| 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 |
1,231.7 |
1,222.4 |
-9.3 |
-0.8% |
1,231.7 |
| High |
1,235.3 |
1,226.9 |
-8.4 |
-0.7% |
1,235.3 |
| Low |
1,221.7 |
1,216.7 |
-5.0 |
-0.4% |
1,216.7 |
| Close |
1,225.7 |
1,223.0 |
-2.7 |
-0.2% |
1,223.0 |
| Range |
13.6 |
10.2 |
-3.4 |
-25.0% |
18.6 |
| ATR |
12.4 |
12.3 |
-0.2 |
-1.3% |
0.0 |
| Volume |
285,613 |
254,428 |
-31,185 |
-10.9% |
1,444,683 |
|
| Daily Pivots for day following 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,252.8 |
1,248.1 |
1,228.6 |
|
| R3 |
1,242.6 |
1,237.9 |
1,225.8 |
|
| R2 |
1,232.4 |
1,232.4 |
1,224.9 |
|
| R1 |
1,227.7 |
1,227.7 |
1,223.9 |
1,230.1 |
| PP |
1,222.2 |
1,222.2 |
1,222.2 |
1,223.4 |
| S1 |
1,217.5 |
1,217.5 |
1,222.1 |
1,219.9 |
| S2 |
1,212.0 |
1,212.0 |
1,221.1 |
|
| S3 |
1,201.8 |
1,207.3 |
1,220.2 |
|
| S4 |
1,191.6 |
1,197.1 |
1,217.4 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,280.8 |
1,270.5 |
1,233.2 |
|
| R3 |
1,262.2 |
1,251.9 |
1,228.1 |
|
| R2 |
1,243.6 |
1,243.6 |
1,226.4 |
|
| R1 |
1,233.3 |
1,233.3 |
1,224.7 |
1,229.2 |
| PP |
1,225.0 |
1,225.0 |
1,225.0 |
1,222.9 |
| S1 |
1,214.7 |
1,214.7 |
1,221.3 |
1,210.6 |
| S2 |
1,206.4 |
1,206.4 |
1,219.6 |
|
| S3 |
1,187.8 |
1,196.1 |
1,217.9 |
|
| S4 |
1,169.2 |
1,177.5 |
1,212.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,235.3 |
1,216.7 |
18.6 |
1.5% |
11.9 |
1.0% |
34% |
False |
True |
288,936 |
| 10 |
1,245.8 |
1,210.7 |
35.1 |
2.9% |
13.0 |
1.1% |
35% |
False |
False |
301,729 |
| 20 |
1,266.9 |
1,210.7 |
56.2 |
4.6% |
12.6 |
1.0% |
22% |
False |
False |
284,317 |
| 40 |
1,313.0 |
1,210.7 |
102.3 |
8.4% |
11.5 |
0.9% |
12% |
False |
False |
273,617 |
| 60 |
1,332.4 |
1,210.7 |
121.7 |
10.0% |
11.5 |
0.9% |
10% |
False |
False |
210,861 |
| 80 |
1,375.1 |
1,210.7 |
164.4 |
13.4% |
12.0 |
1.0% |
7% |
False |
False |
160,260 |
| 100 |
1,375.1 |
1,210.7 |
164.4 |
13.4% |
12.4 |
1.0% |
7% |
False |
False |
129,245 |
| 120 |
1,375.1 |
1,210.7 |
164.4 |
13.4% |
12.7 |
1.0% |
7% |
False |
False |
108,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,270.3 |
|
2.618 |
1,253.6 |
|
1.618 |
1,243.4 |
|
1.000 |
1,237.1 |
|
0.618 |
1,233.2 |
|
HIGH |
1,226.9 |
|
0.618 |
1,223.0 |
|
0.500 |
1,221.8 |
|
0.382 |
1,220.6 |
|
LOW |
1,216.7 |
|
0.618 |
1,210.4 |
|
1.000 |
1,206.5 |
|
1.618 |
1,200.2 |
|
2.618 |
1,190.0 |
|
4.250 |
1,173.4 |
|
|
| Fisher Pivots for day following 27-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,222.6 |
1,226.0 |
| PP |
1,222.2 |
1,225.0 |
| S1 |
1,221.8 |
1,224.0 |
|