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 |
1,247.7 |
1,241.0 |
-6.7 |
-0.5% |
1,255.7 |
High |
1,248.5 |
1,245.8 |
-2.7 |
-0.2% |
1,266.9 |
Low |
1,236.2 |
1,238.3 |
2.1 |
0.2% |
1,236.2 |
Close |
1,241.2 |
1,239.7 |
-1.5 |
-0.1% |
1,241.2 |
Range |
12.3 |
7.5 |
-4.8 |
-39.0% |
30.7 |
ATR |
11.5 |
11.3 |
-0.3 |
-2.5% |
0.0 |
Volume |
257,313 |
186,301 |
-71,012 |
-27.6% |
1,289,506 |
|
Daily Pivots for day following 16-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.8 |
1,259.2 |
1,243.8 |
|
R3 |
1,256.3 |
1,251.7 |
1,241.8 |
|
R2 |
1,248.8 |
1,248.8 |
1,241.1 |
|
R1 |
1,244.2 |
1,244.2 |
1,240.4 |
1,242.8 |
PP |
1,241.3 |
1,241.3 |
1,241.3 |
1,240.5 |
S1 |
1,236.7 |
1,236.7 |
1,239.0 |
1,235.3 |
S2 |
1,233.8 |
1,233.8 |
1,238.3 |
|
S3 |
1,226.3 |
1,229.2 |
1,237.6 |
|
S4 |
1,218.8 |
1,221.7 |
1,235.6 |
|
|
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 |
1,261.0 |
1,236.2 |
24.8 |
2.0% |
11.2 |
0.9% |
14% |
False |
False |
247,367 |
10 |
1,266.9 |
1,236.2 |
30.7 |
2.5% |
11.9 |
1.0% |
11% |
False |
False |
262,916 |
20 |
1,286.8 |
1,236.2 |
50.6 |
4.1% |
10.6 |
0.9% |
7% |
False |
False |
249,709 |
40 |
1,313.0 |
1,236.2 |
76.8 |
6.2% |
10.9 |
0.9% |
5% |
False |
False |
238,108 |
60 |
1,353.0 |
1,236.2 |
116.8 |
9.4% |
11.3 |
0.9% |
3% |
False |
False |
165,465 |
80 |
1,375.1 |
1,236.2 |
138.9 |
11.2% |
12.2 |
1.0% |
3% |
False |
False |
125,511 |
100 |
1,375.1 |
1,236.2 |
138.9 |
11.2% |
12.2 |
1.0% |
3% |
False |
False |
101,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,277.7 |
2.618 |
1,265.4 |
1.618 |
1,257.9 |
1.000 |
1,253.3 |
0.618 |
1,250.4 |
HIGH |
1,245.8 |
0.618 |
1,242.9 |
0.500 |
1,242.1 |
0.382 |
1,241.2 |
LOW |
1,238.3 |
0.618 |
1,233.7 |
1.000 |
1,230.8 |
1.618 |
1,226.2 |
2.618 |
1,218.7 |
4.250 |
1,206.4 |
|
|
Fisher Pivots for day following 16-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1,242.1 |
1,242.5 |
PP |
1,241.3 |
1,241.6 |
S1 |
1,240.5 |
1,240.6 |
|