Trading Metrics calculated at close of trading on 25-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2018 |
25-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
3,463.0 |
3,472.0 |
9.0 |
0.3% |
3,448.0 |
High |
3,488.0 |
3,497.0 |
9.0 |
0.3% |
3,482.0 |
Low |
3,454.0 |
3,453.0 |
-1.0 |
0.0% |
3,422.0 |
Close |
3,481.0 |
3,458.0 |
-23.0 |
-0.7% |
3,457.0 |
Range |
34.0 |
44.0 |
10.0 |
29.4% |
60.0 |
ATR |
41.1 |
41.3 |
0.2 |
0.5% |
0.0 |
Volume |
973,828 |
853,784 |
-120,044 |
-12.3% |
4,460,158 |
|
Daily Pivots for day following 25-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,601.3 |
3,573.7 |
3,482.2 |
|
R3 |
3,557.3 |
3,529.7 |
3,470.1 |
|
R2 |
3,513.3 |
3,513.3 |
3,466.1 |
|
R1 |
3,485.7 |
3,485.7 |
3,462.0 |
3,477.5 |
PP |
3,469.3 |
3,469.3 |
3,469.3 |
3,465.3 |
S1 |
3,441.7 |
3,441.7 |
3,454.0 |
3,433.5 |
S2 |
3,425.3 |
3,425.3 |
3,449.9 |
|
S3 |
3,381.3 |
3,397.7 |
3,445.9 |
|
S4 |
3,337.3 |
3,353.7 |
3,433.8 |
|
|
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 |
3,497.0 |
3,423.0 |
74.0 |
2.1% |
35.6 |
1.0% |
47% |
True |
False |
910,732 |
10 |
3,497.0 |
3,410.0 |
87.0 |
2.5% |
32.6 |
0.9% |
55% |
True |
False |
850,744 |
20 |
3,497.0 |
3,330.0 |
167.0 |
4.8% |
38.8 |
1.1% |
77% |
True |
False |
914,358 |
40 |
3,537.0 |
3,330.0 |
207.0 |
6.0% |
42.4 |
1.2% |
62% |
False |
False |
859,077 |
60 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
38.1 |
1.1% |
55% |
False |
False |
577,328 |
80 |
3,564.0 |
3,205.0 |
359.0 |
10.4% |
36.5 |
1.1% |
70% |
False |
False |
436,086 |
100 |
3,564.0 |
3,163.0 |
401.0 |
11.6% |
38.3 |
1.1% |
74% |
False |
False |
349,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,684.0 |
2.618 |
3,612.2 |
1.618 |
3,568.2 |
1.000 |
3,541.0 |
0.618 |
3,524.2 |
HIGH |
3,497.0 |
0.618 |
3,480.2 |
0.500 |
3,475.0 |
0.382 |
3,469.8 |
LOW |
3,453.0 |
0.618 |
3,425.8 |
1.000 |
3,409.0 |
1.618 |
3,381.8 |
2.618 |
3,337.8 |
4.250 |
3,266.0 |
|
|
Fisher Pivots for day following 25-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
3,475.0 |
3,465.0 |
PP |
3,469.3 |
3,462.7 |
S1 |
3,463.7 |
3,460.3 |
|