Trading Metrics calculated at close of trading on 25-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2018 |
25-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
12,606.0 |
12,660.0 |
54.0 |
0.4% |
12,525.5 |
High |
12,746.5 |
12,737.0 |
-9.5 |
-0.1% |
12,769.5 |
Low |
12,571.5 |
12,524.5 |
-47.0 |
-0.4% |
12,454.5 |
Close |
12,694.0 |
12,550.0 |
-144.0 |
-1.1% |
12,561.5 |
Range |
175.0 |
212.5 |
37.5 |
21.4% |
315.0 |
ATR |
169.1 |
172.2 |
3.1 |
1.8% |
0.0 |
Volume |
89,247 |
103,436 |
14,189 |
15.9% |
412,911 |
|
Daily Pivots for day following 25-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,241.3 |
13,108.2 |
12,666.9 |
|
R3 |
13,028.8 |
12,895.7 |
12,608.4 |
|
R2 |
12,816.3 |
12,816.3 |
12,589.0 |
|
R1 |
12,683.2 |
12,683.2 |
12,569.5 |
12,643.5 |
PP |
12,603.8 |
12,603.8 |
12,603.8 |
12,584.0 |
S1 |
12,470.7 |
12,470.7 |
12,530.5 |
12,431.0 |
S2 |
12,391.3 |
12,391.3 |
12,511.0 |
|
S3 |
12,178.8 |
12,258.2 |
12,491.6 |
|
S4 |
11,966.3 |
12,045.7 |
12,433.1 |
|
|
Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,540.2 |
13,365.8 |
12,734.8 |
|
R3 |
13,225.2 |
13,050.8 |
12,648.1 |
|
R2 |
12,910.2 |
12,910.2 |
12,619.3 |
|
R1 |
12,735.8 |
12,735.8 |
12,590.4 |
12,823.0 |
PP |
12,595.2 |
12,595.2 |
12,595.2 |
12,638.8 |
S1 |
12,420.8 |
12,420.8 |
12,532.6 |
12,508.0 |
S2 |
12,280.2 |
12,280.2 |
12,503.8 |
|
S3 |
11,965.2 |
12,105.8 |
12,474.9 |
|
S4 |
11,650.2 |
11,790.8 |
12,388.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,752.0 |
12,454.5 |
297.5 |
2.4% |
168.8 |
1.3% |
32% |
False |
False |
92,113 |
10 |
12,769.5 |
12,393.0 |
376.5 |
3.0% |
144.0 |
1.1% |
42% |
False |
False |
83,989 |
20 |
12,769.5 |
12,086.5 |
683.0 |
5.4% |
158.7 |
1.3% |
68% |
False |
False |
82,844 |
40 |
13,170.0 |
12,086.5 |
1,083.5 |
8.6% |
173.9 |
1.4% |
43% |
False |
False |
72,275 |
60 |
13,186.0 |
12,086.5 |
1,099.5 |
8.8% |
155.5 |
1.2% |
42% |
False |
False |
48,257 |
80 |
13,186.0 |
11,770.5 |
1,415.5 |
11.3% |
153.3 |
1.2% |
55% |
False |
False |
36,216 |
100 |
13,186.0 |
11,719.5 |
1,466.5 |
11.7% |
156.9 |
1.3% |
57% |
False |
False |
29,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,640.1 |
2.618 |
13,293.3 |
1.618 |
13,080.8 |
1.000 |
12,949.5 |
0.618 |
12,868.3 |
HIGH |
12,737.0 |
0.618 |
12,655.8 |
0.500 |
12,630.8 |
0.382 |
12,605.7 |
LOW |
12,524.5 |
0.618 |
12,393.2 |
1.000 |
12,312.0 |
1.618 |
12,180.7 |
2.618 |
11,968.2 |
4.250 |
11,621.4 |
|
|
Fisher Pivots for day following 25-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
12,630.8 |
12,611.8 |
PP |
12,603.8 |
12,591.2 |
S1 |
12,576.9 |
12,570.6 |
|