Trading Metrics calculated at close of trading on 24-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2018 |
24-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
7,597.5 |
7,615.5 |
18.0 |
0.2% |
7,618.5 |
High |
7,616.0 |
7,678.5 |
62.5 |
0.8% |
7,643.5 |
Low |
7,557.5 |
7,584.5 |
27.0 |
0.4% |
7,502.0 |
Close |
7,595.0 |
7,660.0 |
65.0 |
0.9% |
7,617.5 |
Range |
58.5 |
94.0 |
35.5 |
60.7% |
141.5 |
ATR |
84.4 |
85.1 |
0.7 |
0.8% |
0.0 |
Volume |
58,592 |
93,708 |
35,116 |
59.9% |
413,242 |
|
Daily Pivots for day following 24-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,923.0 |
7,885.5 |
7,711.5 |
|
R3 |
7,829.0 |
7,791.5 |
7,686.0 |
|
R2 |
7,735.0 |
7,735.0 |
7,677.0 |
|
R1 |
7,697.5 |
7,697.5 |
7,668.5 |
7,716.0 |
PP |
7,641.0 |
7,641.0 |
7,641.0 |
7,650.5 |
S1 |
7,603.5 |
7,603.5 |
7,651.5 |
7,622.0 |
S2 |
7,547.0 |
7,547.0 |
7,643.0 |
|
S3 |
7,453.0 |
7,509.5 |
7,634.0 |
|
S4 |
7,359.0 |
7,415.5 |
7,608.5 |
|
|
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 |
7,678.5 |
7,557.5 |
121.0 |
1.6% |
62.5 |
0.8% |
85% |
True |
False |
80,962 |
10 |
7,678.5 |
7,502.0 |
176.5 |
2.3% |
79.5 |
1.0% |
90% |
True |
False |
79,921 |
20 |
7,678.5 |
7,446.5 |
232.0 |
3.0% |
79.5 |
1.0% |
92% |
True |
False |
85,531 |
40 |
7,729.5 |
7,421.5 |
308.0 |
4.0% |
88.0 |
1.1% |
77% |
False |
False |
97,461 |
60 |
7,810.0 |
7,382.0 |
428.0 |
5.6% |
73.0 |
1.0% |
65% |
False |
False |
65,156 |
80 |
7,810.0 |
6,830.0 |
980.0 |
12.8% |
64.0 |
0.8% |
85% |
False |
False |
48,982 |
100 |
7,810.0 |
6,720.5 |
1,089.5 |
14.2% |
55.5 |
0.7% |
86% |
False |
False |
39,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,078.0 |
2.618 |
7,924.5 |
1.618 |
7,830.5 |
1.000 |
7,772.5 |
0.618 |
7,736.5 |
HIGH |
7,678.5 |
0.618 |
7,642.5 |
0.500 |
7,631.5 |
0.382 |
7,620.5 |
LOW |
7,584.5 |
0.618 |
7,526.5 |
1.000 |
7,490.5 |
1.618 |
7,432.5 |
2.618 |
7,338.5 |
4.250 |
7,185.0 |
|
|
Fisher Pivots for day following 24-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
7,650.5 |
7,646.0 |
PP |
7,641.0 |
7,632.0 |
S1 |
7,631.5 |
7,618.0 |
|