Trading Metrics calculated at close of trading on 26-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2018 |
26-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
7,644.5 |
7,614.5 |
-30.0 |
-0.4% |
7,618.5 |
High |
7,654.0 |
7,626.0 |
-28.0 |
-0.4% |
7,643.5 |
Low |
7,576.5 |
7,580.5 |
4.0 |
0.1% |
7,502.0 |
Close |
7,593.0 |
7,609.0 |
16.0 |
0.2% |
7,617.5 |
Range |
77.5 |
45.5 |
-32.0 |
-41.3% |
141.5 |
ATR |
84.9 |
82.1 |
-2.8 |
-3.3% |
0.0 |
Volume |
90,254 |
79,750 |
-10,504 |
-11.6% |
413,242 |
|
Daily Pivots for day following 26-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,741.5 |
7,721.0 |
7,634.0 |
|
R3 |
7,696.0 |
7,675.5 |
7,621.5 |
|
R2 |
7,650.5 |
7,650.5 |
7,617.5 |
|
R1 |
7,630.0 |
7,630.0 |
7,613.0 |
7,617.5 |
PP |
7,605.0 |
7,605.0 |
7,605.0 |
7,599.0 |
S1 |
7,584.5 |
7,584.5 |
7,605.0 |
7,572.0 |
S2 |
7,559.5 |
7,559.5 |
7,600.5 |
|
S3 |
7,514.0 |
7,539.0 |
7,596.5 |
|
S4 |
7,468.5 |
7,493.5 |
7,584.0 |
|
|
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 |
7,678.5 |
7,557.5 |
121.0 |
1.6% |
70.0 |
0.9% |
43% |
False |
False |
82,426 |
10 |
7,678.5 |
7,502.0 |
176.5 |
2.3% |
72.5 |
1.0% |
61% |
False |
False |
80,039 |
20 |
7,678.5 |
7,475.0 |
203.5 |
2.7% |
75.0 |
1.0% |
66% |
False |
False |
81,712 |
40 |
7,729.5 |
7,421.5 |
308.0 |
4.0% |
87.0 |
1.1% |
61% |
False |
False |
101,589 |
60 |
7,810.0 |
7,382.0 |
428.0 |
5.6% |
74.5 |
1.0% |
53% |
False |
False |
67,982 |
80 |
7,810.0 |
6,847.5 |
962.5 |
12.6% |
64.5 |
0.8% |
79% |
False |
False |
51,107 |
100 |
7,810.0 |
6,720.5 |
1,089.5 |
14.3% |
56.5 |
0.7% |
82% |
False |
False |
40,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,819.5 |
2.618 |
7,745.0 |
1.618 |
7,699.5 |
1.000 |
7,671.5 |
0.618 |
7,654.0 |
HIGH |
7,626.0 |
0.618 |
7,608.5 |
0.500 |
7,603.0 |
0.382 |
7,598.0 |
LOW |
7,580.5 |
0.618 |
7,552.5 |
1.000 |
7,535.0 |
1.618 |
7,507.0 |
2.618 |
7,461.5 |
4.250 |
7,387.0 |
|
|
Fisher Pivots for day following 26-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
7,607.0 |
7,627.5 |
PP |
7,605.0 |
7,621.5 |
S1 |
7,603.0 |
7,615.0 |
|