7,719.90 |
| S2 |
7,683.39 |
7,683.39 |
7,724.40 |
|
| S3 |
7,635.30 |
7,660.22 |
7,720.00 |
|
| S4 |
7,587.21 |
7,612.13 |
7,706.77 |
|
|
| 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 |
7,754.66 |
7,429.36 |
325.30 |
4.2% |
67.16 |
0.9% |
93% |
True |
False |
|
| 10 |
7,778.34 |
7,429.36 |
348.98 |
4.5% |
105.93 |
1.4% |
87% |
False |
False |
|
| 20 |
8,027.18 |
7,356.27 |
670.91 |
8.7% |
115.18 |
1.5% |
56% |
False |
False |
|
| 40 |
8,027.18 |
7,356.27 |
670.91 |
8.7% |
88.95 |
1.2% |
56% |
False |
False |
|
| 60 |
8,027.18 |
6,936.68 |
1,090.50 |
14.1% |
88.26 |
1.1% |
73% |
False |
False |
|
| 80 |
8,027.18 |
6,936.68 |
1,090.50 |
14.1% |
93.05 |
1.2% |
73% |
False |
False |
|
| 100 |
8,027.18 |
6,936.68 |
1,090.50 |
14.1% |
85.43 |
1.1% |
73% |
False |
False |
|
| 120 |
8,027.18 |
6,936.68 |
1,090.50 |
14.1% |
85.39 |
1.1% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,959.04 |
|
2.618 |
7,880.56 |
|
1.618 |
7,832.47 |
|
1.000 |
7,802.75 |
|
0.618 |
7,784.38 |
|
HIGH |
7,754.66 |
|
0.618 |
7,736.29 |
|
0.500 |
7,730.62 |
|
0.382 |
7,724.94 |
|
LOW |
7,706.57 |
|
0.618 |
7,676.85 |
|
1.000 |
7,658.48 |
|
1.618 |
7,628.76 |
|
2.618 |
7,580.67 |
|
4.250 |
7,502.19 |
|
|
| Fisher Pivots for day following 21-Aug-2019 |
| Pivot |
1 day |
3 day |
| R1 |
7,732.35 |
7,725.29 |
| PP |
7,731.48 |
7,717.36 |
| S1 |
7,730.62 |
7,709.44 |
|