Trading Metrics calculated at close of trading on 30-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2018 |
30-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
3,503.0 |
3,501.0 |
-2.0 |
-0.1% |
3,442.0 |
High |
3,525.0 |
3,518.0 |
-7.0 |
-0.2% |
3,525.0 |
Low |
3,501.0 |
3,498.0 |
-3.0 |
-0.1% |
3,433.0 |
Close |
3,524.0 |
3,510.0 |
-14.0 |
-0.4% |
3,524.0 |
Range |
24.0 |
20.0 |
-4.0 |
-16.7% |
92.0 |
ATR |
40.4 |
39.4 |
-1.0 |
-2.6% |
0.0 |
Volume |
663,408 |
583,478 |
-79,930 |
-12.0% |
4,056,729 |
|
Daily Pivots for day following 30-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,568.7 |
3,559.3 |
3,521.0 |
|
R3 |
3,548.7 |
3,539.3 |
3,515.5 |
|
R2 |
3,528.7 |
3,528.7 |
3,513.7 |
|
R1 |
3,519.3 |
3,519.3 |
3,511.8 |
3,524.0 |
PP |
3,508.7 |
3,508.7 |
3,508.7 |
3,511.0 |
S1 |
3,499.3 |
3,499.3 |
3,508.2 |
3,504.0 |
S2 |
3,488.7 |
3,488.7 |
3,506.3 |
|
S3 |
3,468.7 |
3,479.3 |
3,504.5 |
|
S4 |
3,448.7 |
3,459.3 |
3,499.0 |
|
|
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 |
3,453.0 |
72.0 |
2.1% |
30.0 |
0.9% |
79% |
False |
False |
786,475 |
10 |
3,525.0 |
3,422.0 |
103.0 |
2.9% |
31.9 |
0.9% |
85% |
False |
False |
843,596 |
20 |
3,525.0 |
3,334.0 |
191.0 |
5.4% |
33.1 |
0.9% |
92% |
False |
False |
826,713 |
40 |
3,537.0 |
3,330.0 |
207.0 |
5.9% |
40.4 |
1.1% |
87% |
False |
False |
908,885 |
60 |
3,564.0 |
3,330.0 |
234.0 |
6.7% |
38.2 |
1.1% |
77% |
False |
False |
612,154 |
80 |
3,564.0 |
3,280.0 |
284.0 |
8.1% |
35.6 |
1.0% |
81% |
False |
False |
462,023 |
100 |
3,564.0 |
3,163.0 |
401.0 |
11.4% |
37.5 |
1.1% |
87% |
False |
False |
370,463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,603.0 |
2.618 |
3,570.4 |
1.618 |
3,550.4 |
1.000 |
3,538.0 |
0.618 |
3,530.4 |
HIGH |
3,518.0 |
0.618 |
3,510.4 |
0.500 |
3,508.0 |
0.382 |
3,505.6 |
LOW |
3,498.0 |
0.618 |
3,485.6 |
1.000 |
3,478.0 |
1.618 |
3,465.6 |
2.618 |
3,445.6 |
4.250 |
3,413.0 |
|
|
Fisher Pivots for day following 30-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
3,509.3 |
3,507.0 |
PP |
3,508.7 |
3,504.0 |
S1 |
3,508.0 |
3,501.0 |
|