Trading Metrics calculated at close of trading on 31-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2018 |
31-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
7,614.5 |
7,628.0 |
13.5 |
0.2% |
7,597.5 |
High |
7,658.0 |
7,723.5 |
65.5 |
0.9% |
7,678.5 |
Low |
7,590.5 |
7,622.5 |
32.0 |
0.4% |
7,557.5 |
Close |
7,643.0 |
7,703.0 |
60.0 |
0.8% |
7,644.5 |
Range |
67.5 |
101.0 |
33.5 |
49.6% |
121.0 |
ATR |
79.0 |
80.6 |
1.6 |
2.0% |
0.0 |
Volume |
60,153 |
129,256 |
69,103 |
114.9% |
394,091 |
|
Daily Pivots for day following 31-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,986.0 |
7,945.5 |
7,758.5 |
|
R3 |
7,885.0 |
7,844.5 |
7,731.0 |
|
R2 |
7,784.0 |
7,784.0 |
7,721.5 |
|
R1 |
7,743.5 |
7,743.5 |
7,712.5 |
7,764.0 |
PP |
7,683.0 |
7,683.0 |
7,683.0 |
7,693.0 |
S1 |
7,642.5 |
7,642.5 |
7,693.5 |
7,663.0 |
S2 |
7,582.0 |
7,582.0 |
7,684.5 |
|
S3 |
7,481.0 |
7,541.5 |
7,675.0 |
|
S4 |
7,380.0 |
7,440.5 |
7,647.5 |
|
|
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 |
7,723.5 |
7,576.5 |
147.0 |
1.9% |
68.5 |
0.9% |
86% |
True |
False |
86,240 |
10 |
7,723.5 |
7,557.5 |
166.0 |
2.2% |
65.5 |
0.8% |
88% |
True |
False |
83,601 |
20 |
7,723.5 |
7,497.5 |
226.0 |
2.9% |
72.0 |
0.9% |
91% |
True |
False |
78,400 |
40 |
7,729.5 |
7,421.5 |
308.0 |
4.0% |
88.5 |
1.2% |
91% |
False |
False |
107,602 |
60 |
7,810.0 |
7,421.5 |
388.5 |
5.0% |
76.5 |
1.0% |
72% |
False |
False |
72,332 |
80 |
7,810.0 |
7,036.0 |
774.0 |
10.0% |
65.0 |
0.8% |
86% |
False |
False |
54,371 |
100 |
7,810.0 |
6,720.5 |
1,089.5 |
14.1% |
59.0 |
0.8% |
90% |
False |
False |
43,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,153.0 |
2.618 |
7,988.0 |
1.618 |
7,887.0 |
1.000 |
7,824.5 |
0.618 |
7,786.0 |
HIGH |
7,723.5 |
0.618 |
7,685.0 |
0.500 |
7,673.0 |
0.382 |
7,661.0 |
LOW |
7,622.5 |
0.618 |
7,560.0 |
1.000 |
7,521.5 |
1.618 |
7,459.0 |
2.618 |
7,358.0 |
4.250 |
7,193.0 |
|
|
Fisher Pivots for day following 31-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
7,693.0 |
7,687.5 |
PP |
7,683.0 |
7,672.5 |
S1 |
7,673.0 |
7,657.0 |
|