Trading Metrics calculated at close of trading on 30-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2018 |
30-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
7,429.50 |
7,293.00 |
-136.50 |
-1.8% |
7,368.00 |
High |
7,467.00 |
7,309.25 |
-157.75 |
-2.1% |
7,530.00 |
Low |
7,263.50 |
7,166.75 |
-96.75 |
-1.3% |
7,263.50 |
Close |
7,301.25 |
7,200.50 |
-100.75 |
-1.4% |
7,301.25 |
Range |
203.50 |
142.50 |
-61.00 |
-30.0% |
266.50 |
ATR |
109.44 |
111.80 |
2.36 |
2.2% |
0.00 |
Volume |
534,684 |
497,537 |
-37,147 |
-6.9% |
1,972,537 |
|
Daily Pivots for day following 30-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,653.00 |
7,569.25 |
7,279.00 |
|
R3 |
7,510.50 |
7,426.75 |
7,239.75 |
|
R2 |
7,368.00 |
7,368.00 |
7,226.50 |
|
R1 |
7,284.25 |
7,284.25 |
7,213.50 |
7,255.00 |
PP |
7,225.50 |
7,225.50 |
7,225.50 |
7,210.75 |
S1 |
7,141.75 |
7,141.75 |
7,187.50 |
7,112.50 |
S2 |
7,083.00 |
7,083.00 |
7,174.50 |
|
S3 |
6,940.50 |
6,999.25 |
7,161.25 |
|
S4 |
6,798.00 |
6,856.75 |
7,122.00 |
|
|
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 |
7,166.75 |
363.25 |
5.0% |
134.25 |
1.9% |
9% |
False |
True |
436,572 |
10 |
7,530.00 |
7,166.75 |
363.25 |
5.0% |
111.50 |
1.6% |
9% |
False |
True |
370,549 |
20 |
7,530.00 |
6,987.50 |
542.50 |
7.5% |
107.75 |
1.5% |
39% |
False |
False |
342,204 |
40 |
7,530.00 |
6,956.00 |
574.00 |
8.0% |
104.00 |
1.4% |
43% |
False |
False |
325,321 |
60 |
7,530.00 |
6,635.00 |
895.00 |
12.4% |
98.00 |
1.4% |
63% |
False |
False |
217,251 |
80 |
7,530.00 |
6,437.00 |
1,093.00 |
15.2% |
107.75 |
1.5% |
70% |
False |
False |
163,207 |
100 |
7,530.00 |
6,338.00 |
1,192.00 |
16.6% |
117.25 |
1.6% |
72% |
False |
False |
130,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,915.00 |
2.618 |
7,682.25 |
1.618 |
7,539.75 |
1.000 |
7,451.75 |
0.618 |
7,397.25 |
HIGH |
7,309.25 |
0.618 |
7,254.75 |
0.500 |
7,238.00 |
0.382 |
7,221.25 |
LOW |
7,166.75 |
0.618 |
7,078.75 |
1.000 |
7,024.25 |
1.618 |
6,936.25 |
2.618 |
6,793.75 |
4.250 |
6,561.00 |
|
|
Fisher Pivots for day following 30-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
7,238.00 |
7,317.00 |
PP |
7,225.50 |
7,278.00 |
S1 |
7,213.00 |
7,239.25 |
|