| Trading Metrics calculated at close of trading on 26-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2018 |
26-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1,680.0 |
1,687.5 |
7.5 |
0.4% |
1,692.4 |
| High |
1,691.0 |
1,707.7 |
16.7 |
1.0% |
1,707.6 |
| Low |
1,674.8 |
1,687.5 |
12.7 |
0.8% |
1,674.4 |
| Close |
1,689.8 |
1,701.1 |
11.3 |
0.7% |
1,698.9 |
| Range |
16.2 |
20.2 |
4.0 |
24.7% |
33.2 |
| ATR |
19.2 |
19.3 |
0.1 |
0.4% |
0.0 |
| Volume |
116,069 |
114,870 |
-1,199 |
-1.0% |
487,701 |
|
| Daily Pivots for day following 26-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,759.4 |
1,750.4 |
1,712.2 |
|
| R3 |
1,739.2 |
1,730.2 |
1,706.7 |
|
| R2 |
1,719.0 |
1,719.0 |
1,704.8 |
|
| R1 |
1,710.0 |
1,710.0 |
1,703.0 |
1,714.5 |
| PP |
1,698.8 |
1,698.8 |
1,698.8 |
1,701.0 |
| S1 |
1,689.8 |
1,689.8 |
1,699.2 |
1,694.3 |
| S2 |
1,678.6 |
1,678.6 |
1,697.4 |
|
| S3 |
1,658.4 |
1,669.6 |
1,695.5 |
|
| S4 |
1,638.2 |
1,649.4 |
1,690.0 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,793.2 |
1,779.3 |
1,717.2 |
|
| R3 |
1,760.0 |
1,746.1 |
1,708.0 |
|
| R2 |
1,726.8 |
1,726.8 |
1,705.0 |
|
| R1 |
1,712.9 |
1,712.9 |
1,701.9 |
1,719.9 |
| PP |
1,693.6 |
1,693.6 |
1,693.6 |
1,697.1 |
| S1 |
1,679.7 |
1,679.7 |
1,695.9 |
1,686.7 |
| S2 |
1,660.4 |
1,660.4 |
1,692.8 |
|
| S3 |
1,627.2 |
1,646.5 |
1,689.8 |
|
| S4 |
1,594.0 |
1,613.3 |
1,680.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,711.8 |
1,674.8 |
37.0 |
2.2% |
19.2 |
1.1% |
71% |
False |
False |
106,699 |
| 10 |
1,711.8 |
1,674.4 |
37.4 |
2.2% |
18.1 |
1.1% |
71% |
False |
False |
101,217 |
| 20 |
1,715.0 |
1,632.5 |
82.5 |
4.8% |
18.8 |
1.1% |
83% |
False |
False |
107,405 |
| 40 |
1,720.8 |
1,632.5 |
88.3 |
5.2% |
19.3 |
1.1% |
78% |
False |
False |
113,506 |
| 60 |
1,720.8 |
1,536.2 |
184.6 |
10.9% |
18.4 |
1.1% |
89% |
False |
False |
75,690 |
| 80 |
1,720.8 |
1,490.0 |
230.8 |
13.6% |
19.4 |
1.1% |
91% |
False |
False |
56,776 |
| 100 |
1,720.8 |
1,488.2 |
232.6 |
13.7% |
18.7 |
1.1% |
92% |
False |
False |
45,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,793.6 |
|
2.618 |
1,760.6 |
|
1.618 |
1,740.4 |
|
1.000 |
1,727.9 |
|
0.618 |
1,720.2 |
|
HIGH |
1,707.7 |
|
0.618 |
1,700.0 |
|
0.500 |
1,697.6 |
|
0.382 |
1,695.2 |
|
LOW |
1,687.5 |
|
0.618 |
1,675.0 |
|
1.000 |
1,667.3 |
|
1.618 |
1,654.8 |
|
2.618 |
1,634.6 |
|
4.250 |
1,601.7 |
|
|
| Fisher Pivots for day following 26-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,699.9 |
1,698.5 |
| PP |
1,698.8 |
1,695.9 |
| S1 |
1,697.6 |
1,693.3 |
|