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 |
12,709.0 |
12,748.0 |
39.0 |
0.3% |
12,550.0 |
High |
12,769.5 |
12,752.0 |
-17.5 |
-0.1% |
12,630.0 |
Low |
12,689.5 |
12,648.0 |
-41.5 |
-0.3% |
12,376.5 |
Close |
12,749.5 |
12,677.0 |
-72.5 |
-0.6% |
12,533.0 |
Range |
80.0 |
104.0 |
24.0 |
30.0% |
253.5 |
ATR |
169.6 |
164.9 |
-4.7 |
-2.8% |
0.0 |
Volume |
71,881 |
108,674 |
36,793 |
51.2% |
390,364 |
|
Daily Pivots for day following 19-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,004.3 |
12,944.7 |
12,734.2 |
|
R3 |
12,900.3 |
12,840.7 |
12,705.6 |
|
R2 |
12,796.3 |
12,796.3 |
12,696.1 |
|
R1 |
12,736.7 |
12,736.7 |
12,686.5 |
12,714.5 |
PP |
12,692.3 |
12,692.3 |
12,692.3 |
12,681.3 |
S1 |
12,632.7 |
12,632.7 |
12,667.5 |
12,610.5 |
S2 |
12,588.3 |
12,588.3 |
12,657.9 |
|
S3 |
12,484.3 |
12,528.7 |
12,648.4 |
|
S4 |
12,380.3 |
12,424.7 |
12,619.8 |
|
|
Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,273.7 |
13,156.8 |
12,672.4 |
|
R3 |
13,020.2 |
12,903.3 |
12,602.7 |
|
R2 |
12,766.7 |
12,766.7 |
12,579.5 |
|
R1 |
12,649.8 |
12,649.8 |
12,556.2 |
12,581.5 |
PP |
12,513.2 |
12,513.2 |
12,513.2 |
12,479.0 |
S1 |
12,396.3 |
12,396.3 |
12,509.8 |
12,328.0 |
S2 |
12,259.7 |
12,259.7 |
12,486.5 |
|
S3 |
12,006.2 |
12,142.8 |
12,463.3 |
|
S4 |
11,752.7 |
11,889.3 |
12,393.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,769.5 |
12,484.0 |
285.5 |
2.3% |
117.9 |
0.9% |
68% |
False |
False |
83,519 |
10 |
12,769.5 |
12,376.5 |
393.0 |
3.1% |
116.3 |
0.9% |
76% |
False |
False |
80,195 |
20 |
12,769.5 |
12,086.5 |
683.0 |
5.4% |
164.6 |
1.3% |
86% |
False |
False |
87,073 |
40 |
13,170.0 |
12,086.5 |
1,083.5 |
8.5% |
175.0 |
1.4% |
54% |
False |
False |
63,520 |
60 |
13,186.0 |
12,086.5 |
1,099.5 |
8.7% |
154.5 |
1.2% |
54% |
False |
False |
42,400 |
80 |
13,186.0 |
11,719.5 |
1,466.5 |
11.6% |
155.9 |
1.2% |
65% |
False |
False |
31,822 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,194.0 |
2.618 |
13,024.3 |
1.618 |
12,920.3 |
1.000 |
12,856.0 |
0.618 |
12,816.3 |
HIGH |
12,752.0 |
0.618 |
12,712.3 |
0.500 |
12,700.0 |
0.382 |
12,687.7 |
LOW |
12,648.0 |
0.618 |
12,583.7 |
1.000 |
12,544.0 |
1.618 |
12,479.7 |
2.618 |
12,375.7 |
4.250 |
12,206.0 |
|
|
Fisher Pivots for day following 19-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
12,700.0 |
12,664.3 |
PP |
12,692.3 |
12,651.7 |
S1 |
12,684.7 |
12,639.0 |
|