| Trading Metrics calculated at close of trading on 22-Aug-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2019 |
22-Aug-2019 |
Change |
Change % |
Previous Week |
| Open |
7,731.75 |
7,750.98 |
19.23 |
0.2% |
7,597.19 |
| High |
7,754.66 |
7,764.79 |
10.13 |
0.1% |
7,778.34 |
| Low |
7,706.57 |
7,649.28 |
-57.29 |
-0.7% |
7,429.36 |
| Close |
7,733.22 |
7,707.43 |
-25.79 |
-0.3% |
7,604.11 |
| Range |
48.09 |
115.51 |
67.42 |
140.2% |
348.98 |
| ATR |
131.05 |
129.94 |
-1.11 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,053.70 |
7,996.07 |
7,770.96 |
|
| R3 |
7,938.19 |
7,880.56 |
7,739.20 |
|
| R2 |
7,822.68 |
7,822.68 |
7,728.61 |
|
| R1 |
7,765.05 |
7,765.05 |
7,718.02 |
7,736.11 |
| PP |
7,707.17 |
7,707.17 |
7,707.17 |
7,692.70 |
| S1 |
7,649.54 |
7,649.54 |
7,696.84 |
7,620.60 |
| S2 |
7,591.66 |
7,591.66 |
7,686.25 |
|
| S3 |
7,476.15 |
7,534.03 |
7,675.66 |
|
| S4 |
7,360.64 |
7,418.52 |
7,643.90 |
|
|
| 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 |
7,764.79 |
7,548.90 |
215.89 |
2.8% |
71.44 |
0.9% |
73% |
True |
False |
|
| 10 |
7,778.34 |
7,429.36 |
348.98 |
4.5% |
102.60 |
1.3% |
80% |
False |
False |
|
| 20 |
8,027.18 |
7,356.27 |
670.91 |
8.7% |
117.82 |
1.5% |
52% |
False |
False |
|
| 40 |
8,027.18 |
7,356.27 |
670.91 |
8.7% |
90.05 |
1.2% |
52% |
False |
False |
|
| 60 |
8,027.18 |
6,936.68 |
1,090.50 |
14.1% |
88.89 |
1.2% |
71% |
False |
False |
|
| 80 |
8,027.18 |
6,936.68 |
1,090.50 |
14.1% |
93.66 |
1.2% |
71% |
False |
False |
|
| 100 |
8,027.18 |
6,936.68 |
1,090.50 |
14.1% |
85.99 |
1.1% |
71% |
False |
False |
|
| 120 |
8,027.18 |
6,936.68 |
1,090.50 |
14.1% |
85.25 |
1.1% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,255.71 |
|
2.618 |
8,067.20 |
|
1.618 |
7,951.69 |
|
1.000 |
7,880.30 |
|
0.618 |
7,836.18 |
|
HIGH |
7,764.79 |
|
0.618 |
7,720.67 |
|
0.500 |
7,707.04 |
|
0.382 |
7,693.40 |
|
LOW |
7,649.28 |
|
0.618 |
7,577.89 |
|
1.000 |
7,533.77 |
|
1.618 |
7,462.38 |
|
2.618 |
7,346.87 |
|
4.250 |
7,158.36 |
|
|
| Fisher Pivots for day following 22-Aug-2019 |
| Pivot |
1 day |
3 day |
| R1 |
7,707.30 |
7,707.30 |
| PP |
7,707.17 |
7,707.17 |
| S1 |
7,707.04 |
7,707.04 |
|