Trading Metrics calculated at close of trading on 19-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2018 |
19-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
22,865 |
22,885 |
20 |
0.1% |
21,815 |
High |
22,955 |
22,930 |
-25 |
-0.1% |
22,705 |
Low |
22,785 |
22,690 |
-95 |
-0.4% |
21,760 |
Close |
22,885 |
22,725 |
-160 |
-0.7% |
22,590 |
Range |
170 |
240 |
70 |
41.2% |
945 |
ATR |
316 |
310 |
-5 |
-1.7% |
0 |
Volume |
5,795 |
5,515 |
-280 |
-4.8% |
46,707 |
|
Daily Pivots for day following 19-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,502 |
23,353 |
22,857 |
|
R3 |
23,262 |
23,113 |
22,791 |
|
R2 |
23,022 |
23,022 |
22,769 |
|
R1 |
22,873 |
22,873 |
22,747 |
22,828 |
PP |
22,782 |
22,782 |
22,782 |
22,759 |
S1 |
22,633 |
22,633 |
22,703 |
22,588 |
S2 |
22,542 |
22,542 |
22,681 |
|
S3 |
22,302 |
22,393 |
22,659 |
|
S4 |
22,062 |
22,153 |
22,593 |
|
|
Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,187 |
24,833 |
23,110 |
|
R3 |
24,242 |
23,888 |
22,850 |
|
R2 |
23,297 |
23,297 |
22,763 |
|
R1 |
22,943 |
22,943 |
22,677 |
23,120 |
PP |
22,352 |
22,352 |
22,352 |
22,440 |
S1 |
21,998 |
21,998 |
22,504 |
22,175 |
S2 |
21,407 |
21,407 |
22,417 |
|
S3 |
20,462 |
21,053 |
22,330 |
|
S4 |
19,517 |
20,108 |
22,070 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,955 |
22,335 |
620 |
2.7% |
270 |
1.2% |
63% |
False |
False |
6,965 |
10 |
22,955 |
21,655 |
1,300 |
5.7% |
293 |
1.3% |
82% |
False |
False |
8,090 |
20 |
22,955 |
21,475 |
1,480 |
6.5% |
324 |
1.4% |
84% |
False |
False |
9,698 |
40 |
23,005 |
21,475 |
1,530 |
6.7% |
322 |
1.4% |
82% |
False |
False |
8,233 |
60 |
23,040 |
21,475 |
1,565 |
6.9% |
258 |
1.1% |
80% |
False |
False |
5,493 |
80 |
23,040 |
20,670 |
2,370 |
10.4% |
260 |
1.1% |
87% |
False |
False |
4,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,950 |
2.618 |
23,558 |
1.618 |
23,318 |
1.000 |
23,170 |
0.618 |
23,078 |
HIGH |
22,930 |
0.618 |
22,838 |
0.500 |
22,810 |
0.382 |
22,782 |
LOW |
22,690 |
0.618 |
22,542 |
1.000 |
22,450 |
1.618 |
22,302 |
2.618 |
22,062 |
4.250 |
21,670 |
|
|
Fisher Pivots for day following 19-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
22,810 |
22,733 |
PP |
22,782 |
22,730 |
S1 |
22,753 |
22,728 |
|