| Trading Metrics calculated at close of trading on 10-Jul-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2019 |
10-Jul-2019 |
Change |
Change % |
Previous Week |
| Open |
26,725.12 |
26,851.96 |
126.84 |
0.5% |
26,805.86 |
| High |
26,807.70 |
26,983.45 |
175.75 |
0.7% |
26,966.00 |
| Low |
26,665.57 |
26,813.11 |
147.54 |
0.6% |
26,616.21 |
| Close |
26,783.49 |
26,860.20 |
76.71 |
0.3% |
26,922.12 |
| Range |
142.13 |
170.34 |
28.21 |
19.8% |
349.79 |
| ATR |
211.10 |
210.30 |
-0.80 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,396.61 |
27,298.74 |
26,953.89 |
|
| R3 |
27,226.27 |
27,128.40 |
26,907.04 |
|
| R2 |
27,055.93 |
27,055.93 |
26,891.43 |
|
| R1 |
26,958.06 |
26,958.06 |
26,875.81 |
27,007.00 |
| PP |
26,885.59 |
26,885.59 |
26,885.59 |
26,910.05 |
| S1 |
26,787.72 |
26,787.72 |
26,844.59 |
26,836.66 |
| S2 |
26,715.25 |
26,715.25 |
26,828.97 |
|
| S3 |
26,544.91 |
26,617.38 |
26,813.36 |
|
| S4 |
26,374.57 |
26,447.04 |
26,766.51 |
|
|
| Weekly Pivots for week ending 05-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,884.15 |
27,752.92 |
27,114.50 |
|
| R3 |
27,534.36 |
27,403.13 |
27,018.31 |
|
| R2 |
27,184.57 |
27,184.57 |
26,986.25 |
|
| R1 |
27,053.34 |
27,053.34 |
26,954.18 |
27,118.96 |
| PP |
26,834.78 |
26,834.78 |
26,834.78 |
26,867.58 |
| S1 |
26,703.55 |
26,703.55 |
26,890.06 |
26,769.17 |
| S2 |
26,484.99 |
26,484.99 |
26,857.99 |
|
| S3 |
26,135.20 |
26,353.76 |
26,825.93 |
|
| S4 |
25,785.41 |
26,003.97 |
26,729.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
26,983.45 |
26,665.57 |
317.88 |
1.2% |
151.76 |
0.6% |
61% |
True |
False |
|
| 10 |
26,983.45 |
26,465.32 |
518.13 |
1.9% |
156.98 |
0.6% |
76% |
True |
False |
|
| 20 |
26,983.45 |
25,958.66 |
1,024.79 |
3.8% |
167.82 |
0.6% |
88% |
True |
False |
|
| 40 |
26,983.45 |
24,680.57 |
2,302.88 |
8.6% |
209.68 |
0.8% |
95% |
True |
False |
|
| 60 |
26,983.45 |
24,680.57 |
2,302.88 |
8.6% |
217.62 |
0.8% |
95% |
True |
False |
|
| 80 |
26,983.45 |
24,680.57 |
2,302.88 |
8.6% |
212.96 |
0.8% |
95% |
True |
False |
|
| 100 |
26,983.45 |
24,680.57 |
2,302.88 |
8.6% |
214.63 |
0.8% |
95% |
True |
False |
|
| 120 |
26,983.45 |
24,088.90 |
2,894.55 |
10.8% |
220.18 |
0.8% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27,707.40 |
|
2.618 |
27,429.40 |
|
1.618 |
27,259.06 |
|
1.000 |
27,153.79 |
|
0.618 |
27,088.72 |
|
HIGH |
26,983.45 |
|
0.618 |
26,918.38 |
|
0.500 |
26,898.28 |
|
0.382 |
26,878.18 |
|
LOW |
26,813.11 |
|
0.618 |
26,707.84 |
|
1.000 |
26,642.77 |
|
1.618 |
26,537.50 |
|
2.618 |
26,367.16 |
|
4.250 |
26,089.17 |
|
|
| Fisher Pivots for day following 10-Jul-2019 |
| Pivot |
1 day |
3 day |
| R1 |
26,898.28 |
26,848.30 |
| PP |
26,885.59 |
26,836.41 |
| S1 |
26,872.89 |
26,824.51 |
|