Trading Metrics calculated at close of trading on 13-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2018 |
13-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
1,242.3 |
1,247.7 |
5.4 |
0.4% |
1,255.7 |
High |
1,248.8 |
1,248.5 |
-0.3 |
0.0% |
1,266.9 |
Low |
1,241.4 |
1,236.2 |
-5.2 |
-0.4% |
1,236.2 |
Close |
1,246.6 |
1,241.2 |
-5.4 |
-0.4% |
1,241.2 |
Range |
7.4 |
12.3 |
4.9 |
66.2% |
30.7 |
ATR |
11.5 |
11.5 |
0.1 |
0.5% |
0.0 |
Volume |
220,956 |
257,313 |
36,357 |
16.5% |
1,289,506 |
|
Daily Pivots for day following 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,278.9 |
1,272.3 |
1,248.0 |
|
R3 |
1,266.6 |
1,260.0 |
1,244.6 |
|
R2 |
1,254.3 |
1,254.3 |
1,243.5 |
|
R1 |
1,247.7 |
1,247.7 |
1,242.3 |
1,244.9 |
PP |
1,242.0 |
1,242.0 |
1,242.0 |
1,240.5 |
S1 |
1,235.4 |
1,235.4 |
1,240.1 |
1,232.6 |
S2 |
1,229.7 |
1,229.7 |
1,238.9 |
|
S3 |
1,217.4 |
1,223.1 |
1,237.8 |
|
S4 |
1,205.1 |
1,210.8 |
1,234.4 |
|
|
Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,340.2 |
1,321.4 |
1,258.1 |
|
R3 |
1,309.5 |
1,290.7 |
1,249.6 |
|
R2 |
1,278.8 |
1,278.8 |
1,246.8 |
|
R1 |
1,260.0 |
1,260.0 |
1,244.0 |
1,254.1 |
PP |
1,248.1 |
1,248.1 |
1,248.1 |
1,245.1 |
S1 |
1,229.3 |
1,229.3 |
1,238.4 |
1,223.4 |
S2 |
1,217.4 |
1,217.4 |
1,235.6 |
|
S3 |
1,186.7 |
1,198.6 |
1,232.8 |
|
S4 |
1,156.0 |
1,167.9 |
1,224.3 |
|
|
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 |
1,236.2 |
30.7 |
2.5% |
12.0 |
1.0% |
16% |
False |
True |
257,901 |
10 |
1,266.9 |
1,236.2 |
30.7 |
2.5% |
12.1 |
1.0% |
16% |
False |
True |
266,905 |
20 |
1,306.7 |
1,236.2 |
70.5 |
5.7% |
11.7 |
0.9% |
7% |
False |
True |
266,692 |
40 |
1,313.0 |
1,236.2 |
76.8 |
6.2% |
10.9 |
0.9% |
7% |
False |
True |
233,951 |
60 |
1,363.9 |
1,236.2 |
127.7 |
10.3% |
11.4 |
0.9% |
4% |
False |
True |
162,410 |
80 |
1,375.1 |
1,236.2 |
138.9 |
11.2% |
12.4 |
1.0% |
4% |
False |
True |
123,313 |
100 |
1,375.1 |
1,236.2 |
138.9 |
11.2% |
12.2 |
1.0% |
4% |
False |
True |
99,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,300.8 |
2.618 |
1,280.7 |
1.618 |
1,268.4 |
1.000 |
1,260.8 |
0.618 |
1,256.1 |
HIGH |
1,248.5 |
0.618 |
1,243.8 |
0.500 |
1,242.4 |
0.382 |
1,240.9 |
LOW |
1,236.2 |
0.618 |
1,228.6 |
1.000 |
1,223.9 |
1.618 |
1,216.3 |
2.618 |
1,204.0 |
4.250 |
1,183.9 |
|
|
Fisher Pivots for day following 13-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1,242.4 |
1,246.8 |
PP |
1,242.0 |
1,244.9 |
S1 |
1,241.6 |
1,243.1 |
|