Trading Metrics calculated at close of trading on 11-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2018 |
11-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
7,650.0 |
7,612.0 |
-38.0 |
-0.5% |
7,572.0 |
High |
7,654.5 |
7,612.0 |
-42.5 |
-0.6% |
7,589.0 |
Low |
7,614.5 |
7,505.5 |
-109.0 |
-1.4% |
7,475.0 |
Close |
7,636.0 |
7,532.5 |
-103.5 |
-1.4% |
7,548.0 |
Range |
40.0 |
106.5 |
66.5 |
166.3% |
114.0 |
ATR |
89.1 |
92.1 |
3.0 |
3.3% |
0.0 |
Volume |
73,735 |
97,617 |
23,882 |
32.4% |
384,016 |
|
Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,869.5 |
7,807.5 |
7,591.0 |
|
R3 |
7,763.0 |
7,701.0 |
7,562.0 |
|
R2 |
7,656.5 |
7,656.5 |
7,552.0 |
|
R1 |
7,594.5 |
7,594.5 |
7,542.5 |
7,572.0 |
PP |
7,550.0 |
7,550.0 |
7,550.0 |
7,539.0 |
S1 |
7,488.0 |
7,488.0 |
7,522.5 |
7,466.0 |
S2 |
7,443.5 |
7,443.5 |
7,513.0 |
|
S3 |
7,337.0 |
7,381.5 |
7,503.0 |
|
S4 |
7,230.5 |
7,275.0 |
7,474.0 |
|
|
Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,879.5 |
7,827.5 |
7,610.5 |
|
R3 |
7,765.5 |
7,713.5 |
7,579.5 |
|
R2 |
7,651.5 |
7,651.5 |
7,569.0 |
|
R1 |
7,599.5 |
7,599.5 |
7,558.5 |
7,568.5 |
PP |
7,537.5 |
7,537.5 |
7,537.5 |
7,522.0 |
S1 |
7,485.5 |
7,485.5 |
7,537.5 |
7,454.5 |
S2 |
7,423.5 |
7,423.5 |
7,527.0 |
|
S3 |
7,309.5 |
7,371.5 |
7,516.5 |
|
S4 |
7,195.5 |
7,257.5 |
7,485.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,654.5 |
7,501.5 |
153.0 |
2.0% |
76.0 |
1.0% |
20% |
False |
False |
79,509 |
10 |
7,654.5 |
7,475.0 |
179.5 |
2.4% |
77.5 |
1.0% |
32% |
False |
False |
87,811 |
20 |
7,729.5 |
7,421.5 |
308.0 |
4.1% |
102.0 |
1.4% |
36% |
False |
False |
102,523 |
40 |
7,810.0 |
7,421.5 |
388.5 |
5.2% |
83.0 |
1.1% |
29% |
False |
False |
80,111 |
60 |
7,810.0 |
7,104.5 |
705.5 |
9.4% |
67.0 |
0.9% |
61% |
False |
False |
53,615 |
80 |
7,810.0 |
6,720.5 |
1,089.5 |
14.5% |
60.5 |
0.8% |
75% |
False |
False |
40,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,064.5 |
2.618 |
7,891.0 |
1.618 |
7,784.5 |
1.000 |
7,718.5 |
0.618 |
7,678.0 |
HIGH |
7,612.0 |
0.618 |
7,571.5 |
0.500 |
7,559.0 |
0.382 |
7,546.0 |
LOW |
7,505.5 |
0.618 |
7,439.5 |
1.000 |
7,399.0 |
1.618 |
7,333.0 |
2.618 |
7,226.5 |
4.250 |
7,053.0 |
|
|
Fisher Pivots for day following 11-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
7,559.0 |
7,580.0 |
PP |
7,550.0 |
7,564.0 |
S1 |
7,541.0 |
7,548.5 |
|