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 |
7,626.5 |
7,597.5 |
-29.0 |
-0.4% |
7,618.5 |
High |
7,643.5 |
7,616.0 |
-27.5 |
-0.4% |
7,643.5 |
Low |
7,568.0 |
7,557.5 |
-10.5 |
-0.1% |
7,502.0 |
Close |
7,617.5 |
7,595.0 |
-22.5 |
-0.3% |
7,617.5 |
Range |
75.5 |
58.5 |
-17.0 |
-22.5% |
141.5 |
ATR |
86.2 |
84.4 |
-1.9 |
-2.2% |
0.0 |
Volume |
89,826 |
58,592 |
-31,234 |
-34.8% |
413,242 |
|
Daily Pivots for day following 23-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,765.0 |
7,738.5 |
7,627.0 |
|
R3 |
7,706.5 |
7,680.0 |
7,611.0 |
|
R2 |
7,648.0 |
7,648.0 |
7,605.5 |
|
R1 |
7,621.5 |
7,621.5 |
7,600.5 |
7,605.5 |
PP |
7,589.5 |
7,589.5 |
7,589.5 |
7,581.5 |
S1 |
7,563.0 |
7,563.0 |
7,589.5 |
7,547.0 |
S2 |
7,531.0 |
7,531.0 |
7,584.5 |
|
S3 |
7,472.5 |
7,504.5 |
7,579.0 |
|
S4 |
7,414.0 |
7,446.0 |
7,563.0 |
|
|
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 |
7,518.5 |
125.0 |
1.6% |
64.0 |
0.8% |
61% |
False |
False |
78,284 |
10 |
7,656.5 |
7,502.0 |
154.5 |
2.0% |
74.0 |
1.0% |
60% |
False |
False |
77,924 |
20 |
7,656.5 |
7,427.5 |
229.0 |
3.0% |
79.0 |
1.0% |
73% |
False |
False |
85,651 |
40 |
7,729.5 |
7,421.5 |
308.0 |
4.1% |
88.0 |
1.2% |
56% |
False |
False |
95,129 |
60 |
7,810.0 |
7,349.0 |
461.0 |
6.1% |
72.0 |
0.9% |
53% |
False |
False |
63,607 |
80 |
7,810.0 |
6,807.0 |
1,003.0 |
13.2% |
63.5 |
0.8% |
79% |
False |
False |
47,811 |
100 |
7,810.0 |
6,720.5 |
1,089.5 |
14.3% |
54.5 |
0.7% |
80% |
False |
False |
38,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,864.5 |
2.618 |
7,769.0 |
1.618 |
7,710.5 |
1.000 |
7,674.5 |
0.618 |
7,652.0 |
HIGH |
7,616.0 |
0.618 |
7,593.5 |
0.500 |
7,587.0 |
0.382 |
7,580.0 |
LOW |
7,557.5 |
0.618 |
7,521.5 |
1.000 |
7,499.0 |
1.618 |
7,463.0 |
2.618 |
7,404.5 |
4.250 |
7,309.0 |
|
|
Fisher Pivots for day following 23-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
7,592.0 |
7,600.5 |
PP |
7,589.5 |
7,598.5 |
S1 |
7,587.0 |
7,597.0 |
|