Trading Metrics calculated at close of trading on 13-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2018 |
13-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
1,689.9 |
1,692.8 |
2.9 |
0.2% |
1,700.8 |
High |
1,697.9 |
1,702.7 |
4.8 |
0.3% |
1,715.0 |
Low |
1,681.6 |
1,688.8 |
7.2 |
0.4% |
1,681.6 |
Close |
1,692.3 |
1,691.6 |
-0.7 |
0.0% |
1,691.6 |
Range |
16.3 |
13.9 |
-2.4 |
-14.7% |
33.4 |
ATR |
20.1 |
19.7 |
-0.4 |
-2.2% |
0.0 |
Volume |
110,108 |
92,506 |
-17,602 |
-16.0% |
489,866 |
|
Daily Pivots for day following 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,736.1 |
1,727.7 |
1,699.2 |
|
R3 |
1,722.2 |
1,713.8 |
1,695.4 |
|
R2 |
1,708.3 |
1,708.3 |
1,694.1 |
|
R1 |
1,699.9 |
1,699.9 |
1,692.9 |
1,697.2 |
PP |
1,694.4 |
1,694.4 |
1,694.4 |
1,693.0 |
S1 |
1,686.0 |
1,686.0 |
1,690.3 |
1,683.3 |
S2 |
1,680.5 |
1,680.5 |
1,689.1 |
|
S3 |
1,666.6 |
1,672.1 |
1,687.8 |
|
S4 |
1,652.7 |
1,658.2 |
1,684.0 |
|
|
Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,796.3 |
1,777.3 |
1,710.0 |
|
R3 |
1,762.9 |
1,743.9 |
1,700.8 |
|
R2 |
1,729.5 |
1,729.5 |
1,697.7 |
|
R1 |
1,710.5 |
1,710.5 |
1,694.7 |
1,703.3 |
PP |
1,696.1 |
1,696.1 |
1,696.1 |
1,692.5 |
S1 |
1,677.1 |
1,677.1 |
1,688.5 |
1,669.9 |
S2 |
1,662.7 |
1,662.7 |
1,685.5 |
|
S3 |
1,629.3 |
1,643.7 |
1,682.4 |
|
S4 |
1,595.9 |
1,610.3 |
1,673.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,715.0 |
1,681.6 |
33.4 |
2.0% |
16.9 |
1.0% |
30% |
False |
False |
97,973 |
10 |
1,715.0 |
1,633.3 |
81.7 |
4.8% |
18.9 |
1.1% |
71% |
False |
False |
107,295 |
20 |
1,720.8 |
1,632.5 |
88.3 |
5.2% |
21.6 |
1.3% |
67% |
False |
False |
129,276 |
40 |
1,720.8 |
1,614.0 |
106.8 |
6.3% |
18.4 |
1.1% |
73% |
False |
False |
90,537 |
60 |
1,720.8 |
1,532.2 |
188.6 |
11.1% |
18.7 |
1.1% |
85% |
False |
False |
60,364 |
80 |
1,720.8 |
1,488.2 |
232.6 |
13.8% |
20.7 |
1.2% |
87% |
False |
False |
45,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,761.8 |
2.618 |
1,739.1 |
1.618 |
1,725.2 |
1.000 |
1,716.6 |
0.618 |
1,711.3 |
HIGH |
1,702.7 |
0.618 |
1,697.4 |
0.500 |
1,695.8 |
0.382 |
1,694.1 |
LOW |
1,688.8 |
0.618 |
1,680.2 |
1.000 |
1,674.9 |
1.618 |
1,666.3 |
2.618 |
1,652.4 |
4.250 |
1,629.7 |
|
|
Fisher Pivots for day following 13-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1,695.8 |
1,692.2 |
PP |
1,694.4 |
1,692.0 |
S1 |
1,693.0 |
1,691.8 |
|