| 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 |
12,184.40 |
12,398.67 |
214.27 |
1.8% |
12,218.28 |
| High |
12,802.71 |
13,173.79 |
371.08 |
2.9% |
12,437.83 |
| Low |
12,112.44 |
11,645.50 |
-466.94 |
-3.9% |
9,681.22 |
| Close |
12,399.54 |
11,785.56 |
-613.98 |
-5.0% |
11,032.55 |
| Range |
690.27 |
1,528.29 |
838.02 |
121.4% |
2,756.61 |
| ATR |
1,017.82 |
1,054.28 |
36.46 |
3.6% |
0.00 |
| Volume |
92,534 |
134,853 |
42,319 |
45.7% |
560,981 |
|
| Daily Pivots for day following 10-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,786.49 |
15,814.31 |
12,626.12 |
|
| R3 |
15,258.20 |
14,286.02 |
12,205.84 |
|
| R2 |
13,729.91 |
13,729.91 |
12,065.75 |
|
| R1 |
12,757.73 |
12,757.73 |
11,925.65 |
12,479.68 |
| PP |
12,201.62 |
12,201.62 |
12,201.62 |
12,062.59 |
| S1 |
11,229.44 |
11,229.44 |
11,645.47 |
10,951.39 |
| S2 |
10,673.33 |
10,673.33 |
11,505.37 |
|
| S3 |
9,145.04 |
9,701.15 |
11,365.28 |
|
| S4 |
7,616.75 |
8,172.86 |
10,945.00 |
|
|
| Weekly Pivots for week ending 05-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,320.36 |
17,933.07 |
12,548.69 |
|
| R3 |
16,563.75 |
15,176.46 |
11,790.62 |
|
| R2 |
13,807.14 |
13,807.14 |
11,537.93 |
|
| R1 |
12,419.85 |
12,419.85 |
11,285.24 |
11,735.19 |
| PP |
11,050.53 |
11,050.53 |
11,050.53 |
10,708.21 |
| S1 |
9,663.24 |
9,663.24 |
10,779.86 |
8,978.58 |
| S2 |
8,293.92 |
8,293.92 |
10,527.17 |
|
| S3 |
5,537.31 |
6,906.63 |
10,274.48 |
|
| S4 |
2,780.70 |
4,150.02 |
9,516.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,173.79 |
10,796.88 |
2,376.91 |
20.2% |
1,063.60 |
9.0% |
42% |
True |
False |
98,580 |
| 10 |
13,329.92 |
9,681.22 |
3,648.70 |
31.0% |
1,481.39 |
12.6% |
58% |
False |
False |
126,082 |
| 20 |
13,844.30 |
8,057.80 |
5,786.50 |
49.1% |
1,126.57 |
9.6% |
64% |
False |
False |
100,516 |
| 40 |
13,844.30 |
6,780.59 |
7,063.71 |
59.9% |
842.85 |
7.2% |
71% |
False |
False |
87,482 |
| 60 |
13,844.30 |
5,052.90 |
8,791.40 |
74.6% |
675.19 |
5.7% |
77% |
False |
False |
80,317 |
| 80 |
13,844.30 |
3,880.93 |
9,963.37 |
84.5% |
566.43 |
4.8% |
79% |
False |
False |
75,193 |
| 100 |
13,844.30 |
3,680.31 |
10,163.99 |
86.2% |
477.16 |
4.0% |
80% |
False |
False |
67,131 |
| 120 |
13,844.30 |
3,355.25 |
10,489.05 |
89.0% |
415.43 |
3.5% |
80% |
False |
False |
63,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,669.02 |
|
2.618 |
17,174.85 |
|
1.618 |
15,646.56 |
|
1.000 |
14,702.08 |
|
0.618 |
14,118.27 |
|
HIGH |
13,173.79 |
|
0.618 |
12,589.98 |
|
0.500 |
12,409.65 |
|
0.382 |
12,229.31 |
|
LOW |
11,645.50 |
|
0.618 |
10,701.02 |
|
1.000 |
10,117.21 |
|
1.618 |
9,172.73 |
|
2.618 |
7,644.44 |
|
4.250 |
5,150.27 |
|
|
| Fisher Pivots for day following 10-Jul-2019 |
| Pivot |
1 day |
3 day |
| R1 |
12,409.65 |
12,009.11 |
| PP |
12,201.62 |
11,934.59 |
| S1 |
11,993.59 |
11,860.08 |
|