| Trading Metrics calculated at close of trading on 23-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2018 |
23-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,805.50 |
2,805.25 |
-0.25 |
0.0% |
2,804.75 |
| High |
2,810.50 |
2,812.50 |
2.00 |
0.1% |
2,818.25 |
| Low |
2,793.00 |
2,792.50 |
-0.50 |
0.0% |
2,789.75 |
| Close |
2,800.75 |
2,812.00 |
11.25 |
0.4% |
2,800.75 |
| Range |
17.50 |
20.00 |
2.50 |
14.3% |
28.50 |
| ATR |
24.73 |
24.39 |
-0.34 |
-1.4% |
0.00 |
| Volume |
1,013,663 |
812,481 |
-201,182 |
-19.8% |
4,817,602 |
|
| Daily Pivots for day following 23-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,865.75 |
2,858.75 |
2,823.00 |
|
| R3 |
2,845.75 |
2,838.75 |
2,817.50 |
|
| R2 |
2,825.75 |
2,825.75 |
2,815.75 |
|
| R1 |
2,818.75 |
2,818.75 |
2,813.75 |
2,822.25 |
| PP |
2,805.75 |
2,805.75 |
2,805.75 |
2,807.50 |
| S1 |
2,798.75 |
2,798.75 |
2,810.25 |
2,802.25 |
| S2 |
2,785.75 |
2,785.75 |
2,808.25 |
|
| S3 |
2,765.75 |
2,778.75 |
2,806.50 |
|
| S4 |
2,745.75 |
2,758.75 |
2,801.00 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,888.50 |
2,873.00 |
2,816.50 |
|
| R3 |
2,860.00 |
2,844.50 |
2,808.50 |
|
| R2 |
2,831.50 |
2,831.50 |
2,806.00 |
|
| R1 |
2,816.00 |
2,816.00 |
2,803.25 |
2,809.50 |
| PP |
2,803.00 |
2,803.00 |
2,803.00 |
2,799.50 |
| S1 |
2,787.50 |
2,787.50 |
2,798.25 |
2,781.00 |
| S2 |
2,774.50 |
2,774.50 |
2,795.50 |
|
| S3 |
2,746.00 |
2,759.00 |
2,793.00 |
|
| S4 |
2,717.50 |
2,730.50 |
2,785.00 |
|
|
| 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% |
18.50 |
0.7% |
78% |
False |
False |
965,695 |
| 10 |
2,818.25 |
2,765.75 |
52.50 |
1.9% |
18.75 |
0.7% |
88% |
False |
False |
999,769 |
| 20 |
2,818.25 |
2,693.25 |
125.00 |
4.4% |
26.25 |
0.9% |
95% |
False |
False |
1,226,953 |
| 40 |
2,818.25 |
2,679.25 |
139.00 |
4.9% |
26.50 |
0.9% |
96% |
False |
False |
1,014,732 |
| 60 |
2,818.25 |
2,595.75 |
222.50 |
7.9% |
26.75 |
1.0% |
97% |
False |
False |
679,609 |
| 80 |
2,818.25 |
2,556.75 |
261.50 |
9.3% |
31.50 |
1.1% |
98% |
False |
False |
512,072 |
| 100 |
2,818.25 |
2,556.75 |
261.50 |
9.3% |
34.25 |
1.2% |
98% |
False |
False |
410,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,897.50 |
|
2.618 |
2,864.75 |
|
1.618 |
2,844.75 |
|
1.000 |
2,832.50 |
|
0.618 |
2,824.75 |
|
HIGH |
2,812.50 |
|
0.618 |
2,804.75 |
|
0.500 |
2,802.50 |
|
0.382 |
2,800.25 |
|
LOW |
2,792.50 |
|
0.618 |
2,780.25 |
|
1.000 |
2,772.50 |
|
1.618 |
2,760.25 |
|
2.618 |
2,740.25 |
|
4.250 |
2,707.50 |
|
|
| Fisher Pivots for day following 23-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,808.75 |
2,809.75 |
| PP |
2,805.75 |
2,807.50 |
| S1 |
2,802.50 |
2,805.25 |
|