Trading Metrics calculated at close of trading on 20-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2018 |
20-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
7,611.0 |
7,626.5 |
15.5 |
0.2% |
7,618.5 |
High |
7,642.5 |
7,643.5 |
1.0 |
0.0% |
7,643.5 |
Low |
7,597.5 |
7,568.0 |
-29.5 |
-0.4% |
7,502.0 |
Close |
7,626.5 |
7,617.5 |
-9.0 |
-0.1% |
7,617.5 |
Range |
45.0 |
75.5 |
30.5 |
67.8% |
141.5 |
ATR |
87.1 |
86.2 |
-0.8 |
-0.9% |
0.0 |
Volume |
82,694 |
89,826 |
7,132 |
8.6% |
413,242 |
|
Daily Pivots for day following 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,836.0 |
7,802.5 |
7,659.0 |
|
R3 |
7,760.5 |
7,727.0 |
7,638.5 |
|
R2 |
7,685.0 |
7,685.0 |
7,631.5 |
|
R1 |
7,651.5 |
7,651.5 |
7,624.5 |
7,630.5 |
PP |
7,609.5 |
7,609.5 |
7,609.5 |
7,599.0 |
S1 |
7,576.0 |
7,576.0 |
7,610.5 |
7,555.0 |
S2 |
7,534.0 |
7,534.0 |
7,603.5 |
|
S3 |
7,458.5 |
7,500.5 |
7,596.5 |
|
S4 |
7,383.0 |
7,425.0 |
7,576.0 |
|
|
Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,012.0 |
7,956.5 |
7,695.5 |
|
R3 |
7,870.5 |
7,815.0 |
7,656.5 |
|
R2 |
7,729.0 |
7,729.0 |
7,643.5 |
|
R1 |
7,673.5 |
7,673.5 |
7,630.5 |
7,630.5 |
PP |
7,587.5 |
7,587.5 |
7,587.5 |
7,566.0 |
S1 |
7,532.0 |
7,532.0 |
7,604.5 |
7,489.0 |
S2 |
7,446.0 |
7,446.0 |
7,591.5 |
|
S3 |
7,304.5 |
7,390.5 |
7,578.5 |
|
S4 |
7,163.0 |
7,249.0 |
7,539.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,643.5 |
7,502.0 |
141.5 |
1.9% |
77.5 |
1.0% |
82% |
True |
False |
82,648 |
10 |
7,656.5 |
7,502.0 |
154.5 |
2.0% |
77.0 |
1.0% |
75% |
False |
False |
80,412 |
20 |
7,656.5 |
7,421.5 |
235.0 |
3.1% |
85.5 |
1.1% |
83% |
False |
False |
88,725 |
40 |
7,729.5 |
7,421.5 |
308.0 |
4.0% |
87.5 |
1.2% |
64% |
False |
False |
93,681 |
60 |
7,810.0 |
7,266.0 |
544.0 |
7.1% |
71.5 |
0.9% |
65% |
False |
False |
62,630 |
80 |
7,810.0 |
6,786.5 |
1,023.5 |
13.4% |
64.0 |
0.8% |
81% |
False |
False |
47,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,964.5 |
2.618 |
7,841.0 |
1.618 |
7,765.5 |
1.000 |
7,719.0 |
0.618 |
7,690.0 |
HIGH |
7,643.5 |
0.618 |
7,614.5 |
0.500 |
7,606.0 |
0.382 |
7,597.0 |
LOW |
7,568.0 |
0.618 |
7,521.5 |
1.000 |
7,492.5 |
1.618 |
7,446.0 |
2.618 |
7,370.5 |
4.250 |
7,247.0 |
|
|
Fisher Pivots for day following 20-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
7,613.5 |
7,613.5 |
PP |
7,609.5 |
7,609.5 |
S1 |
7,606.0 |
7,606.0 |
|