Trading Metrics calculated at close of trading on 23-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2018 |
23-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
1,704.3 |
1,699.7 |
-4.6 |
-0.3% |
1,692.4 |
High |
1,707.6 |
1,705.7 |
-1.9 |
-0.1% |
1,707.6 |
Low |
1,697.5 |
1,691.9 |
-5.6 |
-0.3% |
1,674.4 |
Close |
1,698.9 |
1,702.7 |
3.8 |
0.2% |
1,698.9 |
Range |
10.1 |
13.8 |
3.7 |
36.6% |
33.2 |
ATR |
18.5 |
18.2 |
-0.3 |
-1.8% |
0.0 |
Volume |
101,530 |
77,532 |
-23,998 |
-23.6% |
487,701 |
|
Daily Pivots for day following 23-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,741.5 |
1,735.9 |
1,710.3 |
|
R3 |
1,727.7 |
1,722.1 |
1,706.5 |
|
R2 |
1,713.9 |
1,713.9 |
1,705.2 |
|
R1 |
1,708.3 |
1,708.3 |
1,704.0 |
1,711.1 |
PP |
1,700.1 |
1,700.1 |
1,700.1 |
1,701.5 |
S1 |
1,694.5 |
1,694.5 |
1,701.4 |
1,697.3 |
S2 |
1,686.3 |
1,686.3 |
1,700.2 |
|
S3 |
1,672.5 |
1,680.7 |
1,698.9 |
|
S4 |
1,658.7 |
1,666.9 |
1,695.1 |
|
|
Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,793.2 |
1,779.3 |
1,717.2 |
|
R3 |
1,760.0 |
1,746.1 |
1,708.0 |
|
R2 |
1,726.8 |
1,726.8 |
1,705.0 |
|
R1 |
1,712.9 |
1,712.9 |
1,701.9 |
1,719.9 |
PP |
1,693.6 |
1,693.6 |
1,693.6 |
1,697.1 |
S1 |
1,679.7 |
1,679.7 |
1,695.9 |
1,686.7 |
S2 |
1,660.4 |
1,660.4 |
1,692.8 |
|
S3 |
1,627.2 |
1,646.5 |
1,689.8 |
|
S4 |
1,594.0 |
1,613.3 |
1,680.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,707.6 |
1,680.1 |
27.5 |
1.6% |
14.8 |
0.9% |
82% |
False |
False |
93,133 |
10 |
1,715.0 |
1,674.4 |
40.6 |
2.4% |
16.9 |
1.0% |
70% |
False |
False |
97,946 |
20 |
1,715.0 |
1,632.5 |
82.5 |
4.8% |
19.7 |
1.2% |
85% |
False |
False |
116,001 |
40 |
1,720.8 |
1,614.0 |
106.8 |
6.3% |
19.0 |
1.1% |
83% |
False |
False |
104,664 |
60 |
1,720.8 |
1,532.2 |
188.6 |
11.1% |
18.3 |
1.1% |
90% |
False |
False |
69,783 |
80 |
1,720.8 |
1,488.2 |
232.6 |
13.7% |
19.5 |
1.1% |
92% |
False |
False |
52,348 |
100 |
1,720.8 |
1,488.2 |
232.6 |
13.7% |
17.9 |
1.1% |
92% |
False |
False |
41,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,764.4 |
2.618 |
1,741.8 |
1.618 |
1,728.0 |
1.000 |
1,719.5 |
0.618 |
1,714.2 |
HIGH |
1,705.7 |
0.618 |
1,700.4 |
0.500 |
1,698.8 |
0.382 |
1,697.2 |
LOW |
1,691.9 |
0.618 |
1,683.4 |
1.000 |
1,678.1 |
1.618 |
1,669.6 |
2.618 |
1,655.8 |
4.250 |
1,633.3 |
|
|
Fisher Pivots for day following 23-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1,701.4 |
1,700.9 |
PP |
1,700.1 |
1,699.1 |
S1 |
1,698.8 |
1,697.3 |
|