Trading Metrics calculated at close of trading on 23-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2018 |
23-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
7,380.25 |
7,368.00 |
-12.25 |
-0.2% |
7,399.50 |
High |
7,413.75 |
7,432.75 |
19.00 |
0.3% |
7,437.75 |
Low |
7,350.75 |
7,311.50 |
-39.25 |
-0.5% |
7,292.50 |
Close |
7,360.00 |
7,430.50 |
70.50 |
1.0% |
7,360.00 |
Range |
63.00 |
121.25 |
58.25 |
92.5% |
145.25 |
ATR |
97.32 |
99.03 |
1.71 |
1.8% |
0.00 |
Volume |
302,839 |
287,213 |
-15,626 |
-5.2% |
1,481,422 |
|
Daily Pivots for day following 23-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,755.25 |
7,714.25 |
7,497.25 |
|
R3 |
7,634.00 |
7,593.00 |
7,463.75 |
|
R2 |
7,512.75 |
7,512.75 |
7,452.75 |
|
R1 |
7,471.75 |
7,471.75 |
7,441.50 |
7,492.25 |
PP |
7,391.50 |
7,391.50 |
7,391.50 |
7,402.00 |
S1 |
7,350.50 |
7,350.50 |
7,419.50 |
7,371.00 |
S2 |
7,270.25 |
7,270.25 |
7,408.25 |
|
S3 |
7,149.00 |
7,229.25 |
7,397.25 |
|
S4 |
7,027.75 |
7,108.00 |
7,363.75 |
|
|
Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,799.25 |
7,724.75 |
7,440.00 |
|
R3 |
7,654.00 |
7,579.50 |
7,400.00 |
|
R2 |
7,508.75 |
7,508.75 |
7,386.75 |
|
R1 |
7,434.25 |
7,434.25 |
7,373.25 |
7,399.00 |
PP |
7,363.50 |
7,363.50 |
7,363.50 |
7,345.75 |
S1 |
7,289.00 |
7,289.00 |
7,346.75 |
7,253.50 |
S2 |
7,218.25 |
7,218.25 |
7,333.25 |
|
S3 |
7,073.00 |
7,143.75 |
7,320.00 |
|
S4 |
6,927.75 |
6,998.50 |
7,280.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,437.75 |
7,292.50 |
145.25 |
2.0% |
89.00 |
1.2% |
95% |
False |
False |
304,526 |
10 |
7,437.75 |
7,204.50 |
233.25 |
3.1% |
89.00 |
1.2% |
97% |
False |
False |
301,290 |
20 |
7,437.75 |
6,956.00 |
481.75 |
6.5% |
108.25 |
1.5% |
98% |
False |
False |
354,237 |
40 |
7,437.75 |
6,916.50 |
521.25 |
7.0% |
97.75 |
1.3% |
99% |
False |
False |
271,001 |
60 |
7,437.75 |
6,563.25 |
874.50 |
11.8% |
97.75 |
1.3% |
99% |
False |
False |
180,931 |
80 |
7,437.75 |
6,338.00 |
1,099.75 |
14.8% |
111.50 |
1.5% |
99% |
False |
False |
136,055 |
100 |
7,437.75 |
6,338.00 |
1,099.75 |
14.8% |
117.75 |
1.6% |
99% |
False |
False |
108,987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,948.00 |
2.618 |
7,750.25 |
1.618 |
7,629.00 |
1.000 |
7,554.00 |
0.618 |
7,507.75 |
HIGH |
7,432.75 |
0.618 |
7,386.50 |
0.500 |
7,372.00 |
0.382 |
7,357.75 |
LOW |
7,311.50 |
0.618 |
7,236.50 |
1.000 |
7,190.25 |
1.618 |
7,115.25 |
2.618 |
6,994.00 |
4.250 |
6,796.25 |
|
|
Fisher Pivots for day following 23-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
7,411.00 |
7,411.00 |
PP |
7,391.50 |
7,391.50 |
S1 |
7,372.00 |
7,372.00 |
|