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 |
1,231.4 |
1,231.1 |
-0.3 |
0.0% |
1,240.7 |
High |
1,236.5 |
1,234.1 |
-2.4 |
-0.2% |
1,244.7 |
Low |
1,226.3 |
1,227.8 |
1.5 |
0.1% |
1,226.3 |
Close |
1,232.7 |
1,231.5 |
-1.2 |
-0.1% |
1,232.7 |
Range |
10.2 |
6.3 |
-3.9 |
-38.2% |
18.4 |
ATR |
12.0 |
11.6 |
-0.4 |
-3.4% |
0.0 |
Volume |
156,036 |
183,752 |
27,716 |
17.8% |
458,391 |
|
Daily Pivots for day following 30-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,250.0 |
1,247.1 |
1,235.0 |
|
R3 |
1,243.7 |
1,240.8 |
1,233.2 |
|
R2 |
1,237.4 |
1,237.4 |
1,232.7 |
|
R1 |
1,234.5 |
1,234.5 |
1,232.1 |
1,236.0 |
PP |
1,231.1 |
1,231.1 |
1,231.1 |
1,231.9 |
S1 |
1,228.2 |
1,228.2 |
1,230.9 |
1,229.7 |
S2 |
1,224.8 |
1,224.8 |
1,230.3 |
|
S3 |
1,218.5 |
1,221.9 |
1,229.8 |
|
S4 |
1,212.2 |
1,215.6 |
1,228.0 |
|
|
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 |
1,244.6 |
1,226.3 |
18.3 |
1.5% |
10.5 |
0.8% |
28% |
False |
False |
113,242 |
10 |
1,255.7 |
1,221.0 |
34.7 |
2.8% |
12.8 |
1.0% |
30% |
False |
False |
82,674 |
20 |
1,278.2 |
1,221.0 |
57.2 |
4.6% |
12.2 |
1.0% |
18% |
False |
False |
56,208 |
40 |
1,325.4 |
1,221.0 |
104.4 |
8.5% |
11.1 |
0.9% |
10% |
False |
False |
31,644 |
60 |
1,345.0 |
1,221.0 |
124.0 |
10.1% |
11.0 |
0.9% |
8% |
False |
False |
22,929 |
80 |
1,388.2 |
1,221.0 |
167.2 |
13.6% |
11.5 |
0.9% |
6% |
False |
False |
18,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,260.9 |
2.618 |
1,250.6 |
1.618 |
1,244.3 |
1.000 |
1,240.4 |
0.618 |
1,238.0 |
HIGH |
1,234.1 |
0.618 |
1,231.7 |
0.500 |
1,231.0 |
0.382 |
1,230.2 |
LOW |
1,227.8 |
0.618 |
1,223.9 |
1.000 |
1,221.5 |
1.618 |
1,217.6 |
2.618 |
1,211.3 |
4.250 |
1,201.0 |
|
|
Fisher Pivots for day following 30-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1,231.3 |
1,235.5 |
PP |
1,231.1 |
1,234.1 |
S1 |
1,231.0 |
1,232.8 |
|