Trading Metrics calculated at close of trading on 24-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2018 |
24-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
1,231.7 |
1,224.4 |
-7.3 |
-0.6% |
1,241.0 |
High |
1,235.2 |
1,229.7 |
-5.5 |
-0.4% |
1,245.8 |
Low |
1,222.2 |
1,218.1 |
-4.1 |
-0.3% |
1,210.7 |
Close |
1,225.6 |
1,225.5 |
-0.1 |
0.0% |
1,231.1 |
Range |
13.0 |
11.6 |
-1.4 |
-10.8% |
35.1 |
ATR |
12.5 |
12.4 |
-0.1 |
-0.5% |
0.0 |
Volume |
333,328 |
299,064 |
-34,264 |
-10.3% |
1,572,607 |
|
Daily Pivots for day following 24-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.2 |
1,254.0 |
1,231.9 |
|
R3 |
1,247.6 |
1,242.4 |
1,228.7 |
|
R2 |
1,236.0 |
1,236.0 |
1,227.6 |
|
R1 |
1,230.8 |
1,230.8 |
1,226.6 |
1,233.4 |
PP |
1,224.4 |
1,224.4 |
1,224.4 |
1,225.8 |
S1 |
1,219.2 |
1,219.2 |
1,224.4 |
1,221.8 |
S2 |
1,212.8 |
1,212.8 |
1,223.4 |
|
S3 |
1,201.2 |
1,207.6 |
1,222.3 |
|
S4 |
1,189.6 |
1,196.0 |
1,219.1 |
|
|
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 |
1,235.2 |
1,210.7 |
24.5 |
2.0% |
13.8 |
1.1% |
60% |
False |
False |
340,095 |
10 |
1,257.3 |
1,210.7 |
46.6 |
3.8% |
13.1 |
1.1% |
32% |
False |
False |
298,290 |
20 |
1,269.4 |
1,210.7 |
58.7 |
4.8% |
12.4 |
1.0% |
25% |
False |
False |
281,339 |
40 |
1,313.0 |
1,210.7 |
102.3 |
8.3% |
11.5 |
0.9% |
14% |
False |
False |
278,714 |
60 |
1,332.4 |
1,210.7 |
121.7 |
9.9% |
11.6 |
0.9% |
12% |
False |
False |
198,413 |
80 |
1,375.1 |
1,210.7 |
164.4 |
13.4% |
12.2 |
1.0% |
9% |
False |
False |
150,271 |
100 |
1,375.1 |
1,210.7 |
164.4 |
13.4% |
12.4 |
1.0% |
9% |
False |
False |
121,190 |
120 |
1,375.1 |
1,210.7 |
164.4 |
13.4% |
12.8 |
1.0% |
9% |
False |
False |
101,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,279.0 |
2.618 |
1,260.1 |
1.618 |
1,248.5 |
1.000 |
1,241.3 |
0.618 |
1,236.9 |
HIGH |
1,229.7 |
0.618 |
1,225.3 |
0.500 |
1,223.9 |
0.382 |
1,222.5 |
LOW |
1,218.1 |
0.618 |
1,210.9 |
1.000 |
1,206.5 |
1.618 |
1,199.3 |
2.618 |
1,187.7 |
4.250 |
1,168.8 |
|
|
Fisher Pivots for day following 24-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1,225.0 |
1,225.4 |
PP |
1,224.4 |
1,225.3 |
S1 |
1,223.9 |
1,225.3 |
|