Trading Metrics calculated at close of trading on 12-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2018 |
12-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
3,444.0 |
3,420.0 |
-24.0 |
-0.7% |
3,355.0 |
High |
3,445.0 |
3,446.0 |
1.0 |
0.0% |
3,457.0 |
Low |
3,406.0 |
3,410.0 |
4.0 |
0.1% |
3,334.0 |
Close |
3,419.0 |
3,438.0 |
19.0 |
0.6% |
3,438.0 |
Range |
39.0 |
36.0 |
-3.0 |
-7.7% |
123.0 |
ATR |
48.3 |
47.4 |
-0.9 |
-1.8% |
0.0 |
Volume |
922,160 |
826,972 |
-95,188 |
-10.3% |
3,591,576 |
|
Daily Pivots for day following 12-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,539.3 |
3,524.7 |
3,457.8 |
|
R3 |
3,503.3 |
3,488.7 |
3,447.9 |
|
R2 |
3,467.3 |
3,467.3 |
3,444.6 |
|
R1 |
3,452.7 |
3,452.7 |
3,441.3 |
3,460.0 |
PP |
3,431.3 |
3,431.3 |
3,431.3 |
3,435.0 |
S1 |
3,416.7 |
3,416.7 |
3,434.7 |
3,424.0 |
S2 |
3,395.3 |
3,395.3 |
3,431.4 |
|
S3 |
3,359.3 |
3,380.7 |
3,428.1 |
|
S4 |
3,323.3 |
3,344.7 |
3,418.2 |
|
|
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 |
3,406.0 |
68.0 |
2.0% |
31.8 |
0.9% |
47% |
False |
False |
795,871 |
10 |
3,474.0 |
3,334.0 |
140.0 |
4.1% |
40.0 |
1.2% |
74% |
False |
False |
913,988 |
20 |
3,537.0 |
3,330.0 |
207.0 |
6.0% |
46.8 |
1.4% |
52% |
False |
False |
1,002,242 |
40 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
44.2 |
1.3% |
46% |
False |
False |
672,935 |
60 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
37.4 |
1.1% |
46% |
False |
False |
451,854 |
80 |
3,564.0 |
3,163.0 |
401.0 |
11.7% |
38.8 |
1.1% |
69% |
False |
False |
340,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,599.0 |
2.618 |
3,540.2 |
1.618 |
3,504.2 |
1.000 |
3,482.0 |
0.618 |
3,468.2 |
HIGH |
3,446.0 |
0.618 |
3,432.2 |
0.500 |
3,428.0 |
0.382 |
3,423.8 |
LOW |
3,410.0 |
0.618 |
3,387.8 |
1.000 |
3,374.0 |
1.618 |
3,351.8 |
2.618 |
3,315.8 |
4.250 |
3,257.0 |
|
|
Fisher Pivots for day following 12-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
3,434.7 |
3,440.0 |
PP |
3,431.3 |
3,439.3 |
S1 |
3,428.0 |
3,438.7 |
|