Trading Metrics calculated at close of trading on 13-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2018 |
13-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
3,420.0 |
3,448.0 |
28.0 |
0.8% |
3,457.0 |
High |
3,446.0 |
3,459.0 |
13.0 |
0.4% |
3,474.0 |
Low |
3,410.0 |
3,440.0 |
30.0 |
0.9% |
3,406.0 |
Close |
3,438.0 |
3,448.0 |
10.0 |
0.3% |
3,448.0 |
Range |
36.0 |
19.0 |
-17.0 |
-47.2% |
68.0 |
ATR |
47.4 |
45.5 |
-1.9 |
-4.0% |
0.0 |
Volume |
826,972 |
684,877 |
-142,095 |
-17.2% |
3,842,335 |
|
Daily Pivots for day following 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,506.0 |
3,496.0 |
3,458.5 |
|
R3 |
3,487.0 |
3,477.0 |
3,453.2 |
|
R2 |
3,468.0 |
3,468.0 |
3,451.5 |
|
R1 |
3,458.0 |
3,458.0 |
3,449.7 |
3,457.5 |
PP |
3,449.0 |
3,449.0 |
3,449.0 |
3,448.8 |
S1 |
3,439.0 |
3,439.0 |
3,446.3 |
3,438.5 |
S2 |
3,430.0 |
3,430.0 |
3,444.5 |
|
S3 |
3,411.0 |
3,420.0 |
3,442.8 |
|
S4 |
3,392.0 |
3,401.0 |
3,437.6 |
|
|
Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,646.7 |
3,615.3 |
3,485.4 |
|
R3 |
3,578.7 |
3,547.3 |
3,466.7 |
|
R2 |
3,510.7 |
3,510.7 |
3,460.5 |
|
R1 |
3,479.3 |
3,479.3 |
3,454.2 |
3,461.0 |
PP |
3,442.7 |
3,442.7 |
3,442.7 |
3,433.5 |
S1 |
3,411.3 |
3,411.3 |
3,441.8 |
3,393.0 |
S2 |
3,374.7 |
3,374.7 |
3,435.5 |
|
S3 |
3,306.7 |
3,343.3 |
3,429.3 |
|
S4 |
3,238.7 |
3,275.3 |
3,410.6 |
|
|
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% |
28.4 |
0.8% |
62% |
False |
False |
768,467 |
10 |
3,474.0 |
3,334.0 |
140.0 |
4.1% |
36.1 |
1.0% |
81% |
False |
False |
863,319 |
20 |
3,533.0 |
3,330.0 |
203.0 |
5.9% |
43.3 |
1.3% |
58% |
False |
False |
977,071 |
40 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
44.2 |
1.3% |
50% |
False |
False |
690,055 |
60 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
37.1 |
1.1% |
50% |
False |
False |
463,006 |
80 |
3,564.0 |
3,163.0 |
401.0 |
11.6% |
38.7 |
1.1% |
71% |
False |
False |
348,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,539.8 |
2.618 |
3,508.7 |
1.618 |
3,489.7 |
1.000 |
3,478.0 |
0.618 |
3,470.7 |
HIGH |
3,459.0 |
0.618 |
3,451.7 |
0.500 |
3,449.5 |
0.382 |
3,447.3 |
LOW |
3,440.0 |
0.618 |
3,428.3 |
1.000 |
3,421.0 |
1.618 |
3,409.3 |
2.618 |
3,390.3 |
4.250 |
3,359.3 |
|
|
Fisher Pivots for day following 13-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
3,449.5 |
3,442.8 |
PP |
3,449.0 |
3,437.7 |
S1 |
3,448.5 |
3,432.5 |
|