Trading Metrics calculated at close of trading on 30-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2018 |
30-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
7,619.0 |
7,614.5 |
-4.5 |
-0.1% |
7,597.5 |
High |
7,658.0 |
7,658.0 |
0.0 |
0.0% |
7,678.5 |
Low |
7,607.0 |
7,590.5 |
-16.5 |
-0.2% |
7,557.5 |
Close |
7,644.5 |
7,643.0 |
-1.5 |
0.0% |
7,644.5 |
Range |
51.0 |
67.5 |
16.5 |
32.4% |
121.0 |
ATR |
79.9 |
79.0 |
-0.9 |
-1.1% |
0.0 |
Volume |
71,787 |
60,153 |
-11,634 |
-16.2% |
394,091 |
|
Daily Pivots for day following 30-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,833.0 |
7,805.5 |
7,680.0 |
|
R3 |
7,765.5 |
7,738.0 |
7,661.5 |
|
R2 |
7,698.0 |
7,698.0 |
7,655.5 |
|
R1 |
7,670.5 |
7,670.5 |
7,649.0 |
7,684.0 |
PP |
7,630.5 |
7,630.5 |
7,630.5 |
7,637.5 |
S1 |
7,603.0 |
7,603.0 |
7,637.0 |
7,617.0 |
S2 |
7,563.0 |
7,563.0 |
7,630.5 |
|
S3 |
7,495.5 |
7,535.5 |
7,624.5 |
|
S4 |
7,428.0 |
7,468.0 |
7,606.0 |
|
|
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 |
7,576.5 |
102.0 |
1.3% |
67.0 |
0.9% |
65% |
False |
False |
79,130 |
10 |
7,678.5 |
7,518.5 |
160.0 |
2.1% |
65.5 |
0.9% |
78% |
False |
False |
78,707 |
20 |
7,678.5 |
7,482.5 |
196.0 |
2.6% |
71.5 |
0.9% |
82% |
False |
False |
76,425 |
40 |
7,729.5 |
7,421.5 |
308.0 |
4.0% |
87.5 |
1.1% |
72% |
False |
False |
104,501 |
60 |
7,810.0 |
7,416.0 |
394.0 |
5.2% |
75.5 |
1.0% |
58% |
False |
False |
70,178 |
80 |
7,810.0 |
6,996.0 |
814.0 |
10.7% |
64.5 |
0.8% |
79% |
False |
False |
52,756 |
100 |
7,810.0 |
6,720.5 |
1,089.5 |
14.3% |
57.5 |
0.8% |
85% |
False |
False |
42,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,945.0 |
2.618 |
7,834.5 |
1.618 |
7,767.0 |
1.000 |
7,725.5 |
0.618 |
7,699.5 |
HIGH |
7,658.0 |
0.618 |
7,632.0 |
0.500 |
7,624.0 |
0.382 |
7,616.5 |
LOW |
7,590.5 |
0.618 |
7,549.0 |
1.000 |
7,523.0 |
1.618 |
7,481.5 |
2.618 |
7,414.0 |
4.250 |
7,303.5 |
|
|
Fisher Pivots for day following 30-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
7,637.0 |
7,635.0 |
PP |
7,630.5 |
7,627.0 |
S1 |
7,624.0 |
7,619.0 |
|