Trading Metrics calculated at close of trading on 19-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2018 |
19-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
3,460.0 |
3,473.0 |
13.0 |
0.4% |
3,457.0 |
High |
3,482.0 |
3,480.0 |
-2.0 |
-0.1% |
3,474.0 |
Low |
3,459.0 |
3,456.0 |
-3.0 |
-0.1% |
3,406.0 |
Close |
3,478.0 |
3,463.0 |
-15.0 |
-0.4% |
3,448.0 |
Range |
23.0 |
24.0 |
1.0 |
4.3% |
68.0 |
ATR |
43.1 |
41.8 |
-1.4 |
-3.2% |
0.0 |
Volume |
891,819 |
866,719 |
-25,100 |
-2.8% |
3,842,335 |
|
Daily Pivots for day following 19-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,538.3 |
3,524.7 |
3,476.2 |
|
R3 |
3,514.3 |
3,500.7 |
3,469.6 |
|
R2 |
3,490.3 |
3,490.3 |
3,467.4 |
|
R1 |
3,476.7 |
3,476.7 |
3,465.2 |
3,471.5 |
PP |
3,466.3 |
3,466.3 |
3,466.3 |
3,463.8 |
S1 |
3,452.7 |
3,452.7 |
3,460.8 |
3,447.5 |
S2 |
3,442.3 |
3,442.3 |
3,458.6 |
|
S3 |
3,418.3 |
3,428.7 |
3,456.4 |
|
S4 |
3,394.3 |
3,404.7 |
3,449.8 |
|
|
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 |
3,482.0 |
3,422.0 |
60.0 |
1.7% |
27.2 |
0.8% |
68% |
False |
False |
798,706 |
10 |
3,482.0 |
3,406.0 |
76.0 |
2.2% |
29.5 |
0.9% |
75% |
False |
False |
797,289 |
20 |
3,482.0 |
3,330.0 |
152.0 |
4.4% |
41.0 |
1.2% |
88% |
False |
False |
920,271 |
40 |
3,546.0 |
3,330.0 |
216.0 |
6.2% |
44.7 |
1.3% |
62% |
False |
False |
769,488 |
60 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
37.6 |
1.1% |
57% |
False |
False |
516,217 |
80 |
3,564.0 |
3,163.0 |
401.0 |
11.6% |
37.7 |
1.1% |
75% |
False |
False |
390,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,582.0 |
2.618 |
3,542.8 |
1.618 |
3,518.8 |
1.000 |
3,504.0 |
0.618 |
3,494.8 |
HIGH |
3,480.0 |
0.618 |
3,470.8 |
0.500 |
3,468.0 |
0.382 |
3,465.2 |
LOW |
3,456.0 |
0.618 |
3,441.2 |
1.000 |
3,432.0 |
1.618 |
3,417.2 |
2.618 |
3,393.2 |
4.250 |
3,354.0 |
|
|
Fisher Pivots for day following 19-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
3,468.0 |
3,459.3 |
PP |
3,466.3 |
3,455.7 |
S1 |
3,464.7 |
3,452.0 |
|