| Trading Metrics calculated at close of trading on 22-Jul-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2019 |
22-Jul-2019 |
Change |
Change % |
Previous Week |
| Open |
27,246.38 |
27,174.18 |
-72.20 |
-0.3% |
27,364.69 |
| High |
27,342.96 |
27,227.77 |
-115.19 |
-0.4% |
27,398.68 |
| Low |
27,145.78 |
27,088.90 |
-56.88 |
-0.2% |
27,068.79 |
| Close |
27,154.20 |
27,171.90 |
17.70 |
0.1% |
27,154.20 |
| Range |
197.18 |
138.87 |
-58.31 |
-29.6% |
329.89 |
| ATR |
192.59 |
188.76 |
-3.84 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,579.47 |
27,514.55 |
27,248.28 |
|
| R3 |
27,440.60 |
27,375.68 |
27,210.09 |
|
| R2 |
27,301.73 |
27,301.73 |
27,197.36 |
|
| R1 |
27,236.81 |
27,236.81 |
27,184.63 |
27,199.84 |
| PP |
27,162.86 |
27,162.86 |
27,162.86 |
27,144.37 |
| S1 |
27,097.94 |
27,097.94 |
27,159.17 |
27,060.97 |
| S2 |
27,023.99 |
27,023.99 |
27,146.44 |
|
| S3 |
26,885.12 |
26,959.07 |
27,133.71 |
|
| S4 |
26,746.25 |
26,820.20 |
27,095.52 |
|
|
| Weekly Pivots for week ending 19-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,196.89 |
28,005.44 |
27,335.64 |
|
| R3 |
27,867.00 |
27,675.55 |
27,244.92 |
|
| R2 |
27,537.11 |
27,537.11 |
27,214.68 |
|
| R1 |
27,345.66 |
27,345.66 |
27,184.44 |
27,276.44 |
| PP |
27,207.22 |
27,207.22 |
27,207.22 |
27,172.62 |
| S1 |
27,015.77 |
27,015.77 |
27,123.96 |
26,946.55 |
| S2 |
26,877.33 |
26,877.33 |
27,093.72 |
|
| S3 |
26,547.44 |
26,685.88 |
27,063.48 |
|
| S4 |
26,217.55 |
26,355.99 |
26,972.76 |
|
|
| 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% |
153.44 |
0.6% |
31% |
False |
False |
|
| 10 |
27,398.68 |
26,665.57 |
733.11 |
2.7% |
152.07 |
0.6% |
69% |
False |
False |
|
| 20 |
27,398.68 |
26,465.32 |
933.36 |
3.4% |
154.29 |
0.6% |
76% |
False |
False |
|
| 40 |
27,398.68 |
24,680.57 |
2,718.11 |
10.0% |
189.71 |
0.7% |
92% |
False |
False |
|
| 60 |
27,398.68 |
24,680.57 |
2,718.11 |
10.0% |
219.10 |
0.8% |
92% |
False |
False |
|
| 80 |
27,398.68 |
24,680.57 |
2,718.11 |
10.0% |
200.11 |
0.7% |
92% |
False |
False |
|
| 100 |
27,398.68 |
24,680.57 |
2,718.11 |
10.0% |
212.35 |
0.8% |
92% |
False |
False |
|
| 120 |
27,398.68 |
24,680.57 |
2,718.11 |
10.0% |
211.37 |
0.8% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27,817.97 |
|
2.618 |
27,591.33 |
|
1.618 |
27,452.46 |
|
1.000 |
27,366.64 |
|
0.618 |
27,313.59 |
|
HIGH |
27,227.77 |
|
0.618 |
27,174.72 |
|
0.500 |
27,158.34 |
|
0.382 |
27,141.95 |
|
LOW |
27,088.90 |
|
0.618 |
27,003.08 |
|
1.000 |
26,950.03 |
|
1.618 |
26,864.21 |
|
2.618 |
26,725.34 |
|
4.250 |
26,498.70 |
|
|
| Fisher Pivots for day following 22-Jul-2019 |
| Pivot |
1 day |
3 day |
| R1 |
27,167.38 |
27,205.88 |
| PP |
27,162.86 |
27,194.55 |
| S1 |
27,158.34 |
27,183.23 |
|