Trading Metrics calculated at close of trading on 17-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2018 |
17-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
3,448.0 |
3,441.0 |
-7.0 |
-0.2% |
3,457.0 |
High |
3,458.0 |
3,468.0 |
10.0 |
0.3% |
3,474.0 |
Low |
3,434.0 |
3,422.0 |
-12.0 |
-0.3% |
3,406.0 |
Close |
3,445.0 |
3,452.0 |
7.0 |
0.2% |
3,448.0 |
Range |
24.0 |
46.0 |
22.0 |
91.7% |
68.0 |
ATR |
44.0 |
44.1 |
0.1 |
0.3% |
0.0 |
Volume |
664,398 |
885,720 |
221,322 |
33.3% |
3,842,335 |
|
Daily Pivots for day following 17-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,585.3 |
3,564.7 |
3,477.3 |
|
R3 |
3,539.3 |
3,518.7 |
3,464.7 |
|
R2 |
3,493.3 |
3,493.3 |
3,460.4 |
|
R1 |
3,472.7 |
3,472.7 |
3,456.2 |
3,483.0 |
PP |
3,447.3 |
3,447.3 |
3,447.3 |
3,452.5 |
S1 |
3,426.7 |
3,426.7 |
3,447.8 |
3,437.0 |
S2 |
3,401.3 |
3,401.3 |
3,443.6 |
|
S3 |
3,355.3 |
3,380.7 |
3,439.4 |
|
S4 |
3,309.3 |
3,334.7 |
3,426.7 |
|
|
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 |
3,468.0 |
3,406.0 |
62.0 |
1.8% |
32.8 |
1.0% |
74% |
True |
False |
796,825 |
10 |
3,474.0 |
3,368.0 |
106.0 |
3.1% |
34.4 |
1.0% |
79% |
False |
False |
807,151 |
20 |
3,474.0 |
3,330.0 |
144.0 |
4.2% |
42.1 |
1.2% |
85% |
False |
False |
934,066 |
40 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
44.5 |
1.3% |
52% |
False |
False |
728,793 |
60 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
37.8 |
1.1% |
52% |
False |
False |
486,993 |
80 |
3,564.0 |
3,163.0 |
401.0 |
11.6% |
38.5 |
1.1% |
72% |
False |
False |
368,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,663.5 |
2.618 |
3,588.4 |
1.618 |
3,542.4 |
1.000 |
3,514.0 |
0.618 |
3,496.4 |
HIGH |
3,468.0 |
0.618 |
3,450.4 |
0.500 |
3,445.0 |
0.382 |
3,439.6 |
LOW |
3,422.0 |
0.618 |
3,393.6 |
1.000 |
3,376.0 |
1.618 |
3,347.6 |
2.618 |
3,301.6 |
4.250 |
3,226.5 |
|
|
Fisher Pivots for day following 17-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
3,449.7 |
3,449.7 |
PP |
3,447.3 |
3,447.3 |
S1 |
3,445.0 |
3,445.0 |
|