Trading Metrics calculated at close of trading on 27-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2018 |
27-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
1,240.8 |
1,231.4 |
-9.4 |
-0.8% |
1,240.7 |
High |
1,244.6 |
1,236.5 |
-8.1 |
-0.7% |
1,244.7 |
Low |
1,231.3 |
1,226.3 |
-5.0 |
-0.4% |
1,226.3 |
Close |
1,235.3 |
1,232.7 |
-2.6 |
-0.2% |
1,232.7 |
Range |
13.3 |
10.2 |
-3.1 |
-23.3% |
18.4 |
ATR |
12.2 |
12.0 |
-0.1 |
-1.2% |
0.0 |
Volume |
101,394 |
156,036 |
54,642 |
53.9% |
458,391 |
|
Daily Pivots for day following 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,262.4 |
1,257.8 |
1,238.3 |
|
R3 |
1,252.2 |
1,247.6 |
1,235.5 |
|
R2 |
1,242.0 |
1,242.0 |
1,234.6 |
|
R1 |
1,237.4 |
1,237.4 |
1,233.6 |
1,239.7 |
PP |
1,231.8 |
1,231.8 |
1,231.8 |
1,233.0 |
S1 |
1,227.2 |
1,227.2 |
1,231.8 |
1,229.5 |
S2 |
1,221.6 |
1,221.6 |
1,230.8 |
|
S3 |
1,211.4 |
1,217.0 |
1,229.9 |
|
S4 |
1,201.2 |
1,206.8 |
1,227.1 |
|
|
Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,289.8 |
1,279.6 |
1,242.8 |
|
R3 |
1,271.4 |
1,261.2 |
1,237.8 |
|
R2 |
1,253.0 |
1,253.0 |
1,236.1 |
|
R1 |
1,242.8 |
1,242.8 |
1,234.4 |
1,238.7 |
PP |
1,234.6 |
1,234.6 |
1,234.6 |
1,232.5 |
S1 |
1,224.4 |
1,224.4 |
1,231.0 |
1,220.3 |
S2 |
1,216.2 |
1,216.2 |
1,229.3 |
|
S3 |
1,197.8 |
1,206.0 |
1,227.6 |
|
S4 |
1,179.4 |
1,187.6 |
1,222.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,244.7 |
1,226.3 |
18.4 |
1.5% |
11.9 |
1.0% |
35% |
False |
True |
91,678 |
10 |
1,256.1 |
1,221.0 |
35.1 |
2.8% |
12.9 |
1.0% |
33% |
False |
False |
65,651 |
20 |
1,278.2 |
1,221.0 |
57.2 |
4.6% |
12.3 |
1.0% |
20% |
False |
False |
47,573 |
40 |
1,325.4 |
1,221.0 |
104.4 |
8.5% |
11.2 |
0.9% |
11% |
False |
False |
27,244 |
60 |
1,345.0 |
1,221.0 |
124.0 |
10.1% |
11.1 |
0.9% |
9% |
False |
False |
19,924 |
80 |
1,388.2 |
1,221.0 |
167.2 |
13.6% |
11.6 |
0.9% |
7% |
False |
False |
16,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,279.9 |
2.618 |
1,263.2 |
1.618 |
1,253.0 |
1.000 |
1,246.7 |
0.618 |
1,242.8 |
HIGH |
1,236.5 |
0.618 |
1,232.6 |
0.500 |
1,231.4 |
0.382 |
1,230.2 |
LOW |
1,226.3 |
0.618 |
1,220.0 |
1.000 |
1,216.1 |
1.618 |
1,209.8 |
2.618 |
1,199.6 |
4.250 |
1,183.0 |
|
|
Fisher Pivots for day following 27-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1,232.3 |
1,235.5 |
PP |
1,231.8 |
1,234.5 |
S1 |
1,231.4 |
1,233.6 |
|