Trading Metrics calculated at close of trading on 27-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2018 |
27-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
7,412.25 |
7,429.50 |
17.25 |
0.2% |
7,368.00 |
High |
7,450.00 |
7,467.00 |
17.00 |
0.2% |
7,530.00 |
Low |
7,361.00 |
7,263.50 |
-97.50 |
-1.3% |
7,263.50 |
Close |
7,430.75 |
7,301.25 |
-129.50 |
-1.7% |
7,301.25 |
Range |
89.00 |
203.50 |
114.50 |
128.7% |
266.50 |
ATR |
102.20 |
109.44 |
7.24 |
7.1% |
0.00 |
Volume |
392,494 |
534,684 |
142,190 |
36.2% |
1,972,537 |
|
Daily Pivots for day following 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,954.50 |
7,831.25 |
7,413.25 |
|
R3 |
7,751.00 |
7,627.75 |
7,357.25 |
|
R2 |
7,547.50 |
7,547.50 |
7,338.50 |
|
R1 |
7,424.25 |
7,424.25 |
7,320.00 |
7,384.00 |
PP |
7,344.00 |
7,344.00 |
7,344.00 |
7,323.75 |
S1 |
7,220.75 |
7,220.75 |
7,282.50 |
7,180.50 |
S2 |
7,140.50 |
7,140.50 |
7,264.00 |
|
S3 |
6,937.00 |
7,017.25 |
7,245.25 |
|
S4 |
6,733.50 |
6,813.75 |
7,189.25 |
|
|
Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,164.50 |
7,999.25 |
7,447.75 |
|
R3 |
7,898.00 |
7,732.75 |
7,374.50 |
|
R2 |
7,631.50 |
7,631.50 |
7,350.00 |
|
R1 |
7,466.25 |
7,466.25 |
7,325.75 |
7,415.50 |
PP |
7,365.00 |
7,365.00 |
7,365.00 |
7,339.50 |
S1 |
7,199.75 |
7,199.75 |
7,276.75 |
7,149.00 |
S2 |
7,098.50 |
7,098.50 |
7,252.50 |
|
S3 |
6,832.00 |
6,933.25 |
7,228.00 |
|
S4 |
6,565.50 |
6,666.75 |
7,154.75 |
|
|
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 |
7,263.50 |
266.50 |
3.7% |
130.00 |
1.8% |
14% |
False |
True |
394,507 |
10 |
7,530.00 |
7,263.50 |
266.50 |
3.7% |
107.25 |
1.5% |
14% |
False |
True |
345,395 |
20 |
7,530.00 |
6,987.50 |
542.50 |
7.4% |
104.50 |
1.4% |
58% |
False |
False |
337,131 |
40 |
7,530.00 |
6,956.00 |
574.00 |
7.9% |
103.25 |
1.4% |
60% |
False |
False |
312,993 |
60 |
7,530.00 |
6,563.25 |
966.75 |
13.2% |
97.75 |
1.3% |
76% |
False |
False |
208,973 |
80 |
7,530.00 |
6,437.00 |
1,093.00 |
15.0% |
107.00 |
1.5% |
79% |
False |
False |
156,999 |
100 |
7,530.00 |
6,338.00 |
1,192.00 |
16.3% |
117.25 |
1.6% |
81% |
False |
False |
125,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,332.00 |
2.618 |
7,999.75 |
1.618 |
7,796.25 |
1.000 |
7,670.50 |
0.618 |
7,592.75 |
HIGH |
7,467.00 |
0.618 |
7,389.25 |
0.500 |
7,365.25 |
0.382 |
7,341.25 |
LOW |
7,263.50 |
0.618 |
7,137.75 |
1.000 |
7,060.00 |
1.618 |
6,934.25 |
2.618 |
6,730.75 |
4.250 |
6,398.50 |
|
|
Fisher Pivots for day following 27-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
7,365.25 |
7,396.75 |
PP |
7,344.00 |
7,365.00 |
S1 |
7,322.50 |
7,333.00 |
|