| Trading Metrics calculated at close of trading on 19-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2018 |
19-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1,227.0 |
1,227.3 |
0.3 |
0.0% |
1,255.7 |
| High |
1,229.1 |
1,229.6 |
0.5 |
0.0% |
1,266.9 |
| Low |
1,220.9 |
1,210.7 |
-10.2 |
-0.8% |
1,236.2 |
| Close |
1,227.9 |
1,224.0 |
-3.9 |
-0.3% |
1,241.2 |
| Range |
8.2 |
18.9 |
10.7 |
130.5% |
30.7 |
| ATR |
11.6 |
12.1 |
0.5 |
4.5% |
0.0 |
| Volume |
283,976 |
428,879 |
144,903 |
51.0% |
1,289,506 |
|
| Daily Pivots for day following 19-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,278.1 |
1,270.0 |
1,234.4 |
|
| R3 |
1,259.2 |
1,251.1 |
1,229.2 |
|
| R2 |
1,240.3 |
1,240.3 |
1,227.5 |
|
| R1 |
1,232.2 |
1,232.2 |
1,225.7 |
1,226.8 |
| PP |
1,221.4 |
1,221.4 |
1,221.4 |
1,218.8 |
| S1 |
1,213.3 |
1,213.3 |
1,222.3 |
1,207.9 |
| S2 |
1,202.5 |
1,202.5 |
1,220.5 |
|
| S3 |
1,183.6 |
1,194.4 |
1,218.8 |
|
| S4 |
1,164.7 |
1,175.5 |
1,213.6 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,340.2 |
1,321.4 |
1,258.1 |
|
| R3 |
1,309.5 |
1,290.7 |
1,249.6 |
|
| R2 |
1,278.8 |
1,278.8 |
1,246.8 |
|
| R1 |
1,260.0 |
1,260.0 |
1,244.0 |
1,254.1 |
| PP |
1,248.1 |
1,248.1 |
1,248.1 |
1,245.1 |
| S1 |
1,229.3 |
1,229.3 |
1,238.4 |
1,223.4 |
| S2 |
1,217.4 |
1,217.4 |
1,235.6 |
|
| S3 |
1,186.7 |
1,198.6 |
1,232.8 |
|
| S4 |
1,156.0 |
1,167.9 |
1,224.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,248.5 |
1,210.7 |
37.8 |
3.1% |
13.2 |
1.1% |
35% |
False |
True |
294,937 |
| 10 |
1,266.9 |
1,210.7 |
56.2 |
4.6% |
12.0 |
1.0% |
24% |
False |
True |
270,707 |
| 20 |
1,274.4 |
1,210.7 |
63.7 |
5.2% |
11.5 |
0.9% |
21% |
False |
True |
265,338 |
| 40 |
1,313.0 |
1,210.7 |
102.3 |
8.4% |
11.3 |
0.9% |
13% |
False |
True |
260,680 |
| 60 |
1,339.9 |
1,210.7 |
129.2 |
10.6% |
11.5 |
0.9% |
10% |
False |
True |
182,247 |
| 80 |
1,375.1 |
1,210.7 |
164.4 |
13.4% |
12.3 |
1.0% |
8% |
False |
True |
138,156 |
| 100 |
1,375.1 |
1,210.7 |
164.4 |
13.4% |
12.4 |
1.0% |
8% |
False |
True |
111,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,309.9 |
|
2.618 |
1,279.1 |
|
1.618 |
1,260.2 |
|
1.000 |
1,248.5 |
|
0.618 |
1,241.3 |
|
HIGH |
1,229.6 |
|
0.618 |
1,222.4 |
|
0.500 |
1,220.2 |
|
0.382 |
1,217.9 |
|
LOW |
1,210.7 |
|
0.618 |
1,199.0 |
|
1.000 |
1,191.8 |
|
1.618 |
1,180.1 |
|
2.618 |
1,161.2 |
|
4.250 |
1,130.4 |
|
|
| Fisher Pivots for day following 19-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,222.7 |
1,227.9 |
| PP |
1,221.4 |
1,226.6 |
| S1 |
1,220.2 |
1,225.3 |
|