Trading Metrics calculated at close of trading on 31-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2018 |
31-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
12,784.5 |
12,802.0 |
17.5 |
0.1% |
12,518.5 |
High |
12,841.5 |
12,854.0 |
12.5 |
0.1% |
12,880.5 |
Low |
12,758.0 |
12,727.5 |
-30.5 |
-0.2% |
12,477.0 |
Close |
12,801.0 |
12,814.5 |
13.5 |
0.1% |
12,865.0 |
Range |
83.5 |
126.5 |
43.0 |
51.5% |
403.5 |
ATR |
169.0 |
166.0 |
-3.0 |
-1.8% |
0.0 |
Volume |
81,626 |
85,912 |
4,286 |
5.3% |
420,766 |
|
Daily Pivots for day following 31-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,178.2 |
13,122.8 |
12,884.1 |
|
R3 |
13,051.7 |
12,996.3 |
12,849.3 |
|
R2 |
12,925.2 |
12,925.2 |
12,837.7 |
|
R1 |
12,869.8 |
12,869.8 |
12,826.1 |
12,897.5 |
PP |
12,798.7 |
12,798.7 |
12,798.7 |
12,812.5 |
S1 |
12,743.3 |
12,743.3 |
12,802.9 |
12,771.0 |
S2 |
12,672.2 |
12,672.2 |
12,791.3 |
|
S3 |
12,545.7 |
12,616.8 |
12,779.7 |
|
S4 |
12,419.2 |
12,490.3 |
12,744.9 |
|
|
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% |
135.1 |
1.1% |
81% |
False |
False |
81,023 |
10 |
12,880.5 |
12,454.5 |
426.0 |
3.3% |
138.7 |
1.1% |
85% |
False |
False |
83,412 |
20 |
12,880.5 |
12,262.0 |
618.5 |
4.8% |
136.5 |
1.1% |
89% |
False |
False |
78,622 |
40 |
13,170.0 |
12,086.5 |
1,083.5 |
8.5% |
168.3 |
1.3% |
67% |
False |
False |
79,601 |
60 |
13,186.0 |
12,086.5 |
1,099.5 |
8.6% |
155.1 |
1.2% |
66% |
False |
False |
53,278 |
80 |
13,186.0 |
12,086.5 |
1,099.5 |
8.6% |
149.5 |
1.2% |
66% |
False |
False |
39,983 |
100 |
13,186.0 |
11,719.5 |
1,466.5 |
11.4% |
154.8 |
1.2% |
75% |
False |
False |
32,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,391.6 |
2.618 |
13,185.2 |
1.618 |
13,058.7 |
1.000 |
12,980.5 |
0.618 |
12,932.2 |
HIGH |
12,854.0 |
0.618 |
12,805.7 |
0.500 |
12,790.8 |
0.382 |
12,775.8 |
LOW |
12,727.5 |
0.618 |
12,649.3 |
1.000 |
12,601.0 |
1.618 |
12,522.8 |
2.618 |
12,396.3 |
4.250 |
12,189.9 |
|
|
Fisher Pivots for day following 31-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
12,806.6 |
12,811.0 |
PP |
12,798.7 |
12,807.5 |
S1 |
12,790.8 |
12,804.0 |
|