Trading Metrics calculated at close of trading on 24-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2018 |
24-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
7,357.44 |
7,700.01 |
342.57 |
4.7% |
6,187.44 |
High |
7,796.26 |
8,353.76 |
557.50 |
7.2% |
7,677.56 |
Low |
7,223.93 |
7,693.91 |
469.98 |
6.5% |
6,184.93 |
Close |
7,700.01 |
8,228.20 |
528.19 |
6.9% |
7,357.44 |
Range |
572.33 |
659.85 |
87.52 |
15.3% |
1,492.63 |
ATR |
370.62 |
391.28 |
20.66 |
5.6% |
0.00 |
Volume |
94,903 |
114,869 |
19,966 |
21.0% |
386,113 |
|
Daily Pivots for day following 24-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,071.51 |
9,809.70 |
8,591.12 |
|
R3 |
9,411.66 |
9,149.85 |
8,409.66 |
|
R2 |
8,751.81 |
8,751.81 |
8,349.17 |
|
R1 |
8,490.00 |
8,490.00 |
8,288.69 |
8,620.91 |
PP |
8,091.96 |
8,091.96 |
8,091.96 |
8,157.41 |
S1 |
7,830.15 |
7,830.15 |
8,167.71 |
7,961.06 |
S2 |
7,432.11 |
7,432.11 |
8,107.23 |
|
S3 |
6,772.26 |
7,170.30 |
8,046.74 |
|
S4 |
6,112.41 |
6,510.45 |
7,865.28 |
|
|
Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,551.20 |
10,946.95 |
8,178.39 |
|
R3 |
10,058.57 |
9,454.32 |
7,767.91 |
|
R2 |
8,565.94 |
8,565.94 |
7,631.09 |
|
R1 |
7,961.69 |
7,961.69 |
7,494.26 |
8,263.82 |
PP |
7,073.31 |
7,073.31 |
7,073.31 |
7,224.37 |
S1 |
6,469.06 |
6,469.06 |
7,220.62 |
6,771.19 |
S2 |
5,580.68 |
5,580.68 |
7,083.79 |
|
S3 |
4,088.05 |
4,976.43 |
6,946.97 |
|
S4 |
2,595.42 |
3,483.80 |
6,536.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,353.76 |
7,223.93 |
1,129.83 |
13.7% |
435.30 |
5.3% |
89% |
True |
False |
86,420 |
10 |
8,353.76 |
6,096.26 |
2,257.50 |
27.4% |
411.04 |
5.0% |
94% |
True |
False |
74,243 |
20 |
8,353.76 |
5,821.49 |
2,532.27 |
30.8% |
347.62 |
4.2% |
95% |
True |
False |
63,991 |
40 |
8,353.76 |
5,803.02 |
2,550.74 |
31.0% |
351.88 |
4.3% |
95% |
True |
False |
67,876 |
60 |
9,966.78 |
5,803.02 |
4,163.76 |
50.6% |
386.76 |
4.7% |
58% |
False |
False |
69,705 |
80 |
9,966.78 |
5,803.02 |
4,163.76 |
50.6% |
419.28 |
5.1% |
58% |
False |
False |
76,795 |
100 |
11,680.88 |
5,803.02 |
5,877.86 |
71.4% |
502.81 |
6.1% |
41% |
False |
False |
88,431 |
120 |
11,770.87 |
5,803.02 |
5,967.85 |
72.5% |
598.90 |
7.3% |
41% |
False |
False |
98,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,158.12 |
2.618 |
10,081.25 |
1.618 |
9,421.40 |
1.000 |
9,013.61 |
0.618 |
8,761.55 |
HIGH |
8,353.76 |
0.618 |
8,101.70 |
0.500 |
8,023.84 |
0.382 |
7,945.97 |
LOW |
7,693.91 |
0.618 |
7,286.12 |
1.000 |
7,034.06 |
1.618 |
6,626.27 |
2.618 |
5,966.42 |
4.250 |
4,889.55 |
|
|
Fisher Pivots for day following 24-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
8,160.08 |
8,081.75 |
PP |
8,091.96 |
7,935.30 |
S1 |
8,023.84 |
7,788.85 |
|