Trading Metrics calculated at close of trading on 20-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2018 |
20-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
3,473.0 |
3,455.0 |
-18.0 |
-0.5% |
3,448.0 |
High |
3,480.0 |
3,474.0 |
-6.0 |
-0.2% |
3,482.0 |
Low |
3,456.0 |
3,423.0 |
-33.0 |
-1.0% |
3,422.0 |
Close |
3,463.0 |
3,457.0 |
-6.0 |
-0.2% |
3,457.0 |
Range |
24.0 |
51.0 |
27.0 |
112.5% |
60.0 |
ATR |
41.8 |
42.4 |
0.7 |
1.6% |
0.0 |
Volume |
866,719 |
1,151,502 |
284,783 |
32.9% |
4,460,158 |
|
Daily Pivots for day following 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,604.3 |
3,581.7 |
3,485.1 |
|
R3 |
3,553.3 |
3,530.7 |
3,471.0 |
|
R2 |
3,502.3 |
3,502.3 |
3,466.4 |
|
R1 |
3,479.7 |
3,479.7 |
3,461.7 |
3,491.0 |
PP |
3,451.3 |
3,451.3 |
3,451.3 |
3,457.0 |
S1 |
3,428.7 |
3,428.7 |
3,452.3 |
3,440.0 |
S2 |
3,400.3 |
3,400.3 |
3,447.7 |
|
S3 |
3,349.3 |
3,377.7 |
3,443.0 |
|
S4 |
3,298.3 |
3,326.7 |
3,429.0 |
|
|
Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,633.7 |
3,605.3 |
3,490.0 |
|
R3 |
3,573.7 |
3,545.3 |
3,473.5 |
|
R2 |
3,513.7 |
3,513.7 |
3,468.0 |
|
R1 |
3,485.3 |
3,485.3 |
3,462.5 |
3,499.5 |
PP |
3,453.7 |
3,453.7 |
3,453.7 |
3,460.8 |
S1 |
3,425.3 |
3,425.3 |
3,451.5 |
3,439.5 |
S2 |
3,393.7 |
3,393.7 |
3,446.0 |
|
S3 |
3,333.7 |
3,365.3 |
3,440.5 |
|
S4 |
3,273.7 |
3,305.3 |
3,424.0 |
|
|
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% |
33.6 |
1.0% |
58% |
False |
False |
892,031 |
10 |
3,482.0 |
3,406.0 |
76.0 |
2.2% |
31.0 |
0.9% |
67% |
False |
False |
830,249 |
20 |
3,482.0 |
3,330.0 |
152.0 |
4.4% |
40.3 |
1.2% |
84% |
False |
False |
923,710 |
40 |
3,537.0 |
3,330.0 |
207.0 |
6.0% |
44.6 |
1.3% |
61% |
False |
False |
797,829 |
60 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
37.8 |
1.1% |
54% |
False |
False |
535,124 |
80 |
3,564.0 |
3,163.0 |
401.0 |
11.6% |
37.7 |
1.1% |
73% |
False |
False |
404,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,690.8 |
2.618 |
3,607.5 |
1.618 |
3,556.5 |
1.000 |
3,525.0 |
0.618 |
3,505.5 |
HIGH |
3,474.0 |
0.618 |
3,454.5 |
0.500 |
3,448.5 |
0.382 |
3,442.5 |
LOW |
3,423.0 |
0.618 |
3,391.5 |
1.000 |
3,372.0 |
1.618 |
3,340.5 |
2.618 |
3,289.5 |
4.250 |
3,206.3 |
|
|
Fisher Pivots for day following 20-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
3,454.2 |
3,455.5 |
PP |
3,451.3 |
3,454.0 |
S1 |
3,448.5 |
3,452.5 |
|