Trading Metrics calculated at close of trading on 27-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2018 |
27-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
3,480.0 |
3,503.0 |
23.0 |
0.7% |
3,442.0 |
High |
3,505.0 |
3,525.0 |
20.0 |
0.6% |
3,525.0 |
Low |
3,477.0 |
3,501.0 |
24.0 |
0.7% |
3,433.0 |
Close |
3,503.0 |
3,524.0 |
21.0 |
0.6% |
3,524.0 |
Range |
28.0 |
24.0 |
-4.0 |
-14.3% |
92.0 |
ATR |
41.7 |
40.4 |
-1.3 |
-3.0% |
0.0 |
Volume |
857,881 |
663,408 |
-194,473 |
-22.7% |
4,056,729 |
|
Daily Pivots for day following 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,588.7 |
3,580.3 |
3,537.2 |
|
R3 |
3,564.7 |
3,556.3 |
3,530.6 |
|
R2 |
3,540.7 |
3,540.7 |
3,528.4 |
|
R1 |
3,532.3 |
3,532.3 |
3,526.2 |
3,536.5 |
PP |
3,516.7 |
3,516.7 |
3,516.7 |
3,518.8 |
S1 |
3,508.3 |
3,508.3 |
3,521.8 |
3,512.5 |
S2 |
3,492.7 |
3,492.7 |
3,519.6 |
|
S3 |
3,468.7 |
3,484.3 |
3,517.4 |
|
S4 |
3,444.7 |
3,460.3 |
3,510.8 |
|
|
Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,770.0 |
3,739.0 |
3,574.6 |
|
R3 |
3,678.0 |
3,647.0 |
3,549.3 |
|
R2 |
3,586.0 |
3,586.0 |
3,540.9 |
|
R1 |
3,555.0 |
3,555.0 |
3,532.4 |
3,570.5 |
PP |
3,494.0 |
3,494.0 |
3,494.0 |
3,501.8 |
S1 |
3,463.0 |
3,463.0 |
3,515.6 |
3,478.5 |
S2 |
3,402.0 |
3,402.0 |
3,507.1 |
|
S3 |
3,310.0 |
3,371.0 |
3,498.7 |
|
S4 |
3,218.0 |
3,279.0 |
3,473.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,525.0 |
3,433.0 |
92.0 |
2.6% |
31.0 |
0.9% |
99% |
True |
False |
811,345 |
10 |
3,525.0 |
3,422.0 |
103.0 |
2.9% |
32.3 |
0.9% |
99% |
True |
False |
851,688 |
20 |
3,525.0 |
3,334.0 |
191.0 |
5.4% |
34.2 |
1.0% |
99% |
True |
False |
857,504 |
40 |
3,537.0 |
3,330.0 |
207.0 |
5.9% |
40.9 |
1.2% |
94% |
False |
False |
895,577 |
60 |
3,564.0 |
3,330.0 |
234.0 |
6.6% |
38.2 |
1.1% |
83% |
False |
False |
602,471 |
80 |
3,564.0 |
3,205.0 |
359.0 |
10.2% |
36.2 |
1.0% |
89% |
False |
False |
454,731 |
100 |
3,564.0 |
3,163.0 |
401.0 |
11.4% |
37.9 |
1.1% |
90% |
False |
False |
364,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,627.0 |
2.618 |
3,587.8 |
1.618 |
3,563.8 |
1.000 |
3,549.0 |
0.618 |
3,539.8 |
HIGH |
3,525.0 |
0.618 |
3,515.8 |
0.500 |
3,513.0 |
0.382 |
3,510.2 |
LOW |
3,501.0 |
0.618 |
3,486.2 |
1.000 |
3,477.0 |
1.618 |
3,462.2 |
2.618 |
3,438.2 |
4.250 |
3,399.0 |
|
|
Fisher Pivots for day following 27-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
3,520.3 |
3,512.3 |
PP |
3,516.7 |
3,500.7 |
S1 |
3,513.0 |
3,489.0 |
|