Trading Metrics calculated at close of trading on 09-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2018 |
09-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
123.95 |
123.36 |
-0.59 |
-0.5% |
121.32 |
High |
124.36 |
123.77 |
-0.59 |
-0.5% |
124.36 |
Low |
122.54 |
122.43 |
-0.11 |
-0.1% |
121.32 |
Close |
122.92 |
123.66 |
0.74 |
0.6% |
122.92 |
Range |
1.82 |
1.34 |
-0.48 |
-26.4% |
3.04 |
ATR |
1.29 |
1.29 |
0.00 |
0.3% |
0.00 |
Volume |
21,285,600 |
5,536,500 |
-15,749,100 |
-74.0% |
35,416,400 |
|
Daily Pivots for day following 09-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.31 |
126.82 |
124.40 |
|
R3 |
125.97 |
125.48 |
124.03 |
|
R2 |
124.63 |
124.63 |
123.91 |
|
R1 |
124.14 |
124.14 |
123.78 |
124.39 |
PP |
123.29 |
123.29 |
123.29 |
123.41 |
S1 |
122.80 |
122.80 |
123.54 |
123.05 |
S2 |
121.95 |
121.95 |
123.41 |
|
S3 |
120.61 |
121.46 |
123.29 |
|
S4 |
119.27 |
120.12 |
122.92 |
|
|
Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131.99 |
130.49 |
124.59 |
|
R3 |
128.95 |
127.45 |
123.76 |
|
R2 |
125.91 |
125.91 |
123.48 |
|
R1 |
124.41 |
124.41 |
123.20 |
125.16 |
PP |
122.87 |
122.87 |
122.87 |
123.24 |
S1 |
121.37 |
121.37 |
122.64 |
122.12 |
S2 |
119.83 |
119.83 |
122.36 |
|
S3 |
116.79 |
118.33 |
122.08 |
|
S4 |
113.75 |
115.29 |
121.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124.36 |
121.32 |
3.04 |
2.5% |
1.52 |
1.2% |
77% |
False |
False |
8,190,580 |
10 |
124.36 |
118.82 |
5.54 |
4.5% |
1.51 |
1.2% |
87% |
False |
False |
10,273,770 |
20 |
124.36 |
118.82 |
5.54 |
4.5% |
1.26 |
1.0% |
87% |
False |
False |
6,039,500 |
40 |
124.36 |
118.66 |
5.70 |
4.6% |
1.03 |
0.8% |
88% |
False |
False |
3,480,315 |
60 |
124.36 |
117.51 |
6.85 |
5.5% |
1.05 |
0.9% |
90% |
False |
False |
2,685,880 |
80 |
124.36 |
116.77 |
7.59 |
6.1% |
1.02 |
0.8% |
91% |
False |
False |
2,353,785 |
100 |
124.36 |
114.45 |
9.91 |
8.0% |
1.07 |
0.9% |
93% |
False |
False |
2,361,634 |
120 |
126.65 |
94.86 |
31.79 |
25.7% |
1.18 |
1.0% |
91% |
False |
False |
2,610,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129.47 |
2.618 |
127.28 |
1.618 |
125.94 |
1.000 |
125.11 |
0.618 |
124.60 |
HIGH |
123.77 |
0.618 |
123.26 |
0.500 |
123.10 |
0.382 |
122.94 |
LOW |
122.43 |
0.618 |
121.60 |
1.000 |
121.09 |
1.618 |
120.26 |
2.618 |
118.92 |
4.250 |
116.74 |
|
|
Fisher Pivots for day following 09-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
123.47 |
123.57 |
PP |
123.29 |
123.48 |
S1 |
123.10 |
123.40 |
|