Trading Metrics calculated at close of trading on 16-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2018 |
16-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
6,176.39 |
6,187.44 |
11.05 |
0.2% |
6,575.82 |
High |
6,335.20 |
6,708.39 |
373.19 |
5.9% |
6,832.65 |
Low |
6,096.26 |
6,184.93 |
88.67 |
1.5% |
6,096.26 |
Close |
6,187.48 |
6,663.39 |
475.91 |
7.7% |
6,187.48 |
Range |
238.94 |
523.46 |
284.52 |
119.1% |
736.39 |
ATR |
315.94 |
330.76 |
14.82 |
4.7% |
0.00 |
Volume |
51,609 |
64,590 |
12,981 |
25.2% |
246,236 |
|
Daily Pivots for day following 16-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,089.28 |
7,899.80 |
6,951.29 |
|
R3 |
7,565.82 |
7,376.34 |
6,807.34 |
|
R2 |
7,042.36 |
7,042.36 |
6,759.36 |
|
R1 |
6,852.88 |
6,852.88 |
6,711.37 |
6,947.62 |
PP |
6,518.90 |
6,518.90 |
6,518.90 |
6,566.28 |
S1 |
6,329.42 |
6,329.42 |
6,615.41 |
6,424.16 |
S2 |
5,995.44 |
5,995.44 |
6,567.42 |
|
S3 |
5,471.98 |
5,805.96 |
6,519.44 |
|
S4 |
4,948.52 |
5,282.50 |
6,375.49 |
|
|
Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,581.30 |
8,120.78 |
6,592.49 |
|
R3 |
7,844.91 |
7,384.39 |
6,389.99 |
|
R2 |
7,108.52 |
7,108.52 |
6,322.48 |
|
R1 |
6,648.00 |
6,648.00 |
6,254.98 |
6,510.07 |
PP |
6,372.13 |
6,372.13 |
6,372.13 |
6,303.16 |
S1 |
5,911.61 |
5,911.61 |
6,119.98 |
5,773.68 |
S2 |
5,635.74 |
5,635.74 |
6,052.48 |
|
S3 |
4,899.35 |
5,175.22 |
5,984.97 |
|
S4 |
4,162.96 |
4,438.83 |
5,782.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,817.68 |
6,096.26 |
721.42 |
10.8% |
320.43 |
4.8% |
79% |
False |
False |
55,073 |
10 |
6,832.65 |
5,916.45 |
916.20 |
13.7% |
322.49 |
4.8% |
82% |
False |
False |
51,078 |
20 |
6,843.03 |
5,803.02 |
1,040.01 |
15.6% |
309.48 |
4.6% |
83% |
False |
False |
55,800 |
40 |
8,577.01 |
5,803.02 |
2,773.99 |
41.6% |
339.85 |
5.1% |
31% |
False |
False |
65,887 |
60 |
9,966.78 |
5,803.02 |
4,163.76 |
62.5% |
392.59 |
5.9% |
21% |
False |
False |
71,151 |
80 |
9,966.78 |
5,803.02 |
4,163.76 |
62.5% |
433.12 |
6.5% |
21% |
False |
False |
80,006 |
100 |
11,680.88 |
5,803.02 |
5,877.86 |
88.2% |
517.56 |
7.8% |
15% |
False |
False |
88,948 |
120 |
11,815.61 |
5,803.02 |
6,012.59 |
90.2% |
636.14 |
9.5% |
14% |
False |
False |
102,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,933.10 |
2.618 |
8,078.81 |
1.618 |
7,555.35 |
1.000 |
7,231.85 |
0.618 |
7,031.89 |
HIGH |
6,708.39 |
0.618 |
6,508.43 |
0.500 |
6,446.66 |
0.382 |
6,384.89 |
LOW |
6,184.93 |
0.618 |
5,861.43 |
1.000 |
5,661.47 |
1.618 |
5,337.97 |
2.618 |
4,814.51 |
4.250 |
3,960.23 |
|
|
Fisher Pivots for day following 16-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
6,591.15 |
6,576.37 |
PP |
6,518.90 |
6,489.35 |
S1 |
6,446.66 |
6,402.33 |
|