Trading Metrics calculated at close of trading on 24-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2018 |
24-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
3,442.0 |
3,463.0 |
21.0 |
0.6% |
3,448.0 |
High |
3,458.0 |
3,488.0 |
30.0 |
0.9% |
3,482.0 |
Low |
3,433.0 |
3,454.0 |
21.0 |
0.6% |
3,422.0 |
Close |
3,448.0 |
3,481.0 |
33.0 |
1.0% |
3,457.0 |
Range |
25.0 |
34.0 |
9.0 |
36.0% |
60.0 |
ATR |
41.2 |
41.1 |
-0.1 |
-0.2% |
0.0 |
Volume |
707,828 |
973,828 |
266,000 |
37.6% |
4,460,158 |
|
Daily Pivots for day following 24-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,576.3 |
3,562.7 |
3,499.7 |
|
R3 |
3,542.3 |
3,528.7 |
3,490.4 |
|
R2 |
3,508.3 |
3,508.3 |
3,487.2 |
|
R1 |
3,494.7 |
3,494.7 |
3,484.1 |
3,501.5 |
PP |
3,474.3 |
3,474.3 |
3,474.3 |
3,477.8 |
S1 |
3,460.7 |
3,460.7 |
3,477.9 |
3,467.5 |
S2 |
3,440.3 |
3,440.3 |
3,474.8 |
|
S3 |
3,406.3 |
3,426.7 |
3,471.7 |
|
S4 |
3,372.3 |
3,392.7 |
3,462.3 |
|
|
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 |
3,488.0 |
3,423.0 |
65.0 |
1.9% |
31.4 |
0.9% |
89% |
True |
False |
918,339 |
10 |
3,488.0 |
3,406.0 |
82.0 |
2.4% |
32.1 |
0.9% |
91% |
True |
False |
857,582 |
20 |
3,488.0 |
3,330.0 |
158.0 |
4.5% |
38.1 |
1.1% |
96% |
True |
False |
915,812 |
40 |
3,537.0 |
3,330.0 |
207.0 |
5.9% |
43.4 |
1.2% |
73% |
False |
False |
837,986 |
60 |
3,564.0 |
3,330.0 |
234.0 |
6.7% |
37.7 |
1.1% |
65% |
False |
False |
563,099 |
80 |
3,564.0 |
3,171.0 |
393.0 |
11.3% |
37.0 |
1.1% |
79% |
False |
False |
425,416 |
100 |
3,564.0 |
3,163.0 |
401.0 |
11.5% |
37.8 |
1.1% |
79% |
False |
False |
340,903 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,632.5 |
2.618 |
3,577.0 |
1.618 |
3,543.0 |
1.000 |
3,522.0 |
0.618 |
3,509.0 |
HIGH |
3,488.0 |
0.618 |
3,475.0 |
0.500 |
3,471.0 |
0.382 |
3,467.0 |
LOW |
3,454.0 |
0.618 |
3,433.0 |
1.000 |
3,420.0 |
1.618 |
3,399.0 |
2.618 |
3,365.0 |
4.250 |
3,309.5 |
|
|
Fisher Pivots for day following 24-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
3,477.7 |
3,472.5 |
PP |
3,474.3 |
3,464.0 |
S1 |
3,471.0 |
3,455.5 |
|