Trading Metrics calculated at close of trading on 31-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2018 |
31-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
1,222.78 |
1,221.51 |
-1.27 |
-0.1% |
1,231.54 |
High |
1,224.72 |
1,227.46 |
2.74 |
0.2% |
1,234.76 |
Low |
1,219.21 |
1,215.22 |
-3.99 |
-0.3% |
1,217.68 |
Close |
1,221.38 |
1,223.38 |
2.00 |
0.2% |
1,222.68 |
Range |
5.51 |
12.24 |
6.73 |
122.1% |
17.08 |
ATR |
10.66 |
10.78 |
0.11 |
1.1% |
0.00 |
Volume |
9,137 |
10,096 |
959 |
10.5% |
51,911 |
|
Daily Pivots for day following 31-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,258.74 |
1,253.30 |
1,230.11 |
|
R3 |
1,246.50 |
1,241.06 |
1,226.75 |
|
R2 |
1,234.26 |
1,234.26 |
1,225.62 |
|
R1 |
1,228.82 |
1,228.82 |
1,224.50 |
1,231.54 |
PP |
1,222.02 |
1,222.02 |
1,222.02 |
1,223.38 |
S1 |
1,216.58 |
1,216.58 |
1,222.26 |
1,219.30 |
S2 |
1,209.78 |
1,209.78 |
1,221.14 |
|
S3 |
1,197.54 |
1,204.34 |
1,220.01 |
|
S4 |
1,185.30 |
1,192.10 |
1,216.65 |
|
|
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 |
1,215.22 |
19.54 |
1.6% |
9.89 |
0.8% |
42% |
False |
True |
10,166 |
10 |
1,234.76 |
1,212.11 |
22.65 |
1.9% |
11.15 |
0.9% |
50% |
False |
False |
10,375 |
20 |
1,265.59 |
1,212.11 |
53.48 |
4.4% |
10.74 |
0.9% |
21% |
False |
False |
11,513 |
40 |
1,308.89 |
1,212.11 |
96.78 |
7.9% |
10.52 |
0.9% |
12% |
False |
False |
10,777 |
60 |
1,325.56 |
1,212.11 |
113.45 |
9.3% |
10.39 |
0.8% |
10% |
False |
False |
10,659 |
80 |
1,364.36 |
1,212.11 |
152.25 |
12.4% |
10.85 |
0.9% |
7% |
False |
False |
10,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,279.48 |
2.618 |
1,259.50 |
1.618 |
1,247.26 |
1.000 |
1,239.70 |
0.618 |
1,235.02 |
HIGH |
1,227.46 |
0.618 |
1,222.78 |
0.500 |
1,221.34 |
0.382 |
1,219.90 |
LOW |
1,215.22 |
0.618 |
1,207.66 |
1.000 |
1,202.98 |
1.618 |
1,195.42 |
2.618 |
1,183.18 |
4.250 |
1,163.20 |
|
|
Fisher Pivots for day following 31-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1,222.70 |
1,222.70 |
PP |
1,222.02 |
1,222.02 |
S1 |
1,221.34 |
1,221.34 |
|