Trading Metrics calculated at close of trading on 11-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2018 |
11-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
1,269.8 |
1,267.2 |
-2.6 |
-0.2% |
1,265.0 |
High |
1,272.3 |
1,268.8 |
-3.5 |
-0.3% |
1,273.0 |
Low |
1,259.1 |
1,252.9 |
-6.2 |
-0.5% |
1,250.1 |
Close |
1,266.9 |
1,255.6 |
-11.3 |
-0.9% |
1,267.2 |
Range |
13.2 |
15.9 |
2.7 |
20.5% |
22.9 |
ATR |
11.1 |
11.5 |
0.3 |
3.1% |
0.0 |
Volume |
25,659 |
55,714 |
30,055 |
117.1% |
93,174 |
|
Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,306.8 |
1,297.1 |
1,264.3 |
|
R3 |
1,290.9 |
1,281.2 |
1,260.0 |
|
R2 |
1,275.0 |
1,275.0 |
1,258.5 |
|
R1 |
1,265.3 |
1,265.3 |
1,257.1 |
1,262.2 |
PP |
1,259.1 |
1,259.1 |
1,259.1 |
1,257.6 |
S1 |
1,249.4 |
1,249.4 |
1,254.1 |
1,246.3 |
S2 |
1,243.2 |
1,243.2 |
1,252.7 |
|
S3 |
1,227.3 |
1,233.5 |
1,251.2 |
|
S4 |
1,211.4 |
1,217.6 |
1,246.9 |
|
|
Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,332.1 |
1,322.6 |
1,279.8 |
|
R3 |
1,309.2 |
1,299.7 |
1,273.5 |
|
R2 |
1,286.3 |
1,286.3 |
1,271.4 |
|
R1 |
1,276.8 |
1,276.8 |
1,269.3 |
1,281.6 |
PP |
1,263.4 |
1,263.4 |
1,263.4 |
1,265.8 |
S1 |
1,253.9 |
1,253.9 |
1,265.1 |
1,258.7 |
S2 |
1,240.5 |
1,240.5 |
1,263.0 |
|
S3 |
1,217.6 |
1,231.0 |
1,260.9 |
|
S4 |
1,194.7 |
1,208.1 |
1,254.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,278.2 |
1,252.9 |
25.3 |
2.0% |
10.9 |
0.9% |
11% |
False |
True |
31,809 |
10 |
1,278.2 |
1,250.1 |
28.1 |
2.2% |
11.6 |
0.9% |
20% |
False |
False |
23,222 |
20 |
1,325.4 |
1,250.1 |
75.3 |
6.0% |
11.4 |
0.9% |
7% |
False |
False |
15,543 |
40 |
1,333.4 |
1,250.1 |
83.3 |
6.6% |
10.9 |
0.9% |
7% |
False |
False |
10,845 |
60 |
1,377.8 |
1,250.1 |
127.7 |
10.2% |
11.0 |
0.9% |
4% |
False |
False |
8,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,336.4 |
2.618 |
1,310.4 |
1.618 |
1,294.5 |
1.000 |
1,284.7 |
0.618 |
1,278.6 |
HIGH |
1,268.8 |
0.618 |
1,262.7 |
0.500 |
1,260.9 |
0.382 |
1,259.0 |
LOW |
1,252.9 |
0.618 |
1,243.1 |
1.000 |
1,237.0 |
1.618 |
1,227.2 |
2.618 |
1,211.3 |
4.250 |
1,185.3 |
|
|
Fisher Pivots for day following 11-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1,260.9 |
1,265.6 |
PP |
1,259.1 |
1,262.2 |
S1 |
1,257.4 |
1,258.9 |
|