Trading Metrics calculated at close of trading on 09-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2018 |
09-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
1,258.4 |
1,255.7 |
-2.7 |
-0.2% |
1,253.4 |
High |
1,260.2 |
1,266.9 |
6.7 |
0.5% |
1,262.4 |
Low |
1,253.7 |
1,255.7 |
2.0 |
0.2% |
1,238.8 |
Close |
1,255.8 |
1,259.6 |
3.8 |
0.3% |
1,255.8 |
Range |
6.5 |
11.2 |
4.7 |
72.3% |
23.6 |
ATR |
11.4 |
11.4 |
0.0 |
-0.1% |
0.0 |
Volume |
200,193 |
238,968 |
38,775 |
19.4% |
1,153,355 |
|
Daily Pivots for day following 09-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,294.3 |
1,288.2 |
1,265.8 |
|
R3 |
1,283.1 |
1,277.0 |
1,262.7 |
|
R2 |
1,271.9 |
1,271.9 |
1,261.7 |
|
R1 |
1,265.8 |
1,265.8 |
1,260.6 |
1,268.9 |
PP |
1,260.7 |
1,260.7 |
1,260.7 |
1,262.3 |
S1 |
1,254.6 |
1,254.6 |
1,258.6 |
1,257.7 |
S2 |
1,249.5 |
1,249.5 |
1,257.5 |
|
S3 |
1,238.3 |
1,243.4 |
1,256.5 |
|
S4 |
1,227.1 |
1,232.2 |
1,253.4 |
|
|
Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,323.1 |
1,313.1 |
1,268.8 |
|
R3 |
1,299.5 |
1,289.5 |
1,262.3 |
|
R2 |
1,275.9 |
1,275.9 |
1,260.1 |
|
R1 |
1,265.9 |
1,265.9 |
1,258.0 |
1,270.9 |
PP |
1,252.3 |
1,252.3 |
1,252.3 |
1,254.9 |
S1 |
1,242.3 |
1,242.3 |
1,253.6 |
1,247.3 |
S2 |
1,228.7 |
1,228.7 |
1,251.5 |
|
S3 |
1,205.1 |
1,218.7 |
1,249.3 |
|
S4 |
1,181.5 |
1,195.1 |
1,242.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,266.9 |
1,238.8 |
28.1 |
2.2% |
12.5 |
1.0% |
74% |
True |
False |
278,464 |
10 |
1,274.4 |
1,238.8 |
35.6 |
2.8% |
11.3 |
0.9% |
58% |
False |
False |
257,282 |
20 |
1,313.0 |
1,238.8 |
74.2 |
5.9% |
11.3 |
0.9% |
28% |
False |
False |
267,116 |
40 |
1,332.4 |
1,238.8 |
93.6 |
7.4% |
11.1 |
0.9% |
22% |
False |
False |
210,648 |
60 |
1,365.1 |
1,238.8 |
126.3 |
10.0% |
11.4 |
0.9% |
16% |
False |
False |
145,207 |
80 |
1,375.1 |
1,238.8 |
136.3 |
10.8% |
12.4 |
1.0% |
15% |
False |
False |
110,277 |
100 |
1,375.1 |
1,238.8 |
136.3 |
10.8% |
12.5 |
1.0% |
15% |
False |
False |
88,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,314.5 |
2.618 |
1,296.2 |
1.618 |
1,285.0 |
1.000 |
1,278.1 |
0.618 |
1,273.8 |
HIGH |
1,266.9 |
0.618 |
1,262.6 |
0.500 |
1,261.3 |
0.382 |
1,260.0 |
LOW |
1,255.7 |
0.618 |
1,248.8 |
1.000 |
1,244.5 |
1.618 |
1,237.6 |
2.618 |
1,226.4 |
4.250 |
1,208.1 |
|
|
Fisher Pivots for day following 09-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1,261.3 |
1,259.6 |
PP |
1,260.7 |
1,259.6 |
S1 |
1,260.2 |
1,259.6 |
|