Trading Metrics calculated at close of trading on 12-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2018 |
12-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
7,263.50 |
7,259.75 |
-3.75 |
-0.1% |
7,068.25 |
High |
7,290.00 |
7,387.00 |
97.00 |
1.3% |
7,237.75 |
Low |
7,204.50 |
7,249.50 |
45.00 |
0.6% |
6,987.50 |
Close |
7,253.75 |
7,382.75 |
129.00 |
1.8% |
7,233.50 |
Range |
85.50 |
137.50 |
52.00 |
60.8% |
250.25 |
ATR |
106.29 |
108.52 |
2.23 |
2.1% |
0.00 |
Volume |
373,366 |
304,341 |
-69,025 |
-18.5% |
1,378,389 |
|
Daily Pivots for day following 12-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,752.25 |
7,705.00 |
7,458.50 |
|
R3 |
7,614.75 |
7,567.50 |
7,420.50 |
|
R2 |
7,477.25 |
7,477.25 |
7,408.00 |
|
R1 |
7,430.00 |
7,430.00 |
7,395.25 |
7,453.50 |
PP |
7,339.75 |
7,339.75 |
7,339.75 |
7,351.50 |
S1 |
7,292.50 |
7,292.50 |
7,370.25 |
7,316.00 |
S2 |
7,202.25 |
7,202.25 |
7,357.50 |
|
S3 |
7,064.75 |
7,155.00 |
7,345.00 |
|
S4 |
6,927.25 |
7,017.50 |
7,307.00 |
|
|
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 |
7,387.00 |
7,101.25 |
285.75 |
3.9% |
101.25 |
1.4% |
99% |
True |
False |
310,938 |
10 |
7,387.00 |
6,956.00 |
431.00 |
5.8% |
109.50 |
1.5% |
99% |
True |
False |
349,207 |
20 |
7,387.00 |
6,956.00 |
431.00 |
5.8% |
114.25 |
1.5% |
99% |
True |
False |
377,295 |
40 |
7,387.00 |
6,855.50 |
531.50 |
7.2% |
97.75 |
1.3% |
99% |
True |
False |
219,985 |
60 |
7,387.00 |
6,457.00 |
930.00 |
12.6% |
104.75 |
1.4% |
100% |
True |
False |
146,920 |
80 |
7,387.00 |
6,338.00 |
1,049.00 |
14.2% |
121.25 |
1.6% |
100% |
True |
False |
110,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,971.50 |
2.618 |
7,747.00 |
1.618 |
7,609.50 |
1.000 |
7,524.50 |
0.618 |
7,472.00 |
HIGH |
7,387.00 |
0.618 |
7,334.50 |
0.500 |
7,318.25 |
0.382 |
7,302.00 |
LOW |
7,249.50 |
0.618 |
7,164.50 |
1.000 |
7,112.00 |
1.618 |
7,027.00 |
2.618 |
6,889.50 |
4.250 |
6,665.00 |
|
|
Fisher Pivots for day following 12-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
7,361.25 |
7,353.75 |
PP |
7,339.75 |
7,324.75 |
S1 |
7,318.25 |
7,295.75 |
|