Trading Metrics calculated at close of trading on 27-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2018 |
27-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
7,614.5 |
7,619.0 |
4.5 |
0.1% |
7,597.5 |
High |
7,626.0 |
7,658.0 |
32.0 |
0.4% |
7,678.5 |
Low |
7,580.5 |
7,607.0 |
26.5 |
0.3% |
7,557.5 |
Close |
7,609.0 |
7,644.5 |
35.5 |
0.5% |
7,644.5 |
Range |
45.5 |
51.0 |
5.5 |
12.1% |
121.0 |
ATR |
82.1 |
79.9 |
-2.2 |
-2.7% |
0.0 |
Volume |
79,750 |
71,787 |
-7,963 |
-10.0% |
394,091 |
|
Daily Pivots for day following 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,789.5 |
7,768.0 |
7,672.5 |
|
R3 |
7,738.5 |
7,717.0 |
7,658.5 |
|
R2 |
7,687.5 |
7,687.5 |
7,654.0 |
|
R1 |
7,666.0 |
7,666.0 |
7,649.0 |
7,677.0 |
PP |
7,636.5 |
7,636.5 |
7,636.5 |
7,642.0 |
S1 |
7,615.0 |
7,615.0 |
7,640.0 |
7,626.0 |
S2 |
7,585.5 |
7,585.5 |
7,635.0 |
|
S3 |
7,534.5 |
7,564.0 |
7,630.5 |
|
S4 |
7,483.5 |
7,513.0 |
7,616.5 |
|
|
Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,990.0 |
7,938.0 |
7,711.0 |
|
R3 |
7,869.0 |
7,817.0 |
7,678.0 |
|
R2 |
7,748.0 |
7,748.0 |
7,666.5 |
|
R1 |
7,696.0 |
7,696.0 |
7,655.5 |
7,722.0 |
PP |
7,627.0 |
7,627.0 |
7,627.0 |
7,640.0 |
S1 |
7,575.0 |
7,575.0 |
7,633.5 |
7,601.0 |
S2 |
7,506.0 |
7,506.0 |
7,622.5 |
|
S3 |
7,385.0 |
7,454.0 |
7,611.0 |
|
S4 |
7,264.0 |
7,333.0 |
7,578.0 |
|
|
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% |
65.5 |
0.9% |
72% |
False |
False |
78,818 |
10 |
7,678.5 |
7,502.0 |
176.5 |
2.3% |
71.5 |
0.9% |
81% |
False |
False |
80,733 |
20 |
7,678.5 |
7,475.0 |
203.5 |
2.7% |
73.0 |
1.0% |
83% |
False |
False |
79,111 |
40 |
7,729.5 |
7,421.5 |
308.0 |
4.0% |
87.0 |
1.1% |
72% |
False |
False |
103,229 |
60 |
7,810.0 |
7,382.0 |
428.0 |
5.6% |
75.0 |
1.0% |
61% |
False |
False |
69,178 |
80 |
7,810.0 |
6,990.5 |
819.5 |
10.7% |
64.5 |
0.8% |
80% |
False |
False |
52,004 |
100 |
7,810.0 |
6,720.5 |
1,089.5 |
14.3% |
57.0 |
0.7% |
85% |
False |
False |
41,605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,875.0 |
2.618 |
7,791.5 |
1.618 |
7,740.5 |
1.000 |
7,709.0 |
0.618 |
7,689.5 |
HIGH |
7,658.0 |
0.618 |
7,638.5 |
0.500 |
7,632.5 |
0.382 |
7,626.5 |
LOW |
7,607.0 |
0.618 |
7,575.5 |
1.000 |
7,556.0 |
1.618 |
7,524.5 |
2.618 |
7,473.5 |
4.250 |
7,390.0 |
|
|
Fisher Pivots for day following 27-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
7,640.5 |
7,635.5 |
PP |
7,636.5 |
7,626.5 |
S1 |
7,632.5 |
7,617.0 |
|