Trading Metrics calculated at close of trading on 26-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2018 |
26-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
3,472.0 |
3,480.0 |
8.0 |
0.2% |
3,448.0 |
High |
3,497.0 |
3,505.0 |
8.0 |
0.2% |
3,482.0 |
Low |
3,453.0 |
3,477.0 |
24.0 |
0.7% |
3,422.0 |
Close |
3,458.0 |
3,503.0 |
45.0 |
1.3% |
3,457.0 |
Range |
44.0 |
28.0 |
-16.0 |
-36.4% |
60.0 |
ATR |
41.3 |
41.7 |
0.4 |
1.0% |
0.0 |
Volume |
853,784 |
857,881 |
4,097 |
0.5% |
4,460,158 |
|
Daily Pivots for day following 26-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,579.0 |
3,569.0 |
3,518.4 |
|
R3 |
3,551.0 |
3,541.0 |
3,510.7 |
|
R2 |
3,523.0 |
3,523.0 |
3,508.1 |
|
R1 |
3,513.0 |
3,513.0 |
3,505.6 |
3,518.0 |
PP |
3,495.0 |
3,495.0 |
3,495.0 |
3,497.5 |
S1 |
3,485.0 |
3,485.0 |
3,500.4 |
3,490.0 |
S2 |
3,467.0 |
3,467.0 |
3,497.9 |
|
S3 |
3,439.0 |
3,457.0 |
3,495.3 |
|
S4 |
3,411.0 |
3,429.0 |
3,487.6 |
|
|
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 |
3,505.0 |
3,423.0 |
82.0 |
2.3% |
36.4 |
1.0% |
98% |
True |
False |
908,964 |
10 |
3,505.0 |
3,422.0 |
83.0 |
2.4% |
31.8 |
0.9% |
98% |
True |
False |
853,835 |
20 |
3,505.0 |
3,334.0 |
171.0 |
4.9% |
35.9 |
1.0% |
99% |
True |
False |
883,911 |
40 |
3,537.0 |
3,330.0 |
207.0 |
5.9% |
41.9 |
1.2% |
84% |
False |
False |
879,217 |
60 |
3,564.0 |
3,330.0 |
234.0 |
6.7% |
38.2 |
1.1% |
74% |
False |
False |
591,415 |
80 |
3,564.0 |
3,205.0 |
359.0 |
10.2% |
36.3 |
1.0% |
83% |
False |
False |
446,440 |
100 |
3,564.0 |
3,163.0 |
401.0 |
11.4% |
38.0 |
1.1% |
85% |
False |
False |
357,999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,624.0 |
2.618 |
3,578.3 |
1.618 |
3,550.3 |
1.000 |
3,533.0 |
0.618 |
3,522.3 |
HIGH |
3,505.0 |
0.618 |
3,494.3 |
0.500 |
3,491.0 |
0.382 |
3,487.7 |
LOW |
3,477.0 |
0.618 |
3,459.7 |
1.000 |
3,449.0 |
1.618 |
3,431.7 |
2.618 |
3,403.7 |
4.250 |
3,358.0 |
|
|
Fisher Pivots for day following 26-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
3,499.0 |
3,495.0 |
PP |
3,495.0 |
3,487.0 |
S1 |
3,491.0 |
3,479.0 |
|