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 |
1,247.1 |
1,238.2 |
-8.9 |
-0.7% |
1,248.1 |
High |
1,247.4 |
1,241.4 |
-6.0 |
-0.5% |
1,250.0 |
Low |
1,237.2 |
1,232.9 |
-4.3 |
-0.3% |
1,232.9 |
Close |
1,241.0 |
1,238.4 |
-2.6 |
-0.2% |
1,238.4 |
Range |
10.2 |
8.5 |
-1.7 |
-16.7% |
17.1 |
ATR |
10.5 |
10.3 |
-0.1 |
-1.3% |
0.0 |
Volume |
2,316 |
2,196 |
-120 |
-5.2% |
12,214 |
|
Daily Pivots for day following 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.1 |
1,259.2 |
1,243.1 |
|
R3 |
1,254.6 |
1,250.7 |
1,240.7 |
|
R2 |
1,246.1 |
1,246.1 |
1,240.0 |
|
R1 |
1,242.2 |
1,242.2 |
1,239.2 |
1,244.2 |
PP |
1,237.6 |
1,237.6 |
1,237.6 |
1,238.5 |
S1 |
1,233.7 |
1,233.7 |
1,237.6 |
1,235.7 |
S2 |
1,229.1 |
1,229.1 |
1,236.8 |
|
S3 |
1,220.6 |
1,225.2 |
1,236.1 |
|
S4 |
1,212.1 |
1,216.7 |
1,233.7 |
|
|
Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,291.7 |
1,282.2 |
1,247.8 |
|
R3 |
1,274.6 |
1,265.1 |
1,243.1 |
|
R2 |
1,257.5 |
1,257.5 |
1,241.5 |
|
R1 |
1,248.0 |
1,248.0 |
1,240.0 |
1,244.2 |
PP |
1,240.4 |
1,240.4 |
1,240.4 |
1,238.6 |
S1 |
1,230.9 |
1,230.9 |
1,236.8 |
1,227.1 |
S2 |
1,223.3 |
1,223.3 |
1,235.3 |
|
S3 |
1,206.2 |
1,213.8 |
1,233.7 |
|
S4 |
1,189.1 |
1,196.7 |
1,229.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,250.0 |
1,232.9 |
17.1 |
1.4% |
10.4 |
0.8% |
32% |
False |
True |
2,442 |
10 |
1,262.1 |
1,227.5 |
34.6 |
2.8% |
11.4 |
0.9% |
32% |
False |
False |
2,770 |
20 |
1,284.1 |
1,227.5 |
56.6 |
4.6% |
10.6 |
0.9% |
19% |
False |
False |
2,478 |
40 |
1,330.4 |
1,227.5 |
102.9 |
8.3% |
9.0 |
0.7% |
11% |
False |
False |
1,602 |
60 |
1,351.2 |
1,227.5 |
123.7 |
10.0% |
8.4 |
0.7% |
9% |
False |
False |
1,361 |
80 |
1,393.7 |
1,227.5 |
166.2 |
13.4% |
8.3 |
0.7% |
7% |
False |
False |
1,066 |
100 |
1,393.7 |
1,227.5 |
166.2 |
13.4% |
8.3 |
0.7% |
7% |
False |
False |
882 |
120 |
1,393.7 |
1,227.5 |
166.2 |
13.4% |
8.4 |
0.7% |
7% |
False |
False |
766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,277.5 |
2.618 |
1,263.7 |
1.618 |
1,255.2 |
1.000 |
1,249.9 |
0.618 |
1,246.7 |
HIGH |
1,241.4 |
0.618 |
1,238.2 |
0.500 |
1,237.2 |
0.382 |
1,236.1 |
LOW |
1,232.9 |
0.618 |
1,227.6 |
1.000 |
1,224.4 |
1.618 |
1,219.1 |
2.618 |
1,210.6 |
4.250 |
1,196.8 |
|
|
Fisher Pivots for day following 27-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1,238.0 |
1,240.7 |
PP |
1,237.6 |
1,239.9 |
S1 |
1,237.2 |
1,239.2 |
|