Trading Metrics calculated at close of trading on 30-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2018 |
30-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
1,699.0 |
1,661.6 |
-37.4 |
-2.2% |
1,699.7 |
High |
1,703.3 |
1,673.4 |
-29.9 |
-1.8% |
1,711.8 |
Low |
1,661.2 |
1,653.4 |
-7.8 |
-0.5% |
1,661.2 |
Close |
1,661.9 |
1,655.0 |
-6.9 |
-0.4% |
1,661.9 |
Range |
42.1 |
20.0 |
-22.1 |
-52.5% |
50.6 |
ATR |
20.9 |
20.9 |
-0.1 |
-0.3% |
0.0 |
Volume |
142,190 |
122,938 |
-19,252 |
-13.5% |
574,155 |
|
Daily Pivots for day following 30-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,720.6 |
1,707.8 |
1,666.0 |
|
R3 |
1,700.6 |
1,687.8 |
1,660.5 |
|
R2 |
1,680.6 |
1,680.6 |
1,658.7 |
|
R1 |
1,667.8 |
1,667.8 |
1,656.8 |
1,664.2 |
PP |
1,660.6 |
1,660.6 |
1,660.6 |
1,658.8 |
S1 |
1,647.8 |
1,647.8 |
1,653.2 |
1,644.2 |
S2 |
1,640.6 |
1,640.6 |
1,651.3 |
|
S3 |
1,620.6 |
1,627.8 |
1,649.5 |
|
S4 |
1,600.6 |
1,607.8 |
1,644.0 |
|
|
Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,830.1 |
1,796.6 |
1,689.7 |
|
R3 |
1,779.5 |
1,746.0 |
1,675.8 |
|
R2 |
1,728.9 |
1,728.9 |
1,671.2 |
|
R1 |
1,695.4 |
1,695.4 |
1,666.5 |
1,686.9 |
PP |
1,678.3 |
1,678.3 |
1,678.3 |
1,674.0 |
S1 |
1,644.8 |
1,644.8 |
1,657.3 |
1,636.3 |
S2 |
1,627.7 |
1,627.7 |
1,652.6 |
|
S3 |
1,577.1 |
1,594.2 |
1,648.0 |
|
S4 |
1,526.5 |
1,543.6 |
1,634.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,711.8 |
1,653.4 |
58.4 |
3.5% |
26.8 |
1.6% |
3% |
False |
True |
123,912 |
10 |
1,711.8 |
1,653.4 |
58.4 |
3.5% |
20.8 |
1.3% |
3% |
False |
True |
108,523 |
20 |
1,715.0 |
1,633.3 |
81.7 |
4.9% |
20.2 |
1.2% |
27% |
False |
False |
105,525 |
40 |
1,720.8 |
1,632.5 |
88.3 |
5.3% |
19.9 |
1.2% |
25% |
False |
False |
120,120 |
60 |
1,720.8 |
1,542.8 |
178.0 |
10.8% |
18.7 |
1.1% |
63% |
False |
False |
80,107 |
80 |
1,720.8 |
1,506.9 |
213.9 |
12.9% |
19.4 |
1.2% |
69% |
False |
False |
60,090 |
100 |
1,720.8 |
1,488.2 |
232.6 |
14.1% |
19.3 |
1.2% |
72% |
False |
False |
48,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,758.4 |
2.618 |
1,725.8 |
1.618 |
1,705.8 |
1.000 |
1,693.4 |
0.618 |
1,685.8 |
HIGH |
1,673.4 |
0.618 |
1,665.8 |
0.500 |
1,663.4 |
0.382 |
1,661.0 |
LOW |
1,653.4 |
0.618 |
1,641.0 |
1.000 |
1,633.4 |
1.618 |
1,621.0 |
2.618 |
1,601.0 |
4.250 |
1,568.4 |
|
|
Fisher Pivots for day following 30-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1,663.4 |
1,680.6 |
PP |
1,660.6 |
1,672.0 |
S1 |
1,657.8 |
1,663.5 |
|