Trading Metrics calculated at close of trading on 26-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2018 |
26-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
1,224.2 |
1,231.7 |
7.5 |
0.6% |
1,241.0 |
High |
1,234.3 |
1,235.3 |
1.0 |
0.1% |
1,245.8 |
Low |
1,223.2 |
1,221.7 |
-1.5 |
-0.1% |
1,210.7 |
Close |
1,231.8 |
1,225.7 |
-6.1 |
-0.5% |
1,231.1 |
Range |
11.1 |
13.6 |
2.5 |
22.5% |
35.1 |
ATR |
12.3 |
12.4 |
0.1 |
0.7% |
0.0 |
Volume |
272,250 |
285,613 |
13,363 |
4.9% |
1,572,607 |
|
Daily Pivots for day following 26-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,268.4 |
1,260.6 |
1,233.2 |
|
R3 |
1,254.8 |
1,247.0 |
1,229.4 |
|
R2 |
1,241.2 |
1,241.2 |
1,228.2 |
|
R1 |
1,233.4 |
1,233.4 |
1,226.9 |
1,230.5 |
PP |
1,227.6 |
1,227.6 |
1,227.6 |
1,226.1 |
S1 |
1,219.8 |
1,219.8 |
1,224.5 |
1,216.9 |
S2 |
1,214.0 |
1,214.0 |
1,223.2 |
|
S3 |
1,200.4 |
1,206.2 |
1,222.0 |
|
S4 |
1,186.8 |
1,192.6 |
1,218.2 |
|
|
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 |
1,235.3 |
1,215.3 |
20.0 |
1.6% |
13.3 |
1.1% |
52% |
True |
False |
309,097 |
10 |
1,248.5 |
1,210.7 |
37.8 |
3.1% |
13.3 |
1.1% |
40% |
False |
False |
302,017 |
20 |
1,266.9 |
1,210.7 |
56.2 |
4.6% |
12.5 |
1.0% |
27% |
False |
False |
283,687 |
40 |
1,313.0 |
1,210.7 |
102.3 |
8.3% |
11.6 |
0.9% |
15% |
False |
False |
275,135 |
60 |
1,332.4 |
1,210.7 |
121.7 |
9.9% |
11.5 |
0.9% |
12% |
False |
False |
207,082 |
80 |
1,375.1 |
1,210.7 |
164.4 |
13.4% |
12.1 |
1.0% |
9% |
False |
False |
157,136 |
100 |
1,375.1 |
1,210.7 |
164.4 |
13.4% |
12.5 |
1.0% |
9% |
False |
False |
126,732 |
120 |
1,375.1 |
1,210.7 |
164.4 |
13.4% |
12.7 |
1.0% |
9% |
False |
False |
106,093 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,293.1 |
2.618 |
1,270.9 |
1.618 |
1,257.3 |
1.000 |
1,248.9 |
0.618 |
1,243.7 |
HIGH |
1,235.3 |
0.618 |
1,230.1 |
0.500 |
1,228.5 |
0.382 |
1,226.9 |
LOW |
1,221.7 |
0.618 |
1,213.3 |
1.000 |
1,208.1 |
1.618 |
1,199.7 |
2.618 |
1,186.1 |
4.250 |
1,163.9 |
|
|
Fisher Pivots for day following 26-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1,228.5 |
1,226.7 |
PP |
1,227.6 |
1,226.4 |
S1 |
1,226.6 |
1,226.0 |
|