Trading Metrics calculated at close of trading on 18-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2018 |
18-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
3,441.0 |
3,460.0 |
19.0 |
0.6% |
3,457.0 |
High |
3,468.0 |
3,482.0 |
14.0 |
0.4% |
3,474.0 |
Low |
3,422.0 |
3,459.0 |
37.0 |
1.1% |
3,406.0 |
Close |
3,452.0 |
3,478.0 |
26.0 |
0.8% |
3,448.0 |
Range |
46.0 |
23.0 |
-23.0 |
-50.0% |
68.0 |
ATR |
44.1 |
43.1 |
-1.0 |
-2.3% |
0.0 |
Volume |
885,720 |
891,819 |
6,099 |
0.7% |
3,842,335 |
|
Daily Pivots for day following 18-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,542.0 |
3,533.0 |
3,490.7 |
|
R3 |
3,519.0 |
3,510.0 |
3,484.3 |
|
R2 |
3,496.0 |
3,496.0 |
3,482.2 |
|
R1 |
3,487.0 |
3,487.0 |
3,480.1 |
3,491.5 |
PP |
3,473.0 |
3,473.0 |
3,473.0 |
3,475.3 |
S1 |
3,464.0 |
3,464.0 |
3,475.9 |
3,468.5 |
S2 |
3,450.0 |
3,450.0 |
3,473.8 |
|
S3 |
3,427.0 |
3,441.0 |
3,471.7 |
|
S4 |
3,404.0 |
3,418.0 |
3,465.4 |
|
|
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 |
3,482.0 |
3,410.0 |
72.0 |
2.1% |
29.6 |
0.9% |
94% |
True |
False |
790,757 |
10 |
3,482.0 |
3,399.0 |
83.0 |
2.4% |
32.4 |
0.9% |
95% |
True |
False |
814,886 |
20 |
3,482.0 |
3,330.0 |
152.0 |
4.4% |
41.1 |
1.2% |
97% |
True |
False |
920,788 |
40 |
3,563.0 |
3,330.0 |
233.0 |
6.7% |
44.6 |
1.3% |
64% |
False |
False |
750,906 |
60 |
3,564.0 |
3,330.0 |
234.0 |
6.7% |
37.8 |
1.1% |
63% |
False |
False |
501,856 |
80 |
3,564.0 |
3,163.0 |
401.0 |
11.5% |
38.4 |
1.1% |
79% |
False |
False |
379,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,579.8 |
2.618 |
3,542.2 |
1.618 |
3,519.2 |
1.000 |
3,505.0 |
0.618 |
3,496.2 |
HIGH |
3,482.0 |
0.618 |
3,473.2 |
0.500 |
3,470.5 |
0.382 |
3,467.8 |
LOW |
3,459.0 |
0.618 |
3,444.8 |
1.000 |
3,436.0 |
1.618 |
3,421.8 |
2.618 |
3,398.8 |
4.250 |
3,361.3 |
|
|
Fisher Pivots for day following 18-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
3,475.5 |
3,469.3 |
PP |
3,473.0 |
3,460.7 |
S1 |
3,470.5 |
3,452.0 |
|