Trading Metrics calculated at close of trading on 12-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2018 |
12-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
24,789.48 |
24,802.90 |
13.42 |
0.1% |
24,161.53 |
High |
24,815.16 |
24,939.97 |
124.81 |
0.5% |
24,520.29 |
Low |
24,663.82 |
24,802.90 |
139.08 |
0.6% |
24,077.56 |
Close |
24,700.45 |
24,924.89 |
224.44 |
0.9% |
24,456.48 |
Range |
151.34 |
137.07 |
-14.27 |
-9.4% |
442.73 |
ATR |
263.16 |
261.47 |
-1.69 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,300.46 |
25,249.75 |
25,000.28 |
|
R3 |
25,163.39 |
25,112.68 |
24,962.58 |
|
R2 |
25,026.32 |
25,026.32 |
24,950.02 |
|
R1 |
24,975.61 |
24,975.61 |
24,937.45 |
25,000.97 |
PP |
24,889.25 |
24,889.25 |
24,889.25 |
24,901.93 |
S1 |
24,838.54 |
24,838.54 |
24,912.33 |
24,863.90 |
S2 |
24,752.18 |
24,752.18 |
24,899.76 |
|
S3 |
24,615.11 |
24,701.47 |
24,887.20 |
|
S4 |
24,478.04 |
24,564.40 |
24,849.50 |
|
|
Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,679.63 |
25,510.79 |
24,699.98 |
|
R3 |
25,236.90 |
25,068.06 |
24,578.23 |
|
R2 |
24,794.17 |
24,794.17 |
24,537.65 |
|
R1 |
24,625.33 |
24,625.33 |
24,497.06 |
24,709.75 |
PP |
24,351.44 |
24,351.44 |
24,351.44 |
24,393.66 |
S1 |
24,182.60 |
24,182.60 |
24,415.90 |
24,267.02 |
S2 |
23,908.71 |
23,908.71 |
24,375.31 |
|
S3 |
23,465.98 |
23,739.87 |
24,334.73 |
|
S4 |
23,023.25 |
23,297.14 |
24,212.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
24,945.38 |
24,281.47 |
663.91 |
2.7% |
188.75 |
0.8% |
97% |
False |
False |
|
10 |
24,945.38 |
23,997.21 |
948.17 |
3.8% |
222.57 |
0.9% |
98% |
False |
False |
|
20 |
25,332.50 |
23,997.21 |
1,335.29 |
5.4% |
227.50 |
0.9% |
69% |
False |
False |
|
40 |
25,402.83 |
23,997.21 |
1,405.62 |
5.6% |
209.94 |
0.8% |
66% |
False |
False |
|
60 |
25,402.83 |
23,531.31 |
1,871.52 |
7.5% |
234.61 |
0.9% |
74% |
False |
False |
|
80 |
25,402.83 |
23,344.52 |
2,058.31 |
8.3% |
283.47 |
1.1% |
77% |
False |
False |
|
100 |
25,800.35 |
23,344.52 |
2,455.83 |
9.9% |
302.89 |
1.2% |
64% |
False |
False |
|
120 |
26,616.71 |
23,344.52 |
3,272.19 |
13.1% |
334.01 |
1.3% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,522.52 |
2.618 |
25,298.82 |
1.618 |
25,161.75 |
1.000 |
25,077.04 |
0.618 |
25,024.68 |
HIGH |
24,939.97 |
0.618 |
24,887.61 |
0.500 |
24,871.44 |
0.382 |
24,855.26 |
LOW |
24,802.90 |
0.618 |
24,718.19 |
1.000 |
24,665.83 |
1.618 |
24,581.12 |
2.618 |
24,444.05 |
4.250 |
24,220.35 |
|
|
Fisher Pivots for day following 12-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
24,907.07 |
24,884.79 |
PP |
24,889.25 |
24,844.70 |
S1 |
24,871.44 |
24,804.60 |
|