Trading Metrics calculated at close of trading on 26-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2018 |
26-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
7,410.50 |
7,412.25 |
1.75 |
0.0% |
7,399.50 |
High |
7,530.00 |
7,450.00 |
-80.00 |
-1.1% |
7,437.75 |
Low |
7,397.00 |
7,361.00 |
-36.00 |
-0.5% |
7,292.50 |
Close |
7,469.50 |
7,430.75 |
-38.75 |
-0.5% |
7,360.00 |
Range |
133.00 |
89.00 |
-44.00 |
-33.1% |
145.25 |
ATR |
101.72 |
102.20 |
0.48 |
0.5% |
0.00 |
Volume |
351,372 |
392,494 |
41,122 |
11.7% |
1,481,422 |
|
Daily Pivots for day following 26-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,681.00 |
7,644.75 |
7,479.75 |
|
R3 |
7,592.00 |
7,555.75 |
7,455.25 |
|
R2 |
7,503.00 |
7,503.00 |
7,447.00 |
|
R1 |
7,466.75 |
7,466.75 |
7,439.00 |
7,485.00 |
PP |
7,414.00 |
7,414.00 |
7,414.00 |
7,423.00 |
S1 |
7,377.75 |
7,377.75 |
7,422.50 |
7,396.00 |
S2 |
7,325.00 |
7,325.00 |
7,414.50 |
|
S3 |
7,236.00 |
7,288.75 |
7,406.25 |
|
S4 |
7,147.00 |
7,199.75 |
7,381.75 |
|
|
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 |
7,530.00 |
7,311.50 |
218.50 |
2.9% |
101.75 |
1.4% |
55% |
False |
False |
348,138 |
10 |
7,530.00 |
7,292.50 |
237.50 |
3.2% |
91.50 |
1.2% |
58% |
False |
False |
319,909 |
20 |
7,530.00 |
6,956.00 |
574.00 |
7.7% |
100.50 |
1.4% |
83% |
False |
False |
334,558 |
40 |
7,530.00 |
6,956.00 |
574.00 |
7.7% |
99.75 |
1.3% |
83% |
False |
False |
299,673 |
60 |
7,530.00 |
6,563.25 |
966.75 |
13.0% |
96.00 |
1.3% |
90% |
False |
False |
200,071 |
80 |
7,530.00 |
6,338.00 |
1,192.00 |
16.0% |
108.00 |
1.5% |
92% |
False |
False |
150,334 |
100 |
7,530.00 |
6,338.00 |
1,192.00 |
16.0% |
116.00 |
1.6% |
92% |
False |
False |
120,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,828.25 |
2.618 |
7,683.00 |
1.618 |
7,594.00 |
1.000 |
7,539.00 |
0.618 |
7,505.00 |
HIGH |
7,450.00 |
0.618 |
7,416.00 |
0.500 |
7,405.50 |
0.382 |
7,395.00 |
LOW |
7,361.00 |
0.618 |
7,306.00 |
1.000 |
7,272.00 |
1.618 |
7,217.00 |
2.618 |
7,128.00 |
4.250 |
6,982.75 |
|
|
Fisher Pivots for day following 26-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
7,422.25 |
7,445.50 |
PP |
7,414.00 |
7,440.50 |
S1 |
7,405.50 |
7,435.75 |
|