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 |
12,497.0 |
12,450.0 |
-47.0 |
-0.4% |
12,196.0 |
High |
12,509.0 |
12,503.0 |
-6.0 |
0.0% |
12,544.5 |
Low |
12,376.5 |
12,393.0 |
16.5 |
0.1% |
12,115.0 |
Close |
12,416.0 |
12,478.5 |
62.5 |
0.5% |
12,481.0 |
Range |
132.5 |
110.0 |
-22.5 |
-17.0% |
429.5 |
ATR |
188.8 |
183.2 |
-5.6 |
-3.0% |
0.0 |
Volume |
80,539 |
70,401 |
-10,138 |
-12.6% |
264,197 |
|
Daily Pivots for day following 12-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,788.2 |
12,743.3 |
12,539.0 |
|
R3 |
12,678.2 |
12,633.3 |
12,508.8 |
|
R2 |
12,568.2 |
12,568.2 |
12,498.7 |
|
R1 |
12,523.3 |
12,523.3 |
12,488.6 |
12,545.8 |
PP |
12,458.2 |
12,458.2 |
12,458.2 |
12,469.4 |
S1 |
12,413.3 |
12,413.3 |
12,468.4 |
12,435.8 |
S2 |
12,348.2 |
12,348.2 |
12,458.3 |
|
S3 |
12,238.2 |
12,303.3 |
12,448.3 |
|
S4 |
12,128.2 |
12,193.3 |
12,418.0 |
|
|
Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,668.7 |
13,504.3 |
12,717.2 |
|
R3 |
13,239.2 |
13,074.8 |
12,599.1 |
|
R2 |
12,809.7 |
12,809.7 |
12,559.7 |
|
R1 |
12,645.3 |
12,645.3 |
12,520.4 |
12,727.5 |
PP |
12,380.2 |
12,380.2 |
12,380.2 |
12,421.3 |
S1 |
12,215.8 |
12,215.8 |
12,441.6 |
12,298.0 |
S2 |
11,950.7 |
11,950.7 |
12,402.3 |
|
S3 |
11,521.2 |
11,786.3 |
12,362.9 |
|
S4 |
11,091.7 |
11,356.8 |
12,244.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,630.0 |
12,376.5 |
253.5 |
2.0% |
114.7 |
0.9% |
40% |
False |
False |
76,871 |
10 |
12,630.0 |
12,086.5 |
543.5 |
4.4% |
152.3 |
1.2% |
72% |
False |
False |
76,699 |
20 |
13,170.0 |
12,086.5 |
1,083.5 |
8.7% |
187.1 |
1.5% |
36% |
False |
False |
91,106 |
40 |
13,186.0 |
12,086.5 |
1,099.5 |
8.8% |
172.1 |
1.4% |
36% |
False |
False |
53,120 |
60 |
13,186.0 |
12,086.5 |
1,099.5 |
8.8% |
153.7 |
1.2% |
36% |
False |
False |
35,448 |
80 |
13,186.0 |
11,719.5 |
1,466.5 |
11.8% |
156.3 |
1.3% |
52% |
False |
False |
26,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,970.5 |
2.618 |
12,791.0 |
1.618 |
12,681.0 |
1.000 |
12,613.0 |
0.618 |
12,571.0 |
HIGH |
12,503.0 |
0.618 |
12,461.0 |
0.500 |
12,448.0 |
0.382 |
12,435.0 |
LOW |
12,393.0 |
0.618 |
12,325.0 |
1.000 |
12,283.0 |
1.618 |
12,215.0 |
2.618 |
12,105.0 |
4.250 |
11,925.5 |
|
|
Fisher Pivots for day following 12-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
12,468.3 |
12,503.3 |
PP |
12,458.2 |
12,495.0 |
S1 |
12,448.0 |
12,486.8 |
|