Trading Metrics calculated at close of trading on 30-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2018 |
30-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
12,822.5 |
12,784.5 |
-38.0 |
-0.3% |
12,518.5 |
High |
12,880.5 |
12,841.5 |
-39.0 |
-0.3% |
12,880.5 |
Low |
12,783.5 |
12,758.0 |
-25.5 |
-0.2% |
12,477.0 |
Close |
12,865.0 |
12,801.0 |
-64.0 |
-0.5% |
12,865.0 |
Range |
97.0 |
83.5 |
-13.5 |
-13.9% |
403.5 |
ATR |
173.8 |
169.0 |
-4.8 |
-2.7% |
0.0 |
Volume |
58,334 |
81,626 |
23,292 |
39.9% |
420,766 |
|
Daily Pivots for day following 30-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,050.7 |
13,009.3 |
12,846.9 |
|
R3 |
12,967.2 |
12,925.8 |
12,824.0 |
|
R2 |
12,883.7 |
12,883.7 |
12,816.3 |
|
R1 |
12,842.3 |
12,842.3 |
12,808.7 |
12,863.0 |
PP |
12,800.2 |
12,800.2 |
12,800.2 |
12,810.5 |
S1 |
12,758.8 |
12,758.8 |
12,793.3 |
12,779.5 |
S2 |
12,716.7 |
12,716.7 |
12,785.7 |
|
S3 |
12,633.2 |
12,675.3 |
12,778.0 |
|
S4 |
12,549.7 |
12,591.8 |
12,755.1 |
|
|
Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,951.3 |
13,811.7 |
13,086.9 |
|
R3 |
13,547.8 |
13,408.2 |
12,976.0 |
|
R2 |
13,144.3 |
13,144.3 |
12,939.0 |
|
R1 |
13,004.7 |
13,004.7 |
12,902.0 |
13,074.5 |
PP |
12,740.8 |
12,740.8 |
12,740.8 |
12,775.8 |
S1 |
12,601.2 |
12,601.2 |
12,828.0 |
12,671.0 |
S2 |
12,337.3 |
12,337.3 |
12,791.0 |
|
S3 |
11,933.8 |
12,197.7 |
12,754.0 |
|
S4 |
11,530.3 |
11,794.2 |
12,643.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,880.5 |
12,524.5 |
356.0 |
2.8% |
144.8 |
1.1% |
78% |
False |
False |
81,690 |
10 |
12,880.5 |
12,454.5 |
426.0 |
3.3% |
147.6 |
1.2% |
81% |
False |
False |
82,516 |
20 |
12,880.5 |
12,115.0 |
765.5 |
6.0% |
139.2 |
1.1% |
90% |
False |
False |
78,493 |
40 |
13,170.0 |
12,086.5 |
1,083.5 |
8.5% |
168.2 |
1.3% |
66% |
False |
False |
77,605 |
60 |
13,186.0 |
12,086.5 |
1,099.5 |
8.6% |
154.8 |
1.2% |
65% |
False |
False |
51,847 |
80 |
13,186.0 |
11,798.0 |
1,388.0 |
10.8% |
150.8 |
1.2% |
72% |
False |
False |
38,910 |
100 |
13,186.0 |
11,719.5 |
1,466.5 |
11.5% |
155.9 |
1.2% |
74% |
False |
False |
31,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,196.4 |
2.618 |
13,060.1 |
1.618 |
12,976.6 |
1.000 |
12,925.0 |
0.618 |
12,893.1 |
HIGH |
12,841.5 |
0.618 |
12,809.6 |
0.500 |
12,799.8 |
0.382 |
12,789.9 |
LOW |
12,758.0 |
0.618 |
12,706.4 |
1.000 |
12,674.5 |
1.618 |
12,622.9 |
2.618 |
12,539.4 |
4.250 |
12,403.1 |
|
|
Fisher Pivots for day following 30-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
12,800.6 |
12,792.4 |
PP |
12,800.2 |
12,783.8 |
S1 |
12,799.8 |
12,775.3 |
|