| Trading Metrics calculated at close of trading on 18-Jul-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2019 |
18-Jul-2019 |
Change |
Change % |
Previous Week |
| Open |
27,320.91 |
27,191.98 |
-128.93 |
-0.5% |
26,835.64 |
| High |
27,343.06 |
27,266.81 |
-76.25 |
-0.3% |
27,333.79 |
| Low |
27,218.38 |
27,068.79 |
-149.59 |
-0.5% |
26,665.57 |
| Close |
27,219.85 |
27,222.97 |
3.12 |
0.0% |
27,332.03 |
| Range |
124.68 |
198.02 |
73.34 |
58.8% |
668.22 |
| ATR |
191.80 |
192.24 |
0.44 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,780.25 |
27,699.63 |
27,331.88 |
|
| R3 |
27,582.23 |
27,501.61 |
27,277.43 |
|
| R2 |
27,384.21 |
27,384.21 |
27,259.27 |
|
| R1 |
27,303.59 |
27,303.59 |
27,241.12 |
27,343.90 |
| PP |
27,186.19 |
27,186.19 |
27,186.19 |
27,206.35 |
| S1 |
27,105.57 |
27,105.57 |
27,204.82 |
27,145.88 |
| S2 |
26,988.17 |
26,988.17 |
27,186.67 |
|
| S3 |
26,790.15 |
26,907.55 |
27,168.51 |
|
| S4 |
26,592.13 |
26,709.53 |
27,114.06 |
|
|
| Weekly Pivots for week ending 12-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,115.12 |
28,891.80 |
27,699.55 |
|
| R3 |
28,446.90 |
28,223.58 |
27,515.79 |
|
| R2 |
27,778.68 |
27,778.68 |
27,454.54 |
|
| R1 |
27,555.36 |
27,555.36 |
27,393.28 |
27,667.02 |
| PP |
27,110.46 |
27,110.46 |
27,110.46 |
27,166.30 |
| S1 |
26,887.14 |
26,887.14 |
27,270.78 |
26,998.80 |
| S2 |
26,442.24 |
26,442.24 |
27,209.52 |
|
| S3 |
25,774.02 |
26,218.92 |
27,148.27 |
|
| S4 |
25,105.80 |
25,550.70 |
26,964.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
27,398.68 |
27,068.79 |
329.89 |
1.2% |
140.00 |
0.5% |
47% |
False |
True |
|
| 10 |
27,398.68 |
26,665.57 |
733.11 |
2.7% |
149.64 |
0.5% |
76% |
False |
False |
|
| 20 |
27,398.68 |
26,465.32 |
933.36 |
3.4% |
160.48 |
0.6% |
81% |
False |
False |
|
| 40 |
27,398.68 |
24,680.57 |
2,718.11 |
10.0% |
192.63 |
0.7% |
94% |
False |
False |
|
| 60 |
27,398.68 |
24,680.57 |
2,718.11 |
10.0% |
218.90 |
0.8% |
94% |
False |
False |
|
| 80 |
27,398.68 |
24,680.57 |
2,718.11 |
10.0% |
203.22 |
0.7% |
94% |
False |
False |
|
| 100 |
27,398.68 |
24,680.57 |
2,718.11 |
10.0% |
212.51 |
0.8% |
94% |
False |
False |
|
| 120 |
27,398.68 |
24,323.94 |
3,074.74 |
11.3% |
212.27 |
0.8% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
28,108.40 |
|
2.618 |
27,785.23 |
|
1.618 |
27,587.21 |
|
1.000 |
27,464.83 |
|
0.618 |
27,389.19 |
|
HIGH |
27,266.81 |
|
0.618 |
27,191.17 |
|
0.500 |
27,167.80 |
|
0.382 |
27,144.43 |
|
LOW |
27,068.79 |
|
0.618 |
26,946.41 |
|
1.000 |
26,870.77 |
|
1.618 |
26,748.39 |
|
2.618 |
26,550.37 |
|
4.250 |
26,227.21 |
|
|
| Fisher Pivots for day following 18-Jul-2019 |
| Pivot |
1 day |
3 day |
| R1 |
27,204.58 |
27,233.74 |
| PP |
27,186.19 |
27,230.15 |
| S1 |
27,167.80 |
27,226.56 |
|