Trading Metrics calculated at close of trading on 11-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2018 |
11-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
3,463.0 |
3,444.0 |
-19.0 |
-0.5% |
3,355.0 |
High |
3,474.0 |
3,445.0 |
-29.0 |
-0.8% |
3,457.0 |
Low |
3,447.0 |
3,406.0 |
-41.0 |
-1.2% |
3,334.0 |
Close |
3,466.0 |
3,419.0 |
-47.0 |
-1.4% |
3,438.0 |
Range |
27.0 |
39.0 |
12.0 |
44.4% |
123.0 |
ATR |
47.4 |
48.3 |
0.9 |
1.9% |
0.0 |
Volume |
793,080 |
922,160 |
129,080 |
16.3% |
3,591,576 |
|
Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,540.3 |
3,518.7 |
3,440.5 |
|
R3 |
3,501.3 |
3,479.7 |
3,429.7 |
|
R2 |
3,462.3 |
3,462.3 |
3,426.2 |
|
R1 |
3,440.7 |
3,440.7 |
3,422.6 |
3,432.0 |
PP |
3,423.3 |
3,423.3 |
3,423.3 |
3,419.0 |
S1 |
3,401.7 |
3,401.7 |
3,415.4 |
3,393.0 |
S2 |
3,384.3 |
3,384.3 |
3,411.9 |
|
S3 |
3,345.3 |
3,362.7 |
3,408.3 |
|
S4 |
3,306.3 |
3,323.7 |
3,397.6 |
|
|
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 |
3,399.0 |
75.0 |
2.2% |
35.2 |
1.0% |
27% |
False |
False |
839,016 |
10 |
3,474.0 |
3,330.0 |
144.0 |
4.2% |
44.9 |
1.3% |
62% |
False |
False |
977,971 |
20 |
3,537.0 |
3,330.0 |
207.0 |
6.1% |
46.3 |
1.4% |
43% |
False |
False |
1,038,226 |
40 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
43.7 |
1.3% |
38% |
False |
False |
652,271 |
60 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
37.1 |
1.1% |
38% |
False |
False |
438,072 |
80 |
3,564.0 |
3,163.0 |
401.0 |
11.7% |
38.6 |
1.1% |
64% |
False |
False |
330,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,610.8 |
2.618 |
3,547.1 |
1.618 |
3,508.1 |
1.000 |
3,484.0 |
0.618 |
3,469.1 |
HIGH |
3,445.0 |
0.618 |
3,430.1 |
0.500 |
3,425.5 |
0.382 |
3,420.9 |
LOW |
3,406.0 |
0.618 |
3,381.9 |
1.000 |
3,367.0 |
1.618 |
3,342.9 |
2.618 |
3,303.9 |
4.250 |
3,240.3 |
|
|
Fisher Pivots for day following 11-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
3,425.5 |
3,440.0 |
PP |
3,423.3 |
3,433.0 |
S1 |
3,421.2 |
3,426.0 |
|