Trading Metrics calculated at close of trading on 10-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2018 |
10-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
1,255.7 |
1,258.5 |
2.8 |
0.2% |
1,253.4 |
High |
1,266.9 |
1,261.0 |
-5.9 |
-0.5% |
1,262.4 |
Low |
1,255.7 |
1,247.7 |
-8.0 |
-0.6% |
1,238.8 |
Close |
1,259.6 |
1,255.4 |
-4.2 |
-0.3% |
1,255.8 |
Range |
11.2 |
13.3 |
2.1 |
18.8% |
23.6 |
ATR |
11.4 |
11.5 |
0.1 |
1.2% |
0.0 |
Volume |
238,968 |
272,630 |
33,662 |
14.1% |
1,153,355 |
|
Daily Pivots for day following 10-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,294.6 |
1,288.3 |
1,262.7 |
|
R3 |
1,281.3 |
1,275.0 |
1,259.1 |
|
R2 |
1,268.0 |
1,268.0 |
1,257.8 |
|
R1 |
1,261.7 |
1,261.7 |
1,256.6 |
1,258.2 |
PP |
1,254.7 |
1,254.7 |
1,254.7 |
1,253.0 |
S1 |
1,248.4 |
1,248.4 |
1,254.2 |
1,244.9 |
S2 |
1,241.4 |
1,241.4 |
1,253.0 |
|
S3 |
1,228.1 |
1,235.1 |
1,251.7 |
|
S4 |
1,214.8 |
1,221.8 |
1,248.1 |
|
|
Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,323.1 |
1,313.1 |
1,268.8 |
|
R3 |
1,299.5 |
1,289.5 |
1,262.3 |
|
R2 |
1,275.9 |
1,275.9 |
1,260.1 |
|
R1 |
1,265.9 |
1,265.9 |
1,258.0 |
1,270.9 |
PP |
1,252.3 |
1,252.3 |
1,252.3 |
1,254.9 |
S1 |
1,242.3 |
1,242.3 |
1,253.6 |
1,247.3 |
S2 |
1,228.7 |
1,228.7 |
1,251.5 |
|
S3 |
1,205.1 |
1,218.7 |
1,249.3 |
|
S4 |
1,181.5 |
1,195.1 |
1,242.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,266.9 |
1,238.8 |
28.1 |
2.2% |
12.2 |
1.0% |
59% |
False |
False |
280,416 |
10 |
1,269.4 |
1,238.8 |
30.6 |
2.4% |
11.7 |
0.9% |
54% |
False |
False |
264,388 |
20 |
1,313.0 |
1,238.8 |
74.2 |
5.9% |
11.5 |
0.9% |
22% |
False |
False |
270,168 |
40 |
1,328.7 |
1,238.8 |
89.9 |
7.2% |
11.2 |
0.9% |
18% |
False |
False |
216,821 |
60 |
1,365.1 |
1,238.8 |
126.3 |
10.1% |
11.4 |
0.9% |
13% |
False |
False |
149,614 |
80 |
1,375.1 |
1,238.8 |
136.3 |
10.9% |
12.4 |
1.0% |
12% |
False |
False |
113,665 |
100 |
1,375.1 |
1,238.8 |
136.3 |
10.9% |
12.3 |
1.0% |
12% |
False |
False |
91,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,317.5 |
2.618 |
1,295.8 |
1.618 |
1,282.5 |
1.000 |
1,274.3 |
0.618 |
1,269.2 |
HIGH |
1,261.0 |
0.618 |
1,255.9 |
0.500 |
1,254.4 |
0.382 |
1,252.8 |
LOW |
1,247.7 |
0.618 |
1,239.5 |
1.000 |
1,234.4 |
1.618 |
1,226.2 |
2.618 |
1,212.9 |
4.250 |
1,191.2 |
|
|
Fisher Pivots for day following 10-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1,255.1 |
1,257.3 |
PP |
1,254.7 |
1,256.7 |
S1 |
1,254.4 |
1,256.0 |
|