| Trading Metrics calculated at close of trading on 16-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2018 |
16-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,798.50 |
2,804.75 |
6.25 |
0.2% |
2,762.00 |
| High |
2,807.25 |
2,809.00 |
1.75 |
0.1% |
2,807.25 |
| Low |
2,793.25 |
2,795.00 |
1.75 |
0.1% |
2,761.75 |
| Close |
2,803.25 |
2,796.50 |
-6.75 |
-0.2% |
2,803.25 |
| Range |
14.00 |
14.00 |
0.00 |
0.0% |
45.50 |
| ATR |
28.05 |
27.04 |
-1.00 |
-3.6% |
0.00 |
| Volume |
952,307 |
801,608 |
-150,699 |
-15.8% |
5,337,950 |
|
| Daily Pivots for day following 16-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,842.25 |
2,833.25 |
2,804.25 |
|
| R3 |
2,828.25 |
2,819.25 |
2,800.25 |
|
| R2 |
2,814.25 |
2,814.25 |
2,799.00 |
|
| R1 |
2,805.25 |
2,805.25 |
2,797.75 |
2,802.75 |
| PP |
2,800.25 |
2,800.25 |
2,800.25 |
2,799.00 |
| S1 |
2,791.25 |
2,791.25 |
2,795.25 |
2,788.75 |
| S2 |
2,786.25 |
2,786.25 |
2,794.00 |
|
| S3 |
2,772.25 |
2,777.25 |
2,792.75 |
|
| S4 |
2,758.25 |
2,763.25 |
2,788.75 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,927.25 |
2,910.75 |
2,828.25 |
|
| R3 |
2,881.75 |
2,865.25 |
2,815.75 |
|
| R2 |
2,836.25 |
2,836.25 |
2,811.50 |
|
| R1 |
2,819.75 |
2,819.75 |
2,807.50 |
2,828.00 |
| PP |
2,790.75 |
2,790.75 |
2,790.75 |
2,795.00 |
| S1 |
2,774.25 |
2,774.25 |
2,799.00 |
2,782.50 |
| S2 |
2,745.25 |
2,745.25 |
2,795.00 |
|
| S3 |
2,699.75 |
2,728.75 |
2,790.75 |
|
| S4 |
2,654.25 |
2,683.25 |
2,778.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,809.00 |
2,765.75 |
43.25 |
1.5% |
19.00 |
0.7% |
71% |
True |
False |
1,033,844 |
| 10 |
2,809.00 |
2,698.50 |
110.50 |
4.0% |
24.50 |
0.9% |
89% |
True |
False |
1,066,629 |
| 20 |
2,809.00 |
2,693.25 |
115.75 |
4.1% |
29.00 |
1.0% |
89% |
True |
False |
1,302,280 |
| 40 |
2,809.00 |
2,679.25 |
129.75 |
4.6% |
27.00 |
1.0% |
90% |
True |
False |
896,064 |
| 60 |
2,809.00 |
2,595.75 |
213.25 |
7.6% |
28.75 |
1.0% |
94% |
True |
False |
600,012 |
| 80 |
2,809.00 |
2,556.75 |
252.25 |
9.0% |
34.75 |
1.2% |
95% |
True |
False |
452,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,868.50 |
|
2.618 |
2,845.75 |
|
1.618 |
2,831.75 |
|
1.000 |
2,823.00 |
|
0.618 |
2,817.75 |
|
HIGH |
2,809.00 |
|
0.618 |
2,803.75 |
|
0.500 |
2,802.00 |
|
0.382 |
2,800.25 |
|
LOW |
2,795.00 |
|
0.618 |
2,786.25 |
|
1.000 |
2,781.00 |
|
1.618 |
2,772.25 |
|
2.618 |
2,758.25 |
|
4.250 |
2,735.50 |
|
|
| Fisher Pivots for day following 16-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,802.00 |
2,794.75 |
| PP |
2,800.25 |
2,793.00 |
| S1 |
2,798.25 |
2,791.50 |
|