| Trading Metrics calculated at close of trading on 20-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2018 |
20-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
7,400.00 |
7,380.25 |
-19.75 |
-0.3% |
7,399.50 |
| High |
7,416.00 |
7,413.75 |
-2.25 |
0.0% |
7,437.75 |
| Low |
7,354.75 |
7,350.75 |
-4.00 |
-0.1% |
7,292.50 |
| Close |
7,367.75 |
7,360.00 |
-7.75 |
-0.1% |
7,360.00 |
| Range |
61.25 |
63.00 |
1.75 |
2.9% |
145.25 |
| ATR |
99.96 |
97.32 |
-2.64 |
-2.6% |
0.00 |
| Volume |
321,505 |
302,839 |
-18,666 |
-5.8% |
1,481,422 |
|
| Daily Pivots for day following 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,563.75 |
7,525.00 |
7,394.75 |
|
| R3 |
7,500.75 |
7,462.00 |
7,377.25 |
|
| R2 |
7,437.75 |
7,437.75 |
7,371.50 |
|
| R1 |
7,399.00 |
7,399.00 |
7,365.75 |
7,387.00 |
| PP |
7,374.75 |
7,374.75 |
7,374.75 |
7,368.75 |
| S1 |
7,336.00 |
7,336.00 |
7,354.25 |
7,324.00 |
| S2 |
7,311.75 |
7,311.75 |
7,348.50 |
|
| S3 |
7,248.75 |
7,273.00 |
7,342.75 |
|
| S4 |
7,185.75 |
7,210.00 |
7,325.25 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,799.25 |
7,724.75 |
7,440.00 |
|
| R3 |
7,654.00 |
7,579.50 |
7,400.00 |
|
| R2 |
7,508.75 |
7,508.75 |
7,386.75 |
|
| R1 |
7,434.25 |
7,434.25 |
7,373.25 |
7,399.00 |
| PP |
7,363.50 |
7,363.50 |
7,363.50 |
7,345.75 |
| S1 |
7,289.00 |
7,289.00 |
7,346.75 |
7,253.50 |
| S2 |
7,218.25 |
7,218.25 |
7,333.25 |
|
| S3 |
7,073.00 |
7,143.75 |
7,320.00 |
|
| S4 |
6,927.75 |
6,998.50 |
7,280.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,437.75 |
7,292.50 |
145.25 |
2.0% |
84.25 |
1.1% |
46% |
False |
False |
296,284 |
| 10 |
7,437.75 |
7,204.50 |
233.25 |
3.2% |
84.00 |
1.1% |
67% |
False |
False |
299,562 |
| 20 |
7,437.75 |
6,956.00 |
481.75 |
6.5% |
106.00 |
1.4% |
84% |
False |
False |
356,022 |
| 40 |
7,437.75 |
6,910.50 |
527.25 |
7.2% |
97.00 |
1.3% |
85% |
False |
False |
263,841 |
| 60 |
7,437.75 |
6,563.25 |
874.50 |
11.9% |
98.75 |
1.3% |
91% |
False |
False |
176,162 |
| 80 |
7,437.75 |
6,338.00 |
1,099.75 |
14.9% |
112.00 |
1.5% |
93% |
False |
False |
132,494 |
| 100 |
7,437.75 |
6,338.00 |
1,099.75 |
14.9% |
117.50 |
1.6% |
93% |
False |
False |
106,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,681.50 |
|
2.618 |
7,578.75 |
|
1.618 |
7,515.75 |
|
1.000 |
7,476.75 |
|
0.618 |
7,452.75 |
|
HIGH |
7,413.75 |
|
0.618 |
7,389.75 |
|
0.500 |
7,382.25 |
|
0.382 |
7,374.75 |
|
LOW |
7,350.75 |
|
0.618 |
7,311.75 |
|
1.000 |
7,287.75 |
|
1.618 |
7,248.75 |
|
2.618 |
7,185.75 |
|
4.250 |
7,083.00 |
|
|
| Fisher Pivots for day following 20-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,382.25 |
7,394.25 |
| PP |
7,374.75 |
7,382.75 |
| S1 |
7,367.50 |
7,371.50 |
|