| Trading Metrics calculated at close of trading on 19-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2018 |
19-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,813.00 |
2,814.50 |
1.50 |
0.1% |
2,762.00 |
| High |
2,818.25 |
2,818.00 |
-0.25 |
0.0% |
2,807.25 |
| Low |
2,806.75 |
2,800.25 |
-6.50 |
-0.2% |
2,761.75 |
| Close |
2,816.00 |
2,805.25 |
-10.75 |
-0.4% |
2,803.25 |
| Range |
11.50 |
17.75 |
6.25 |
54.3% |
45.50 |
| ATR |
25.86 |
25.28 |
-0.58 |
-2.2% |
0.00 |
| Volume |
860,523 |
1,082,645 |
222,122 |
25.8% |
5,337,950 |
|
| Daily Pivots for day following 19-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,861.00 |
2,851.00 |
2,815.00 |
|
| R3 |
2,843.25 |
2,833.25 |
2,810.25 |
|
| R2 |
2,825.50 |
2,825.50 |
2,808.50 |
|
| R1 |
2,815.50 |
2,815.50 |
2,807.00 |
2,811.50 |
| PP |
2,807.75 |
2,807.75 |
2,807.75 |
2,806.00 |
| S1 |
2,797.75 |
2,797.75 |
2,803.50 |
2,794.00 |
| S2 |
2,790.00 |
2,790.00 |
2,802.00 |
|
| S3 |
2,772.25 |
2,780.00 |
2,800.25 |
|
| S4 |
2,754.50 |
2,762.25 |
2,795.50 |
|
|
| 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 |
2,789.75 |
28.50 |
1.0% |
16.75 |
0.6% |
54% |
False |
False |
951,249 |
| 10 |
2,818.25 |
2,731.25 |
87.00 |
3.1% |
21.00 |
0.8% |
85% |
False |
False |
1,042,964 |
| 20 |
2,818.25 |
2,693.25 |
125.00 |
4.5% |
27.25 |
1.0% |
90% |
False |
False |
1,265,746 |
| 40 |
2,818.25 |
2,679.25 |
139.00 |
5.0% |
27.00 |
1.0% |
91% |
False |
False |
970,168 |
| 60 |
2,818.25 |
2,595.75 |
222.50 |
7.9% |
27.25 |
1.0% |
94% |
False |
False |
649,494 |
| 80 |
2,818.25 |
2,556.75 |
261.50 |
9.3% |
32.50 |
1.2% |
95% |
False |
False |
489,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,893.50 |
|
2.618 |
2,864.50 |
|
1.618 |
2,846.75 |
|
1.000 |
2,835.75 |
|
0.618 |
2,829.00 |
|
HIGH |
2,818.00 |
|
0.618 |
2,811.25 |
|
0.500 |
2,809.00 |
|
0.382 |
2,807.00 |
|
LOW |
2,800.25 |
|
0.618 |
2,789.25 |
|
1.000 |
2,782.50 |
|
1.618 |
2,771.50 |
|
2.618 |
2,753.75 |
|
4.250 |
2,724.75 |
|
|
| Fisher Pivots for day following 19-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,809.00 |
2,804.75 |
| PP |
2,807.75 |
2,804.50 |
| S1 |
2,806.50 |
2,804.00 |
|