| Trading Metrics calculated at close of trading on 24-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2018 |
24-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,805.25 |
2,810.50 |
5.25 |
0.2% |
2,804.75 |
| High |
2,812.50 |
2,831.25 |
18.75 |
0.7% |
2,818.25 |
| Low |
2,792.50 |
2,810.25 |
17.75 |
0.6% |
2,789.75 |
| Close |
2,812.00 |
2,821.00 |
9.00 |
0.3% |
2,800.75 |
| Range |
20.00 |
21.00 |
1.00 |
5.0% |
28.50 |
| ATR |
24.39 |
24.15 |
-0.24 |
-1.0% |
0.00 |
| Volume |
812,481 |
1,347,688 |
535,207 |
65.9% |
4,817,602 |
|
| Daily Pivots for day following 24-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,883.75 |
2,873.50 |
2,832.50 |
|
| R3 |
2,862.75 |
2,852.50 |
2,826.75 |
|
| R2 |
2,841.75 |
2,841.75 |
2,824.75 |
|
| R1 |
2,831.50 |
2,831.50 |
2,823.00 |
2,836.50 |
| PP |
2,820.75 |
2,820.75 |
2,820.75 |
2,823.50 |
| S1 |
2,810.50 |
2,810.50 |
2,819.00 |
2,815.50 |
| S2 |
2,799.75 |
2,799.75 |
2,817.25 |
|
| S3 |
2,778.75 |
2,789.50 |
2,815.25 |
|
| S4 |
2,757.75 |
2,768.50 |
2,809.50 |
|
|
| 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 |
2,831.25 |
2,792.50 |
38.75 |
1.4% |
17.50 |
0.6% |
74% |
True |
False |
1,023,400 |
| 10 |
2,831.25 |
2,765.75 |
65.50 |
2.3% |
19.00 |
0.7% |
84% |
True |
False |
1,041,967 |
| 20 |
2,831.25 |
2,693.25 |
138.00 |
4.9% |
24.25 |
0.9% |
93% |
True |
False |
1,183,988 |
| 40 |
2,831.25 |
2,679.25 |
152.00 |
5.4% |
26.50 |
0.9% |
93% |
True |
False |
1,048,238 |
| 60 |
2,831.25 |
2,595.75 |
235.50 |
8.3% |
26.75 |
0.9% |
96% |
True |
False |
702,018 |
| 80 |
2,831.25 |
2,556.75 |
274.50 |
9.7% |
31.00 |
1.1% |
96% |
True |
False |
528,835 |
| 100 |
2,831.25 |
2,556.75 |
274.50 |
9.7% |
33.75 |
1.2% |
96% |
True |
False |
424,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,920.50 |
|
2.618 |
2,886.25 |
|
1.618 |
2,865.25 |
|
1.000 |
2,852.25 |
|
0.618 |
2,844.25 |
|
HIGH |
2,831.25 |
|
0.618 |
2,823.25 |
|
0.500 |
2,820.75 |
|
0.382 |
2,818.25 |
|
LOW |
2,810.25 |
|
0.618 |
2,797.25 |
|
1.000 |
2,789.25 |
|
1.618 |
2,776.25 |
|
2.618 |
2,755.25 |
|
4.250 |
2,721.00 |
|
|
| Fisher Pivots for day following 24-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,821.00 |
2,818.00 |
| PP |
2,820.75 |
2,815.00 |
| S1 |
2,820.75 |
2,812.00 |
|