Trading Metrics calculated at close of trading on 27-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2018 |
27-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
8,184.32 |
8,150.56 |
-33.76 |
-0.4% |
7,357.44 |
High |
8,323.22 |
8,279.53 |
-43.69 |
-0.5% |
8,485.03 |
Low |
8,120.75 |
7,806.46 |
-314.29 |
-3.9% |
7,223.93 |
Close |
8,150.56 |
8,231.61 |
81.05 |
1.0% |
8,231.61 |
Range |
202.47 |
473.07 |
270.60 |
133.6% |
1,261.10 |
ATR |
379.69 |
386.36 |
6.67 |
1.8% |
0.00 |
Volume |
48,861 |
92,057 |
43,196 |
88.4% |
434,329 |
|
Daily Pivots for day following 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,525.08 |
9,351.41 |
8,491.80 |
|
R3 |
9,052.01 |
8,878.34 |
8,361.70 |
|
R2 |
8,578.94 |
8,578.94 |
8,318.34 |
|
R1 |
8,405.27 |
8,405.27 |
8,274.97 |
8,492.11 |
PP |
8,105.87 |
8,105.87 |
8,105.87 |
8,149.28 |
S1 |
7,932.20 |
7,932.20 |
8,188.25 |
8,019.04 |
S2 |
7,632.80 |
7,632.80 |
8,144.88 |
|
S3 |
7,159.73 |
7,459.13 |
8,101.52 |
|
S4 |
6,686.66 |
6,986.06 |
7,971.42 |
|
|
Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,763.49 |
11,258.65 |
8,925.22 |
|
R3 |
10,502.39 |
9,997.55 |
8,578.41 |
|
R2 |
9,241.29 |
9,241.29 |
8,462.81 |
|
R1 |
8,736.45 |
8,736.45 |
8,347.21 |
8,988.87 |
PP |
7,980.19 |
7,980.19 |
7,980.19 |
8,106.40 |
S1 |
7,475.35 |
7,475.35 |
8,116.01 |
7,727.77 |
S2 |
6,719.09 |
6,719.09 |
8,000.41 |
|
S3 |
5,457.99 |
6,214.25 |
7,884.81 |
|
S4 |
4,196.89 |
4,953.15 |
7,538.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,485.03 |
7,223.93 |
1,261.10 |
15.3% |
465.51 |
5.7% |
80% |
False |
False |
86,865 |
10 |
8,485.03 |
6,184.93 |
2,300.10 |
27.9% |
460.25 |
5.6% |
89% |
False |
False |
82,044 |
20 |
8,485.03 |
5,821.49 |
2,663.54 |
32.4% |
377.31 |
4.6% |
90% |
False |
False |
67,495 |
40 |
8,485.03 |
5,803.02 |
2,682.01 |
32.6% |
354.36 |
4.3% |
91% |
False |
False |
64,044 |
60 |
9,966.78 |
5,803.02 |
4,163.76 |
50.6% |
383.13 |
4.7% |
58% |
False |
False |
70,602 |
80 |
9,966.78 |
5,803.02 |
4,163.76 |
50.6% |
407.30 |
4.9% |
58% |
False |
False |
75,573 |
100 |
10,112.05 |
5,803.02 |
4,309.03 |
52.3% |
482.28 |
5.9% |
56% |
False |
False |
87,395 |
120 |
11,770.87 |
5,803.02 |
5,967.85 |
72.5% |
556.47 |
6.8% |
41% |
False |
False |
92,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,290.08 |
2.618 |
9,518.03 |
1.618 |
9,044.96 |
1.000 |
8,752.60 |
0.618 |
8,571.89 |
HIGH |
8,279.53 |
0.618 |
8,098.82 |
0.500 |
8,043.00 |
0.382 |
7,987.17 |
LOW |
7,806.46 |
0.618 |
7,514.10 |
1.000 |
7,333.39 |
1.618 |
7,041.03 |
2.618 |
6,567.96 |
4.250 |
5,795.91 |
|
|
Fisher Pivots for day following 27-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
8,168.74 |
8,202.99 |
PP |
8,105.87 |
8,174.37 |
S1 |
8,043.00 |
8,145.75 |
|