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 |
22,150 |
22,015 |
-135 |
-0.6% |
22,265 |
High |
22,165 |
22,360 |
195 |
0.9% |
22,330 |
Low |
21,760 |
21,995 |
235 |
1.1% |
21,475 |
Close |
22,030 |
22,355 |
325 |
1.5% |
21,830 |
Range |
405 |
365 |
-40 |
-9.9% |
855 |
ATR |
328 |
330 |
3 |
0.8% |
0 |
Volume |
11,671 |
8,217 |
-3,454 |
-29.6% |
48,775 |
|
Daily Pivots for day following 12-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,332 |
23,208 |
22,556 |
|
R3 |
22,967 |
22,843 |
22,456 |
|
R2 |
22,602 |
22,602 |
22,422 |
|
R1 |
22,478 |
22,478 |
22,389 |
22,540 |
PP |
22,237 |
22,237 |
22,237 |
22,268 |
S1 |
22,113 |
22,113 |
22,322 |
22,175 |
S2 |
21,872 |
21,872 |
22,288 |
|
S3 |
21,507 |
21,748 |
22,255 |
|
S4 |
21,142 |
21,383 |
22,154 |
|
|
Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,443 |
23,992 |
22,300 |
|
R3 |
23,588 |
23,137 |
22,065 |
|
R2 |
22,733 |
22,733 |
21,987 |
|
R1 |
22,282 |
22,282 |
21,909 |
22,080 |
PP |
21,878 |
21,878 |
21,878 |
21,778 |
S1 |
21,427 |
21,427 |
21,752 |
21,225 |
S2 |
21,023 |
21,023 |
21,673 |
|
S3 |
20,168 |
20,572 |
21,595 |
|
S4 |
19,313 |
19,717 |
21,360 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,360 |
21,655 |
705 |
3.2% |
316 |
1.4% |
99% |
True |
False |
9,216 |
10 |
22,370 |
21,475 |
895 |
4.0% |
337 |
1.5% |
98% |
False |
False |
10,563 |
20 |
22,905 |
21,475 |
1,430 |
6.4% |
344 |
1.5% |
62% |
False |
False |
10,407 |
40 |
23,040 |
21,475 |
1,565 |
7.0% |
300 |
1.3% |
56% |
False |
False |
7,365 |
60 |
23,040 |
21,475 |
1,565 |
7.0% |
250 |
1.1% |
56% |
False |
False |
4,912 |
80 |
23,040 |
20,180 |
2,860 |
12.8% |
263 |
1.2% |
76% |
False |
False |
3,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,911 |
2.618 |
23,316 |
1.618 |
22,951 |
1.000 |
22,725 |
0.618 |
22,586 |
HIGH |
22,360 |
0.618 |
22,221 |
0.500 |
22,178 |
0.382 |
22,135 |
LOW |
21,995 |
0.618 |
21,770 |
1.000 |
21,630 |
1.618 |
21,405 |
2.618 |
21,040 |
4.250 |
20,444 |
|
|
Fisher Pivots for day following 12-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
22,296 |
22,257 |
PP |
22,237 |
22,158 |
S1 |
22,178 |
22,060 |
|