| Trading Metrics calculated at close of trading on 18-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2018 |
18-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,795.75 |
2,813.00 |
17.25 |
0.6% |
2,762.00 |
| High |
2,815.75 |
2,818.25 |
2.50 |
0.1% |
2,807.25 |
| Low |
2,789.75 |
2,806.75 |
17.00 |
0.6% |
2,761.75 |
| Close |
2,811.25 |
2,816.00 |
4.75 |
0.2% |
2,803.25 |
| Range |
26.00 |
11.50 |
-14.50 |
-55.8% |
45.50 |
| ATR |
26.97 |
25.86 |
-1.10 |
-4.1% |
0.00 |
| Volume |
1,059,163 |
860,523 |
-198,640 |
-18.8% |
5,337,950 |
|
| Daily Pivots for day following 18-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,848.25 |
2,843.50 |
2,822.25 |
|
| R3 |
2,836.75 |
2,832.00 |
2,819.25 |
|
| R2 |
2,825.25 |
2,825.25 |
2,818.00 |
|
| R1 |
2,820.50 |
2,820.50 |
2,817.00 |
2,823.00 |
| PP |
2,813.75 |
2,813.75 |
2,813.75 |
2,814.75 |
| S1 |
2,809.00 |
2,809.00 |
2,815.00 |
2,811.50 |
| S2 |
2,802.25 |
2,802.25 |
2,814.00 |
|
| S3 |
2,790.75 |
2,797.50 |
2,812.75 |
|
| S4 |
2,779.25 |
2,786.00 |
2,809.75 |
|
|
| 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 |
2,818.25 |
2,773.75 |
44.50 |
1.6% |
18.50 |
0.7% |
95% |
True |
False |
958,805 |
| 10 |
2,818.25 |
2,710.75 |
107.50 |
3.8% |
22.25 |
0.8% |
98% |
True |
False |
1,051,223 |
| 20 |
2,818.25 |
2,693.25 |
125.00 |
4.4% |
27.25 |
1.0% |
98% |
True |
False |
1,265,754 |
| 40 |
2,818.25 |
2,679.25 |
139.00 |
4.9% |
27.00 |
1.0% |
98% |
True |
False |
943,436 |
| 60 |
2,818.25 |
2,595.75 |
222.50 |
7.9% |
28.25 |
1.0% |
99% |
True |
False |
631,626 |
| 80 |
2,818.25 |
2,556.75 |
261.50 |
9.3% |
33.25 |
1.2% |
99% |
True |
False |
476,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,867.00 |
|
2.618 |
2,848.25 |
|
1.618 |
2,836.75 |
|
1.000 |
2,829.75 |
|
0.618 |
2,825.25 |
|
HIGH |
2,818.25 |
|
0.618 |
2,813.75 |
|
0.500 |
2,812.50 |
|
0.382 |
2,811.25 |
|
LOW |
2,806.75 |
|
0.618 |
2,799.75 |
|
1.000 |
2,795.25 |
|
1.618 |
2,788.25 |
|
2.618 |
2,776.75 |
|
4.250 |
2,758.00 |
|
|
| Fisher Pivots for day following 18-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,814.75 |
2,812.00 |
| PP |
2,813.75 |
2,808.00 |
| S1 |
2,812.50 |
2,804.00 |
|