| Trading Metrics calculated at close of trading on 30-Jul-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2019 |
30-Jul-2019 |
Change |
Change % |
Previous Week |
| Open |
301.88 |
299.91 |
-1.97 |
-0.7% |
297.61 |
| High |
301.93 |
301.17 |
-0.76 |
-0.3% |
302.23 |
| Low |
300.85 |
299.49 |
-1.36 |
-0.5% |
297.04 |
| Close |
301.46 |
300.72 |
-0.74 |
-0.2% |
302.01 |
| Range |
1.08 |
1.68 |
0.60 |
55.6% |
5.19 |
| ATR |
2.18 |
2.17 |
-0.02 |
-0.7% |
0.00 |
| Volume |
38,126,400 |
45,849,000 |
7,722,600 |
20.3% |
236,036,500 |
|
| Daily Pivots for day following 30-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
305.50 |
304.79 |
301.64 |
|
| R3 |
303.82 |
303.11 |
301.18 |
|
| R2 |
302.14 |
302.14 |
301.03 |
|
| R1 |
301.43 |
301.43 |
300.87 |
301.79 |
| PP |
300.46 |
300.46 |
300.46 |
300.64 |
| S1 |
299.75 |
299.75 |
300.57 |
300.11 |
| S2 |
298.78 |
298.78 |
300.41 |
|
| S3 |
297.10 |
298.07 |
300.26 |
|
| S4 |
295.42 |
296.39 |
299.80 |
|
|
| Weekly Pivots for week ending 26-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
316.00 |
314.19 |
304.86 |
|
| R3 |
310.81 |
309.00 |
303.44 |
|
| R2 |
305.62 |
305.62 |
302.96 |
|
| R1 |
303.81 |
303.81 |
302.49 |
304.72 |
| PP |
300.43 |
300.43 |
300.43 |
300.88 |
| S1 |
298.62 |
298.62 |
301.53 |
299.53 |
| S2 |
295.24 |
295.24 |
301.06 |
|
| S3 |
290.05 |
293.43 |
300.58 |
|
| S4 |
284.86 |
288.24 |
299.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
302.23 |
299.09 |
3.14 |
1.0% |
1.72 |
0.6% |
52% |
False |
False |
46,333,320 |
| 10 |
302.23 |
296.70 |
5.53 |
1.8% |
1.97 |
0.7% |
73% |
False |
False |
48,689,710 |
| 20 |
302.23 |
294.68 |
7.55 |
2.5% |
1.85 |
0.6% |
80% |
False |
False |
47,611,900 |
| 40 |
302.23 |
276.62 |
25.61 |
8.5% |
2.04 |
0.7% |
94% |
False |
False |
56,883,807 |
| 60 |
302.23 |
273.09 |
29.14 |
9.7% |
2.44 |
0.8% |
95% |
False |
False |
66,983,582 |
| 80 |
302.23 |
273.09 |
29.14 |
9.7% |
2.30 |
0.8% |
95% |
False |
False |
64,831,695 |
| 100 |
302.23 |
272.42 |
29.81 |
9.9% |
2.32 |
0.8% |
95% |
False |
False |
66,851,305 |
| 120 |
302.23 |
267.83 |
34.40 |
11.4% |
2.29 |
0.8% |
96% |
False |
False |
68,223,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
308.31 |
|
2.618 |
305.57 |
|
1.618 |
303.89 |
|
1.000 |
302.85 |
|
0.618 |
302.21 |
|
HIGH |
301.17 |
|
0.618 |
300.53 |
|
0.500 |
300.33 |
|
0.382 |
300.13 |
|
LOW |
299.49 |
|
0.618 |
298.45 |
|
1.000 |
297.81 |
|
1.618 |
296.77 |
|
2.618 |
295.09 |
|
4.250 |
292.35 |
|
|
| Fisher Pivots for day following 30-Jul-2019 |
| Pivot |
1 day |
3 day |
| R1 |
300.59 |
300.86 |
| PP |
300.46 |
300.81 |
| S1 |
300.33 |
300.77 |
|