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 |
1,222.69 |
1,222.78 |
0.09 |
0.0% |
1,231.54 |
High |
1,226.62 |
1,224.72 |
-1.90 |
-0.2% |
1,234.76 |
Low |
1,217.68 |
1,219.21 |
1.53 |
0.1% |
1,217.68 |
Close |
1,222.68 |
1,221.38 |
-1.30 |
-0.1% |
1,222.68 |
Range |
8.94 |
5.51 |
-3.43 |
-38.4% |
17.08 |
ATR |
11.06 |
10.66 |
-0.40 |
-3.6% |
0.00 |
Volume |
10,368 |
9,137 |
-1,231 |
-11.9% |
51,911 |
|
Daily Pivots for day following 30-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,238.30 |
1,235.35 |
1,224.41 |
|
R3 |
1,232.79 |
1,229.84 |
1,222.90 |
|
R2 |
1,227.28 |
1,227.28 |
1,222.39 |
|
R1 |
1,224.33 |
1,224.33 |
1,221.89 |
1,223.05 |
PP |
1,221.77 |
1,221.77 |
1,221.77 |
1,221.13 |
S1 |
1,218.82 |
1,218.82 |
1,220.87 |
1,217.54 |
S2 |
1,216.26 |
1,216.26 |
1,220.37 |
|
S3 |
1,210.75 |
1,213.31 |
1,219.86 |
|
S4 |
1,205.24 |
1,207.80 |
1,218.35 |
|
|
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 |
1,217.68 |
17.08 |
1.4% |
9.53 |
0.8% |
22% |
False |
False |
10,256 |
10 |
1,244.62 |
1,212.11 |
32.51 |
2.7% |
11.74 |
1.0% |
29% |
False |
False |
10,388 |
20 |
1,265.59 |
1,212.11 |
53.48 |
4.4% |
11.07 |
0.9% |
17% |
False |
False |
11,524 |
40 |
1,308.89 |
1,212.11 |
96.78 |
7.9% |
10.47 |
0.9% |
10% |
False |
False |
10,781 |
60 |
1,325.56 |
1,212.11 |
113.45 |
9.3% |
10.36 |
0.8% |
8% |
False |
False |
10,674 |
80 |
1,364.36 |
1,212.11 |
152.25 |
12.5% |
10.84 |
0.9% |
6% |
False |
False |
10,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,248.14 |
2.618 |
1,239.15 |
1.618 |
1,233.64 |
1.000 |
1,230.23 |
0.618 |
1,228.13 |
HIGH |
1,224.72 |
0.618 |
1,222.62 |
0.500 |
1,221.97 |
0.382 |
1,221.31 |
LOW |
1,219.21 |
0.618 |
1,215.80 |
1.000 |
1,213.70 |
1.618 |
1,210.29 |
2.618 |
1,204.78 |
4.250 |
1,195.79 |
|
|
Fisher Pivots for day following 30-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1,221.97 |
1,226.22 |
PP |
1,221.77 |
1,224.61 |
S1 |
1,221.58 |
1,222.99 |
|