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 |
1,231.66 |
1,222.69 |
-8.97 |
-0.7% |
1,231.54 |
High |
1,234.76 |
1,226.62 |
-8.14 |
-0.7% |
1,234.76 |
Low |
1,222.35 |
1,217.68 |
-4.67 |
-0.4% |
1,217.68 |
Close |
1,222.52 |
1,222.68 |
0.16 |
0.0% |
1,222.68 |
Range |
12.41 |
8.94 |
-3.47 |
-28.0% |
17.08 |
ATR |
11.22 |
11.06 |
-0.16 |
-1.5% |
0.00 |
Volume |
10,679 |
10,368 |
-311 |
-2.9% |
51,911 |
|
Daily Pivots for day following 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,249.15 |
1,244.85 |
1,227.60 |
|
R3 |
1,240.21 |
1,235.91 |
1,225.14 |
|
R2 |
1,231.27 |
1,231.27 |
1,224.32 |
|
R1 |
1,226.97 |
1,226.97 |
1,223.50 |
1,224.65 |
PP |
1,222.33 |
1,222.33 |
1,222.33 |
1,221.17 |
S1 |
1,218.03 |
1,218.03 |
1,221.86 |
1,215.71 |
S2 |
1,213.39 |
1,213.39 |
1,221.04 |
|
S3 |
1,204.45 |
1,209.09 |
1,220.22 |
|
S4 |
1,195.51 |
1,200.15 |
1,217.76 |
|
|
Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,276.28 |
1,266.56 |
1,232.07 |
|
R3 |
1,259.20 |
1,249.48 |
1,227.38 |
|
R2 |
1,242.12 |
1,242.12 |
1,225.81 |
|
R1 |
1,232.40 |
1,232.40 |
1,224.25 |
1,228.72 |
PP |
1,225.04 |
1,225.04 |
1,225.04 |
1,223.20 |
S1 |
1,215.32 |
1,215.32 |
1,221.11 |
1,211.64 |
S2 |
1,207.96 |
1,207.96 |
1,219.55 |
|
S3 |
1,190.88 |
1,198.24 |
1,217.98 |
|
S4 |
1,173.80 |
1,181.16 |
1,213.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,234.76 |
1,217.68 |
17.08 |
1.4% |
10.89 |
0.9% |
29% |
False |
True |
10,382 |
10 |
1,245.19 |
1,212.11 |
33.08 |
2.7% |
11.88 |
1.0% |
32% |
False |
False |
10,432 |
20 |
1,265.59 |
1,212.11 |
53.48 |
4.4% |
11.50 |
0.9% |
20% |
False |
False |
11,542 |
40 |
1,308.89 |
1,212.11 |
96.78 |
7.9% |
10.50 |
0.9% |
11% |
False |
False |
10,792 |
60 |
1,325.56 |
1,212.11 |
113.45 |
9.3% |
10.41 |
0.9% |
9% |
False |
False |
10,691 |
80 |
1,364.36 |
1,212.11 |
152.25 |
12.5% |
10.90 |
0.9% |
7% |
False |
False |
10,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,264.62 |
2.618 |
1,250.02 |
1.618 |
1,241.08 |
1.000 |
1,235.56 |
0.618 |
1,232.14 |
HIGH |
1,226.62 |
0.618 |
1,223.20 |
0.500 |
1,222.15 |
0.382 |
1,221.10 |
LOW |
1,217.68 |
0.618 |
1,212.16 |
1.000 |
1,208.74 |
1.618 |
1,203.22 |
2.618 |
1,194.28 |
4.250 |
1,179.69 |
|
|
Fisher Pivots for day following 27-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1,222.50 |
1,226.22 |
PP |
1,222.33 |
1,225.04 |
S1 |
1,222.15 |
1,223.86 |
|