| Trading Metrics calculated at close of trading on 17-Jul-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2019 |
17-Jul-2019 |
Change |
Change % |
Previous Week |
| Open |
300.65 |
299.75 |
-0.90 |
-0.3% |
297.01 |
| High |
300.88 |
299.93 |
-0.95 |
-0.3% |
300.73 |
| Low |
299.44 |
297.74 |
-1.70 |
-0.6% |
295.48 |
| Close |
299.71 |
297.74 |
-1.97 |
-0.7% |
300.65 |
| Range |
1.44 |
2.19 |
0.75 |
52.1% |
5.25 |
| ATR |
2.24 |
2.24 |
0.00 |
-0.2% |
0.00 |
| Volume |
40,567,900 |
44,102,400 |
3,534,500 |
8.7% |
236,782,200 |
|
| Daily Pivots for day following 17-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
305.04 |
303.58 |
298.94 |
|
| R3 |
302.85 |
301.39 |
298.34 |
|
| R2 |
300.66 |
300.66 |
298.14 |
|
| R1 |
299.20 |
299.20 |
297.94 |
298.84 |
| PP |
298.47 |
298.47 |
298.47 |
298.29 |
| S1 |
297.01 |
297.01 |
297.54 |
296.65 |
| S2 |
296.28 |
296.28 |
297.34 |
|
| S3 |
294.09 |
294.82 |
297.14 |
|
| S4 |
291.90 |
292.63 |
296.54 |
|
|
| Weekly Pivots for week ending 12-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
314.70 |
312.93 |
303.54 |
|
| R3 |
309.45 |
307.68 |
302.09 |
|
| R2 |
304.20 |
304.20 |
301.61 |
|
| R1 |
302.43 |
302.43 |
301.13 |
303.32 |
| PP |
298.95 |
298.95 |
298.95 |
299.40 |
| S1 |
297.18 |
297.18 |
300.17 |
298.07 |
| S2 |
293.70 |
293.70 |
299.69 |
|
| S3 |
288.45 |
291.93 |
299.21 |
|
| S4 |
283.20 |
286.68 |
297.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
301.13 |
297.74 |
3.39 |
1.1% |
1.43 |
0.5% |
0% |
False |
True |
41,964,860 |
| 10 |
301.13 |
295.48 |
5.65 |
1.9% |
1.76 |
0.6% |
40% |
False |
False |
44,793,880 |
| 20 |
301.13 |
290.35 |
10.79 |
3.6% |
1.90 |
0.6% |
69% |
False |
False |
57,400,335 |
| 40 |
301.13 |
273.09 |
28.04 |
9.4% |
2.15 |
0.7% |
88% |
False |
False |
62,464,835 |
| 60 |
301.13 |
273.09 |
28.04 |
9.4% |
2.50 |
0.8% |
88% |
False |
False |
68,651,696 |
| 80 |
301.13 |
273.09 |
28.04 |
9.4% |
2.32 |
0.8% |
88% |
False |
False |
66,787,760 |
| 100 |
301.13 |
272.42 |
28.71 |
9.6% |
2.35 |
0.8% |
88% |
False |
False |
69,088,146 |
| 120 |
301.13 |
261.79 |
39.34 |
13.2% |
2.33 |
0.8% |
91% |
False |
False |
70,613,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
309.24 |
|
2.618 |
305.66 |
|
1.618 |
303.47 |
|
1.000 |
302.12 |
|
0.618 |
301.28 |
|
HIGH |
299.93 |
|
0.618 |
299.09 |
|
0.500 |
298.84 |
|
0.382 |
298.58 |
|
LOW |
297.74 |
|
0.618 |
296.39 |
|
1.000 |
295.55 |
|
1.618 |
294.20 |
|
2.618 |
292.01 |
|
4.250 |
288.43 |
|
|
| Fisher Pivots for day following 17-Jul-2019 |
| Pivot |
1 day |
3 day |
| R1 |
298.84 |
299.44 |
| PP |
298.47 |
298.87 |
| S1 |
298.11 |
298.31 |
|