Trading Metrics calculated at close of trading on 20-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2018 |
20-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
1,227.3 |
1,222.9 |
-4.4 |
-0.4% |
1,241.0 |
High |
1,229.6 |
1,232.4 |
2.8 |
0.2% |
1,245.8 |
Low |
1,210.7 |
1,215.3 |
4.6 |
0.4% |
1,210.7 |
Close |
1,224.0 |
1,231.1 |
7.1 |
0.6% |
1,231.1 |
Range |
18.9 |
17.1 |
-1.8 |
-9.5% |
35.1 |
ATR |
12.1 |
12.4 |
0.4 |
3.0% |
0.0 |
Volume |
428,879 |
355,232 |
-73,647 |
-17.2% |
1,572,607 |
|
Daily Pivots for day following 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,277.6 |
1,271.4 |
1,240.5 |
|
R3 |
1,260.5 |
1,254.3 |
1,235.8 |
|
R2 |
1,243.4 |
1,243.4 |
1,234.2 |
|
R1 |
1,237.2 |
1,237.2 |
1,232.7 |
1,240.3 |
PP |
1,226.3 |
1,226.3 |
1,226.3 |
1,227.8 |
S1 |
1,220.1 |
1,220.1 |
1,229.5 |
1,223.2 |
S2 |
1,209.2 |
1,209.2 |
1,228.0 |
|
S3 |
1,192.1 |
1,203.0 |
1,226.4 |
|
S4 |
1,175.0 |
1,185.9 |
1,221.7 |
|
|
Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,334.5 |
1,317.9 |
1,250.4 |
|
R3 |
1,299.4 |
1,282.8 |
1,240.8 |
|
R2 |
1,264.3 |
1,264.3 |
1,237.5 |
|
R1 |
1,247.7 |
1,247.7 |
1,234.3 |
1,238.5 |
PP |
1,229.2 |
1,229.2 |
1,229.2 |
1,224.6 |
S1 |
1,212.6 |
1,212.6 |
1,227.9 |
1,203.4 |
S2 |
1,194.1 |
1,194.1 |
1,224.7 |
|
S3 |
1,159.0 |
1,177.5 |
1,221.4 |
|
S4 |
1,123.9 |
1,142.4 |
1,211.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,245.8 |
1,210.7 |
35.1 |
2.9% |
14.2 |
1.2% |
58% |
False |
False |
314,521 |
10 |
1,266.9 |
1,210.7 |
56.2 |
4.6% |
13.1 |
1.1% |
36% |
False |
False |
286,211 |
20 |
1,274.4 |
1,210.7 |
63.7 |
5.2% |
11.9 |
1.0% |
32% |
False |
False |
269,009 |
40 |
1,313.0 |
1,210.7 |
102.3 |
8.3% |
11.5 |
0.9% |
20% |
False |
False |
267,865 |
60 |
1,334.0 |
1,210.7 |
123.3 |
10.0% |
11.6 |
0.9% |
17% |
False |
False |
188,032 |
80 |
1,375.1 |
1,210.7 |
164.4 |
13.4% |
12.3 |
1.0% |
12% |
False |
False |
142,528 |
100 |
1,375.1 |
1,210.7 |
164.4 |
13.4% |
12.4 |
1.0% |
12% |
False |
False |
114,939 |
120 |
1,375.1 |
1,210.7 |
164.4 |
13.4% |
12.8 |
1.0% |
12% |
False |
False |
96,242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,305.1 |
2.618 |
1,277.2 |
1.618 |
1,260.1 |
1.000 |
1,249.5 |
0.618 |
1,243.0 |
HIGH |
1,232.4 |
0.618 |
1,225.9 |
0.500 |
1,223.9 |
0.382 |
1,221.8 |
LOW |
1,215.3 |
0.618 |
1,204.7 |
1.000 |
1,198.2 |
1.618 |
1,187.6 |
2.618 |
1,170.5 |
4.250 |
1,142.6 |
|
|
Fisher Pivots for day following 20-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1,228.7 |
1,227.9 |
PP |
1,226.3 |
1,224.7 |
S1 |
1,223.9 |
1,221.6 |
|