| 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 |
22,575 |
22,675 |
100 |
0.4% |
22,510 |
| High |
22,680 |
22,755 |
75 |
0.3% |
22,755 |
| Low |
22,535 |
22,580 |
45 |
0.2% |
22,345 |
| Close |
22,640 |
22,635 |
-5 |
0.0% |
22,635 |
| Range |
145 |
175 |
30 |
20.7% |
410 |
| ATR |
280 |
273 |
-8 |
-2.7% |
0 |
| Volume |
6,121 |
7,550 |
1,429 |
23.3% |
34,538 |
|
| Daily Pivots for day following 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,182 |
23,083 |
22,731 |
|
| R3 |
23,007 |
22,908 |
22,683 |
|
| R2 |
22,832 |
22,832 |
22,667 |
|
| R1 |
22,733 |
22,733 |
22,651 |
22,695 |
| PP |
22,657 |
22,657 |
22,657 |
22,638 |
| S1 |
22,558 |
22,558 |
22,619 |
22,520 |
| S2 |
22,482 |
22,482 |
22,603 |
|
| S3 |
22,307 |
22,383 |
22,587 |
|
| S4 |
22,132 |
22,208 |
22,539 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,808 |
23,632 |
22,861 |
|
| R3 |
23,398 |
23,222 |
22,748 |
|
| R2 |
22,988 |
22,988 |
22,710 |
|
| R1 |
22,812 |
22,812 |
22,673 |
22,900 |
| PP |
22,578 |
22,578 |
22,578 |
22,623 |
| S1 |
22,402 |
22,402 |
22,598 |
22,490 |
| S2 |
22,168 |
22,168 |
22,560 |
|
| S3 |
21,758 |
21,992 |
22,522 |
|
| S4 |
21,348 |
21,582 |
22,410 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,755 |
22,345 |
410 |
1.8% |
181 |
0.8% |
71% |
True |
False |
6,907 |
| 10 |
22,955 |
22,345 |
610 |
2.7% |
226 |
1.0% |
48% |
False |
False |
7,008 |
| 20 |
22,955 |
21,475 |
1,480 |
6.5% |
285 |
1.3% |
78% |
False |
False |
8,763 |
| 40 |
23,005 |
21,475 |
1,530 |
6.8% |
297 |
1.3% |
76% |
False |
False |
9,346 |
| 60 |
23,040 |
21,475 |
1,565 |
6.9% |
264 |
1.2% |
74% |
False |
False |
6,254 |
| 80 |
23,040 |
21,410 |
1,630 |
7.2% |
239 |
1.1% |
75% |
False |
False |
4,691 |
| 100 |
23,040 |
20,180 |
2,860 |
12.6% |
260 |
1.1% |
86% |
False |
False |
3,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,499 |
|
2.618 |
23,213 |
|
1.618 |
23,038 |
|
1.000 |
22,930 |
|
0.618 |
22,863 |
|
HIGH |
22,755 |
|
0.618 |
22,688 |
|
0.500 |
22,668 |
|
0.382 |
22,647 |
|
LOW |
22,580 |
|
0.618 |
22,472 |
|
1.000 |
22,405 |
|
1.618 |
22,297 |
|
2.618 |
22,122 |
|
4.250 |
21,836 |
|
|
| Fisher Pivots for day following 27-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
22,668 |
22,635 |
| PP |
22,657 |
22,635 |
| S1 |
22,646 |
22,635 |
|