Trading Metrics calculated at close of trading on 11-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2018 |
11-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
6,700.93 |
6,399.92 |
-301.01 |
-4.5% |
5,918.49 |
High |
6,817.68 |
6,415.83 |
-401.85 |
-5.9% |
6,708.42 |
Low |
6,342.30 |
6,286.92 |
-55.38 |
-0.9% |
5,916.45 |
Close |
6,402.19 |
6,363.83 |
-38.36 |
-0.6% |
6,575.82 |
Range |
475.38 |
128.91 |
-346.47 |
-72.9% |
791.97 |
ATR |
343.86 |
328.51 |
-15.35 |
-4.5% |
0.00 |
Volume |
64,230 |
45,470 |
-18,760 |
-29.2% |
199,957 |
|
Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,742.26 |
6,681.95 |
6,434.73 |
|
R3 |
6,613.35 |
6,553.04 |
6,399.28 |
|
R2 |
6,484.44 |
6,484.44 |
6,387.46 |
|
R1 |
6,424.13 |
6,424.13 |
6,375.65 |
6,389.83 |
PP |
6,355.53 |
6,355.53 |
6,355.53 |
6,338.38 |
S1 |
6,295.22 |
6,295.22 |
6,352.01 |
6,260.92 |
S2 |
6,226.62 |
6,226.62 |
6,340.20 |
|
S3 |
6,097.71 |
6,166.31 |
6,328.38 |
|
S4 |
5,968.80 |
6,037.40 |
6,292.93 |
|
|
Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,776.14 |
8,467.95 |
7,011.40 |
|
R3 |
7,984.17 |
7,675.98 |
6,793.61 |
|
R2 |
7,192.20 |
7,192.20 |
6,721.01 |
|
R1 |
6,884.01 |
6,884.01 |
6,648.42 |
7,038.11 |
PP |
6,400.23 |
6,400.23 |
6,400.23 |
6,477.28 |
S1 |
6,092.04 |
6,092.04 |
6,503.22 |
6,246.14 |
S2 |
5,608.26 |
5,608.26 |
6,430.63 |
|
S3 |
4,816.29 |
5,300.07 |
6,358.03 |
|
S4 |
4,024.32 |
4,508.10 |
6,140.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,832.65 |
6,286.92 |
545.73 |
8.6% |
267.82 |
4.2% |
14% |
False |
True |
47,734 |
10 |
6,832.65 |
5,821.49 |
1,011.16 |
15.9% |
283.85 |
4.5% |
54% |
False |
False |
53,475 |
20 |
6,843.03 |
5,803.02 |
1,040.01 |
16.3% |
317.57 |
5.0% |
54% |
False |
False |
60,831 |
40 |
8,847.41 |
5,803.02 |
3,044.39 |
47.8% |
343.96 |
5.4% |
18% |
False |
False |
67,461 |
60 |
9,966.78 |
5,803.02 |
4,163.76 |
65.4% |
390.50 |
6.1% |
13% |
False |
False |
71,690 |
80 |
9,966.78 |
5,803.02 |
4,163.76 |
65.4% |
441.84 |
6.9% |
13% |
False |
False |
82,048 |
100 |
11,770.87 |
5,803.02 |
5,967.85 |
93.8% |
541.67 |
8.5% |
9% |
False |
False |
91,898 |
120 |
11,815.61 |
5,803.02 |
6,012.59 |
94.5% |
654.83 |
10.3% |
9% |
False |
False |
103,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,963.70 |
2.618 |
6,753.32 |
1.618 |
6,624.41 |
1.000 |
6,544.74 |
0.618 |
6,495.50 |
HIGH |
6,415.83 |
0.618 |
6,366.59 |
0.500 |
6,351.38 |
0.382 |
6,336.16 |
LOW |
6,286.92 |
0.618 |
6,207.25 |
1.000 |
6,158.01 |
1.618 |
6,078.34 |
2.618 |
5,949.43 |
4.250 |
5,739.05 |
|
|
Fisher Pivots for day following 11-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
6,359.68 |
6,559.79 |
PP |
6,355.53 |
6,494.47 |
S1 |
6,351.38 |
6,429.15 |
|