Trading Metrics calculated at close of trading on 23-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2018 |
23-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
3,455.0 |
3,442.0 |
-13.0 |
-0.4% |
3,448.0 |
High |
3,474.0 |
3,458.0 |
-16.0 |
-0.5% |
3,482.0 |
Low |
3,423.0 |
3,433.0 |
10.0 |
0.3% |
3,422.0 |
Close |
3,457.0 |
3,448.0 |
-9.0 |
-0.3% |
3,457.0 |
Range |
51.0 |
25.0 |
-26.0 |
-51.0% |
60.0 |
ATR |
42.4 |
41.2 |
-1.2 |
-2.9% |
0.0 |
Volume |
1,151,502 |
707,828 |
-443,674 |
-38.5% |
4,460,158 |
|
Daily Pivots for day following 23-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,521.3 |
3,509.7 |
3,461.8 |
|
R3 |
3,496.3 |
3,484.7 |
3,454.9 |
|
R2 |
3,471.3 |
3,471.3 |
3,452.6 |
|
R1 |
3,459.7 |
3,459.7 |
3,450.3 |
3,465.5 |
PP |
3,446.3 |
3,446.3 |
3,446.3 |
3,449.3 |
S1 |
3,434.7 |
3,434.7 |
3,445.7 |
3,440.5 |
S2 |
3,421.3 |
3,421.3 |
3,443.4 |
|
S3 |
3,396.3 |
3,409.7 |
3,441.1 |
|
S4 |
3,371.3 |
3,384.7 |
3,434.3 |
|
|
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% |
33.8 |
1.0% |
43% |
False |
False |
900,717 |
10 |
3,482.0 |
3,406.0 |
76.0 |
2.2% |
31.4 |
0.9% |
55% |
False |
False |
839,507 |
20 |
3,482.0 |
3,330.0 |
152.0 |
4.4% |
39.6 |
1.1% |
78% |
False |
False |
917,137 |
40 |
3,537.0 |
3,330.0 |
207.0 |
6.0% |
44.0 |
1.3% |
57% |
False |
False |
814,975 |
60 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
37.8 |
1.1% |
50% |
False |
False |
546,920 |
80 |
3,564.0 |
3,171.0 |
393.0 |
11.4% |
37.3 |
1.1% |
70% |
False |
False |
413,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,564.3 |
2.618 |
3,523.5 |
1.618 |
3,498.5 |
1.000 |
3,483.0 |
0.618 |
3,473.5 |
HIGH |
3,458.0 |
0.618 |
3,448.5 |
0.500 |
3,445.5 |
0.382 |
3,442.6 |
LOW |
3,433.0 |
0.618 |
3,417.6 |
1.000 |
3,408.0 |
1.618 |
3,392.6 |
2.618 |
3,367.6 |
4.250 |
3,326.8 |
|
|
Fisher Pivots for day following 23-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
3,447.2 |
3,451.5 |
PP |
3,446.3 |
3,450.3 |
S1 |
3,445.5 |
3,449.2 |
|