Trading Metrics calculated at close of trading on 09-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2018 |
09-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
3,450.0 |
3,457.0 |
7.0 |
0.2% |
3,355.0 |
High |
3,457.0 |
3,465.0 |
8.0 |
0.2% |
3,457.0 |
Low |
3,421.0 |
3,444.0 |
23.0 |
0.7% |
3,334.0 |
Close |
3,438.0 |
3,457.0 |
19.0 |
0.6% |
3,438.0 |
Range |
36.0 |
21.0 |
-15.0 |
-41.7% |
123.0 |
ATR |
50.7 |
49.0 |
-1.7 |
-3.3% |
0.0 |
Volume |
821,900 |
615,246 |
-206,654 |
-25.1% |
3,591,576 |
|
Daily Pivots for day following 09-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,518.3 |
3,508.7 |
3,468.6 |
|
R3 |
3,497.3 |
3,487.7 |
3,462.8 |
|
R2 |
3,476.3 |
3,476.3 |
3,460.9 |
|
R1 |
3,466.7 |
3,466.7 |
3,458.9 |
3,467.5 |
PP |
3,455.3 |
3,455.3 |
3,455.3 |
3,455.8 |
S1 |
3,445.7 |
3,445.7 |
3,455.1 |
3,446.5 |
S2 |
3,434.3 |
3,434.3 |
3,453.2 |
|
S3 |
3,413.3 |
3,424.7 |
3,451.2 |
|
S4 |
3,392.3 |
3,403.7 |
3,445.5 |
|
|
Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,778.7 |
3,731.3 |
3,505.7 |
|
R3 |
3,655.7 |
3,608.3 |
3,471.8 |
|
R2 |
3,532.7 |
3,532.7 |
3,460.6 |
|
R1 |
3,485.3 |
3,485.3 |
3,449.3 |
3,509.0 |
PP |
3,409.7 |
3,409.7 |
3,409.7 |
3,421.5 |
S1 |
3,362.3 |
3,362.3 |
3,426.7 |
3,386.0 |
S2 |
3,286.7 |
3,286.7 |
3,415.5 |
|
S3 |
3,163.7 |
3,239.3 |
3,404.2 |
|
S4 |
3,040.7 |
3,116.3 |
3,370.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,465.0 |
3,334.0 |
131.0 |
3.8% |
39.4 |
1.1% |
94% |
True |
False |
841,364 |
10 |
3,465.0 |
3,330.0 |
135.0 |
3.9% |
47.7 |
1.4% |
94% |
True |
False |
994,766 |
20 |
3,537.0 |
3,330.0 |
207.0 |
6.0% |
47.1 |
1.4% |
61% |
False |
False |
1,128,691 |
40 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
42.7 |
1.2% |
54% |
False |
False |
609,396 |
60 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
37.0 |
1.1% |
54% |
False |
False |
410,007 |
80 |
3,564.0 |
3,163.0 |
401.0 |
11.6% |
39.0 |
1.1% |
73% |
False |
False |
308,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,554.3 |
2.618 |
3,520.0 |
1.618 |
3,499.0 |
1.000 |
3,486.0 |
0.618 |
3,478.0 |
HIGH |
3,465.0 |
0.618 |
3,457.0 |
0.500 |
3,454.5 |
0.382 |
3,452.0 |
LOW |
3,444.0 |
0.618 |
3,431.0 |
1.000 |
3,423.0 |
1.618 |
3,410.0 |
2.618 |
3,389.0 |
4.250 |
3,354.8 |
|
|
Fisher Pivots for day following 09-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
3,456.2 |
3,448.7 |
PP |
3,455.3 |
3,440.3 |
S1 |
3,454.5 |
3,432.0 |
|