| Trading Metrics calculated at close of trading on 02-Aug-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2019 |
02-Aug-2019 |
Change |
Change % |
Previous Week |
| Open |
26,879.86 |
26,528.66 |
-351.20 |
-1.3% |
27,192.24 |
| High |
27,175.59 |
26,570.02 |
-605.57 |
-2.2% |
27,281.65 |
| Low |
26,548.71 |
26,249.22 |
-299.49 |
-1.1% |
26,249.22 |
| Close |
26,583.42 |
26,485.01 |
-98.41 |
-0.4% |
26,485.01 |
| Range |
626.88 |
320.80 |
-306.08 |
-48.8% |
1,032.43 |
| ATR |
233.55 |
240.74 |
7.19 |
3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,397.15 |
27,261.88 |
26,661.45 |
|
| R3 |
27,076.35 |
26,941.08 |
26,573.23 |
|
| R2 |
26,755.55 |
26,755.55 |
26,543.82 |
|
| R1 |
26,620.28 |
26,620.28 |
26,514.42 |
26,527.52 |
| PP |
26,434.75 |
26,434.75 |
26,434.75 |
26,388.37 |
| S1 |
26,299.48 |
26,299.48 |
26,455.60 |
26,206.72 |
| S2 |
26,113.95 |
26,113.95 |
26,426.20 |
|
| S3 |
25,793.15 |
25,978.68 |
26,396.79 |
|
| S4 |
25,472.35 |
25,657.88 |
26,308.57 |
|
|
| Weekly Pivots for week ending 02-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,769.25 |
29,159.56 |
27,052.85 |
|
| R3 |
28,736.82 |
28,127.13 |
26,768.93 |
|
| R2 |
27,704.39 |
27,704.39 |
26,674.29 |
|
| R1 |
27,094.70 |
27,094.70 |
26,579.65 |
26,883.33 |
| PP |
26,671.96 |
26,671.96 |
26,671.96 |
26,566.28 |
| S1 |
26,062.27 |
26,062.27 |
26,390.37 |
25,850.90 |
| S2 |
25,639.53 |
25,639.53 |
26,295.73 |
|
| S3 |
24,607.10 |
25,029.84 |
26,201.09 |
|
| S4 |
23,574.67 |
23,997.41 |
25,917.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
27,281.65 |
26,249.22 |
1,032.43 |
3.9% |
352.40 |
1.3% |
23% |
False |
True |
|
| 10 |
27,368.81 |
26,249.22 |
1,119.59 |
4.2% |
249.14 |
0.9% |
21% |
False |
True |
|
| 20 |
27,398.68 |
26,249.22 |
1,149.46 |
4.3% |
198.37 |
0.7% |
21% |
False |
True |
|
| 40 |
27,398.68 |
25,768.72 |
1,629.96 |
6.2% |
190.68 |
0.7% |
44% |
False |
False |
|
| 60 |
27,398.68 |
24,680.57 |
2,718.11 |
10.3% |
220.18 |
0.8% |
66% |
False |
False |
|
| 80 |
27,398.68 |
24,680.57 |
2,718.11 |
10.3% |
212.76 |
0.8% |
66% |
False |
False |
|
| 100 |
27,398.68 |
24,680.57 |
2,718.11 |
10.3% |
212.12 |
0.8% |
66% |
False |
False |
|
| 120 |
27,398.68 |
24,680.57 |
2,718.11 |
10.3% |
214.39 |
0.8% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27,933.42 |
|
2.618 |
27,409.87 |
|
1.618 |
27,089.07 |
|
1.000 |
26,890.82 |
|
0.618 |
26,768.27 |
|
HIGH |
26,570.02 |
|
0.618 |
26,447.47 |
|
0.500 |
26,409.62 |
|
0.382 |
26,371.77 |
|
LOW |
26,249.22 |
|
0.618 |
26,050.97 |
|
1.000 |
25,928.42 |
|
1.618 |
25,730.17 |
|
2.618 |
25,409.37 |
|
4.250 |
24,885.82 |
|
|
| Fisher Pivots for day following 02-Aug-2019 |
| Pivot |
1 day |
3 day |
| R1 |
26,459.88 |
26,765.44 |
| PP |
26,434.75 |
26,671.96 |
| S1 |
26,409.62 |
26,578.49 |
|