Trading Metrics calculated at close of trading on 11-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2018 |
11-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
7,300.75 |
7,263.50 |
-37.25 |
-0.5% |
7,068.25 |
High |
7,335.50 |
7,290.00 |
-45.50 |
-0.6% |
7,237.75 |
Low |
7,259.50 |
7,204.50 |
-55.00 |
-0.8% |
6,987.50 |
Close |
7,301.50 |
7,253.75 |
-47.75 |
-0.7% |
7,233.50 |
Range |
76.00 |
85.50 |
9.50 |
12.5% |
250.25 |
ATR |
107.00 |
106.29 |
-0.71 |
-0.7% |
0.00 |
Volume |
286,748 |
373,366 |
86,618 |
30.2% |
1,378,389 |
|
Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,506.00 |
7,465.25 |
7,300.75 |
|
R3 |
7,420.50 |
7,379.75 |
7,277.25 |
|
R2 |
7,335.00 |
7,335.00 |
7,269.50 |
|
R1 |
7,294.25 |
7,294.25 |
7,261.50 |
7,272.00 |
PP |
7,249.50 |
7,249.50 |
7,249.50 |
7,238.25 |
S1 |
7,208.75 |
7,208.75 |
7,246.00 |
7,186.50 |
S2 |
7,164.00 |
7,164.00 |
7,238.00 |
|
S3 |
7,078.50 |
7,123.25 |
7,230.25 |
|
S4 |
6,993.00 |
7,037.75 |
7,206.75 |
|
|
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% |
96.50 |
1.3% |
74% |
False |
False |
325,726 |
10 |
7,335.50 |
6,956.00 |
379.50 |
5.2% |
112.00 |
1.5% |
78% |
False |
False |
373,398 |
20 |
7,358.50 |
6,956.00 |
402.50 |
5.5% |
110.75 |
1.5% |
74% |
False |
False |
379,780 |
40 |
7,358.50 |
6,855.50 |
503.00 |
6.9% |
97.25 |
1.3% |
79% |
False |
False |
212,398 |
60 |
7,358.50 |
6,457.00 |
901.50 |
12.4% |
104.75 |
1.4% |
88% |
False |
False |
141,859 |
80 |
7,358.50 |
6,338.00 |
1,020.50 |
14.1% |
122.25 |
1.7% |
90% |
False |
False |
106,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,653.50 |
2.618 |
7,513.75 |
1.618 |
7,428.25 |
1.000 |
7,375.50 |
0.618 |
7,342.75 |
HIGH |
7,290.00 |
0.618 |
7,257.25 |
0.500 |
7,247.25 |
0.382 |
7,237.25 |
LOW |
7,204.50 |
0.618 |
7,151.75 |
1.000 |
7,119.00 |
1.618 |
7,066.25 |
2.618 |
6,980.75 |
4.250 |
6,841.00 |
|
|
Fisher Pivots for day following 11-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
7,251.50 |
7,270.00 |
PP |
7,249.50 |
7,264.50 |
S1 |
7,247.25 |
7,259.25 |
|