Trading Metrics calculated at close of trading on 30-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2018 |
30-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
1,222.4 |
1,222.5 |
0.1 |
0.0% |
1,231.7 |
High |
1,226.9 |
1,223.9 |
-3.0 |
-0.2% |
1,235.3 |
Low |
1,216.7 |
1,218.1 |
1.4 |
0.1% |
1,216.7 |
Close |
1,223.0 |
1,221.3 |
-1.7 |
-0.1% |
1,223.0 |
Range |
10.2 |
5.8 |
-4.4 |
-43.1% |
18.6 |
ATR |
12.3 |
11.8 |
-0.5 |
-3.8% |
0.0 |
Volume |
254,428 |
62,239 |
-192,189 |
-75.5% |
1,444,683 |
|
Daily Pivots for day following 30-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,238.5 |
1,235.7 |
1,224.5 |
|
R3 |
1,232.7 |
1,229.9 |
1,222.9 |
|
R2 |
1,226.9 |
1,226.9 |
1,222.4 |
|
R1 |
1,224.1 |
1,224.1 |
1,221.8 |
1,222.6 |
PP |
1,221.1 |
1,221.1 |
1,221.1 |
1,220.4 |
S1 |
1,218.3 |
1,218.3 |
1,220.8 |
1,216.8 |
S2 |
1,215.3 |
1,215.3 |
1,220.2 |
|
S3 |
1,209.5 |
1,212.5 |
1,219.7 |
|
S4 |
1,203.7 |
1,206.7 |
1,218.1 |
|
|
Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.8 |
1,270.5 |
1,233.2 |
|
R3 |
1,262.2 |
1,251.9 |
1,228.1 |
|
R2 |
1,243.6 |
1,243.6 |
1,226.4 |
|
R1 |
1,233.3 |
1,233.3 |
1,224.7 |
1,229.2 |
PP |
1,225.0 |
1,225.0 |
1,225.0 |
1,222.9 |
S1 |
1,214.7 |
1,214.7 |
1,221.3 |
1,210.6 |
S2 |
1,206.4 |
1,206.4 |
1,219.6 |
|
S3 |
1,187.8 |
1,196.1 |
1,217.9 |
|
S4 |
1,169.2 |
1,177.5 |
1,212.8 |
|
|
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 |
1,216.7 |
18.6 |
1.5% |
10.5 |
0.9% |
25% |
False |
False |
234,718 |
10 |
1,245.1 |
1,210.7 |
34.4 |
2.8% |
12.9 |
1.1% |
31% |
False |
False |
289,322 |
20 |
1,266.9 |
1,210.7 |
56.2 |
4.6% |
12.4 |
1.0% |
19% |
False |
False |
276,119 |
40 |
1,313.0 |
1,210.7 |
102.3 |
8.4% |
11.4 |
0.9% |
10% |
False |
False |
267,209 |
60 |
1,332.4 |
1,210.7 |
121.7 |
10.0% |
11.4 |
0.9% |
9% |
False |
False |
211,689 |
80 |
1,375.1 |
1,210.7 |
164.4 |
13.5% |
11.9 |
1.0% |
6% |
False |
False |
160,994 |
100 |
1,375.1 |
1,210.7 |
164.4 |
13.5% |
12.3 |
1.0% |
6% |
False |
False |
129,823 |
120 |
1,375.1 |
1,210.7 |
164.4 |
13.5% |
12.5 |
1.0% |
6% |
False |
False |
108,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,248.6 |
2.618 |
1,239.1 |
1.618 |
1,233.3 |
1.000 |
1,229.7 |
0.618 |
1,227.5 |
HIGH |
1,223.9 |
0.618 |
1,221.7 |
0.500 |
1,221.0 |
0.382 |
1,220.3 |
LOW |
1,218.1 |
0.618 |
1,214.5 |
1.000 |
1,212.3 |
1.618 |
1,208.7 |
2.618 |
1,202.9 |
4.250 |
1,193.5 |
|
|
Fisher Pivots for day following 30-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1,221.2 |
1,226.0 |
PP |
1,221.1 |
1,224.4 |
S1 |
1,221.0 |
1,222.9 |
|