Trading Metrics calculated at close of trading on 16-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2018 |
16-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
3,448.0 |
3,448.0 |
0.0 |
0.0% |
3,457.0 |
High |
3,459.0 |
3,458.0 |
-1.0 |
0.0% |
3,474.0 |
Low |
3,440.0 |
3,434.0 |
-6.0 |
-0.2% |
3,406.0 |
Close |
3,448.0 |
3,445.0 |
-3.0 |
-0.1% |
3,448.0 |
Range |
19.0 |
24.0 |
5.0 |
26.3% |
68.0 |
ATR |
45.5 |
44.0 |
-1.5 |
-3.4% |
0.0 |
Volume |
684,877 |
664,398 |
-20,479 |
-3.0% |
3,842,335 |
|
Daily Pivots for day following 16-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,517.7 |
3,505.3 |
3,458.2 |
|
R3 |
3,493.7 |
3,481.3 |
3,451.6 |
|
R2 |
3,469.7 |
3,469.7 |
3,449.4 |
|
R1 |
3,457.3 |
3,457.3 |
3,447.2 |
3,451.5 |
PP |
3,445.7 |
3,445.7 |
3,445.7 |
3,442.8 |
S1 |
3,433.3 |
3,433.3 |
3,442.8 |
3,427.5 |
S2 |
3,421.7 |
3,421.7 |
3,440.6 |
|
S3 |
3,397.7 |
3,409.3 |
3,438.4 |
|
S4 |
3,373.7 |
3,385.3 |
3,431.8 |
|
|
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% |
29.0 |
0.8% |
57% |
False |
False |
778,297 |
10 |
3,474.0 |
3,334.0 |
140.0 |
4.1% |
34.2 |
1.0% |
79% |
False |
False |
809,830 |
20 |
3,493.0 |
3,330.0 |
163.0 |
4.7% |
42.4 |
1.2% |
71% |
False |
False |
937,252 |
40 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
44.0 |
1.3% |
49% |
False |
False |
706,655 |
60 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
37.3 |
1.1% |
49% |
False |
False |
472,257 |
80 |
3,564.0 |
3,163.0 |
401.0 |
11.6% |
38.4 |
1.1% |
70% |
False |
False |
356,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,560.0 |
2.618 |
3,520.8 |
1.618 |
3,496.8 |
1.000 |
3,482.0 |
0.618 |
3,472.8 |
HIGH |
3,458.0 |
0.618 |
3,448.8 |
0.500 |
3,446.0 |
0.382 |
3,443.2 |
LOW |
3,434.0 |
0.618 |
3,419.2 |
1.000 |
3,410.0 |
1.618 |
3,395.2 |
2.618 |
3,371.2 |
4.250 |
3,332.0 |
|
|
Fisher Pivots for day following 16-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
3,446.0 |
3,441.5 |
PP |
3,445.7 |
3,438.0 |
S1 |
3,445.3 |
3,434.5 |
|