Trading Metrics calculated at close of trading on 16-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2018 |
16-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
1,257.5 |
1,252.3 |
-5.2 |
-0.4% |
1,268.0 |
High |
1,259.2 |
1,256.1 |
-3.1 |
-0.2% |
1,278.2 |
Low |
1,247.0 |
1,249.0 |
2.0 |
0.2% |
1,247.0 |
Close |
1,251.9 |
1,250.3 |
-1.6 |
-0.1% |
1,251.9 |
Range |
12.2 |
7.1 |
-5.1 |
-41.8% |
31.2 |
ATR |
11.2 |
10.9 |
-0.3 |
-2.6% |
0.0 |
Volume |
41,726 |
13,531 |
-28,195 |
-67.6% |
190,732 |
|
Daily Pivots for day following 16-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,273.1 |
1,268.8 |
1,254.2 |
|
R3 |
1,266.0 |
1,261.7 |
1,252.3 |
|
R2 |
1,258.9 |
1,258.9 |
1,251.6 |
|
R1 |
1,254.6 |
1,254.6 |
1,251.0 |
1,253.2 |
PP |
1,251.8 |
1,251.8 |
1,251.8 |
1,251.1 |
S1 |
1,247.5 |
1,247.5 |
1,249.6 |
1,246.1 |
S2 |
1,244.7 |
1,244.7 |
1,249.0 |
|
S3 |
1,237.6 |
1,240.4 |
1,248.3 |
|
S4 |
1,230.5 |
1,233.3 |
1,246.4 |
|
|
Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.6 |
1,333.5 |
1,269.1 |
|
R3 |
1,321.4 |
1,302.3 |
1,260.5 |
|
R2 |
1,290.2 |
1,290.2 |
1,257.6 |
|
R1 |
1,271.1 |
1,271.1 |
1,254.8 |
1,265.1 |
PP |
1,259.0 |
1,259.0 |
1,259.0 |
1,256.0 |
S1 |
1,239.9 |
1,239.9 |
1,249.0 |
1,233.9 |
S2 |
1,227.8 |
1,227.8 |
1,246.2 |
|
S3 |
1,196.6 |
1,208.7 |
1,243.3 |
|
S4 |
1,165.4 |
1,177.5 |
1,234.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,272.3 |
1,247.0 |
25.3 |
2.0% |
11.1 |
0.9% |
13% |
False |
False |
34,369 |
10 |
1,278.2 |
1,247.0 |
31.2 |
2.5% |
11.6 |
0.9% |
11% |
False |
False |
29,743 |
20 |
1,298.5 |
1,247.0 |
51.5 |
4.1% |
10.2 |
0.8% |
6% |
False |
False |
18,524 |
40 |
1,325.4 |
1,247.0 |
78.4 |
6.3% |
10.5 |
0.8% |
4% |
False |
False |
12,709 |
60 |
1,366.7 |
1,247.0 |
119.7 |
9.6% |
10.8 |
0.9% |
3% |
False |
False |
9,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,286.3 |
2.618 |
1,274.7 |
1.618 |
1,267.6 |
1.000 |
1,263.2 |
0.618 |
1,260.5 |
HIGH |
1,256.1 |
0.618 |
1,253.4 |
0.500 |
1,252.6 |
0.382 |
1,251.7 |
LOW |
1,249.0 |
0.618 |
1,244.6 |
1.000 |
1,241.9 |
1.618 |
1,237.5 |
2.618 |
1,230.4 |
4.250 |
1,218.8 |
|
|
Fisher Pivots for day following 16-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1,252.6 |
1,253.3 |
PP |
1,251.8 |
1,252.3 |
S1 |
1,251.1 |
1,251.3 |
|