Trading Metrics calculated at close of trading on 10-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2018 |
10-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
7,232.50 |
7,300.75 |
68.25 |
0.9% |
7,068.25 |
High |
7,303.50 |
7,335.50 |
32.00 |
0.4% |
7,237.75 |
Low |
7,232.25 |
7,259.50 |
27.25 |
0.4% |
6,987.50 |
Close |
7,300.25 |
7,301.50 |
1.25 |
0.0% |
7,233.50 |
Range |
71.25 |
76.00 |
4.75 |
6.7% |
250.25 |
ATR |
109.39 |
107.00 |
-2.38 |
-2.2% |
0.00 |
Volume |
269,931 |
286,748 |
16,817 |
6.2% |
1,378,389 |
|
Daily Pivots for day following 10-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,526.75 |
7,490.25 |
7,343.25 |
|
R3 |
7,450.75 |
7,414.25 |
7,322.50 |
|
R2 |
7,374.75 |
7,374.75 |
7,315.50 |
|
R1 |
7,338.25 |
7,338.25 |
7,308.50 |
7,356.50 |
PP |
7,298.75 |
7,298.75 |
7,298.75 |
7,308.00 |
S1 |
7,262.25 |
7,262.25 |
7,294.50 |
7,280.50 |
S2 |
7,222.75 |
7,222.75 |
7,287.50 |
|
S3 |
7,146.75 |
7,186.25 |
7,280.50 |
|
S4 |
7,070.75 |
7,110.25 |
7,259.75 |
|
|
Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,903.75 |
7,818.75 |
7,371.25 |
|
R3 |
7,653.50 |
7,568.50 |
7,302.25 |
|
R2 |
7,403.25 |
7,403.25 |
7,279.50 |
|
R1 |
7,318.25 |
7,318.25 |
7,256.50 |
7,360.75 |
PP |
7,153.00 |
7,153.00 |
7,153.00 |
7,174.00 |
S1 |
7,068.00 |
7,068.00 |
7,210.50 |
7,110.50 |
S2 |
6,902.75 |
6,902.75 |
7,187.50 |
|
S3 |
6,652.50 |
6,817.75 |
7,164.75 |
|
S4 |
6,402.25 |
6,567.50 |
7,095.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,335.50 |
7,015.00 |
320.50 |
4.4% |
108.00 |
1.5% |
89% |
True |
False |
311,099 |
10 |
7,335.50 |
6,956.00 |
379.50 |
5.2% |
112.50 |
1.5% |
91% |
True |
False |
375,962 |
20 |
7,358.50 |
6,956.00 |
402.50 |
5.5% |
109.75 |
1.5% |
86% |
False |
False |
374,935 |
40 |
7,358.50 |
6,855.50 |
503.00 |
6.9% |
96.50 |
1.3% |
89% |
False |
False |
203,073 |
60 |
7,358.50 |
6,457.00 |
901.50 |
12.3% |
104.75 |
1.4% |
94% |
False |
False |
135,643 |
80 |
7,358.50 |
6,338.00 |
1,020.50 |
14.0% |
121.75 |
1.7% |
94% |
False |
False |
102,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,658.50 |
2.618 |
7,534.50 |
1.618 |
7,458.50 |
1.000 |
7,411.50 |
0.618 |
7,382.50 |
HIGH |
7,335.50 |
0.618 |
7,306.50 |
0.500 |
7,297.50 |
0.382 |
7,288.50 |
LOW |
7,259.50 |
0.618 |
7,212.50 |
1.000 |
7,183.50 |
1.618 |
7,136.50 |
2.618 |
7,060.50 |
4.250 |
6,936.50 |
|
|
Fisher Pivots for day following 10-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
7,300.25 |
7,273.75 |
PP |
7,298.75 |
7,246.00 |
S1 |
7,297.50 |
7,218.50 |
|