Trading Metrics calculated at close of trading on 10-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2018 |
10-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
3,457.0 |
3,463.0 |
6.0 |
0.2% |
3,355.0 |
High |
3,465.0 |
3,474.0 |
9.0 |
0.3% |
3,457.0 |
Low |
3,444.0 |
3,447.0 |
3.0 |
0.1% |
3,334.0 |
Close |
3,457.0 |
3,466.0 |
9.0 |
0.3% |
3,438.0 |
Range |
21.0 |
27.0 |
6.0 |
28.6% |
123.0 |
ATR |
49.0 |
47.4 |
-1.6 |
-3.2% |
0.0 |
Volume |
615,246 |
793,080 |
177,834 |
28.9% |
3,591,576 |
|
Daily Pivots for day following 10-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,543.3 |
3,531.7 |
3,480.9 |
|
R3 |
3,516.3 |
3,504.7 |
3,473.4 |
|
R2 |
3,489.3 |
3,489.3 |
3,471.0 |
|
R1 |
3,477.7 |
3,477.7 |
3,468.5 |
3,483.5 |
PP |
3,462.3 |
3,462.3 |
3,462.3 |
3,465.3 |
S1 |
3,450.7 |
3,450.7 |
3,463.5 |
3,456.5 |
S2 |
3,435.3 |
3,435.3 |
3,461.1 |
|
S3 |
3,408.3 |
3,423.7 |
3,458.6 |
|
S4 |
3,381.3 |
3,396.7 |
3,451.2 |
|
|
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 |
3,474.0 |
3,368.0 |
106.0 |
3.1% |
36.0 |
1.0% |
92% |
True |
False |
817,477 |
10 |
3,474.0 |
3,330.0 |
144.0 |
4.2% |
44.1 |
1.3% |
94% |
True |
False |
974,042 |
20 |
3,537.0 |
3,330.0 |
207.0 |
6.0% |
45.7 |
1.3% |
66% |
False |
False |
1,106,948 |
40 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
43.0 |
1.2% |
58% |
False |
False |
629,220 |
60 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
37.0 |
1.1% |
58% |
False |
False |
422,854 |
80 |
3,564.0 |
3,163.0 |
401.0 |
11.6% |
38.5 |
1.1% |
76% |
False |
False |
318,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,588.8 |
2.618 |
3,544.7 |
1.618 |
3,517.7 |
1.000 |
3,501.0 |
0.618 |
3,490.7 |
HIGH |
3,474.0 |
0.618 |
3,463.7 |
0.500 |
3,460.5 |
0.382 |
3,457.3 |
LOW |
3,447.0 |
0.618 |
3,430.3 |
1.000 |
3,420.0 |
1.618 |
3,403.3 |
2.618 |
3,376.3 |
4.250 |
3,332.3 |
|
|
Fisher Pivots for day following 10-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
3,464.2 |
3,459.8 |
PP |
3,462.3 |
3,453.7 |
S1 |
3,460.5 |
3,447.5 |
|