| Trading Metrics calculated at close of trading on 20-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2018 |
20-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
12,748.0 |
12,651.0 |
-97.0 |
-0.8% |
12,525.5 |
| High |
12,752.0 |
12,698.0 |
-54.0 |
-0.4% |
12,769.5 |
| Low |
12,648.0 |
12,454.5 |
-193.5 |
-1.5% |
12,454.5 |
| Close |
12,677.0 |
12,561.5 |
-115.5 |
-0.9% |
12,561.5 |
| Range |
104.0 |
243.5 |
139.5 |
134.1% |
315.0 |
| ATR |
164.9 |
170.6 |
5.6 |
3.4% |
0.0 |
| Volume |
108,674 |
65,268 |
-43,406 |
-39.9% |
412,911 |
|
| Daily Pivots for day following 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,301.8 |
13,175.2 |
12,695.4 |
|
| R3 |
13,058.3 |
12,931.7 |
12,628.5 |
|
| R2 |
12,814.8 |
12,814.8 |
12,606.1 |
|
| R1 |
12,688.2 |
12,688.2 |
12,583.8 |
12,629.8 |
| PP |
12,571.3 |
12,571.3 |
12,571.3 |
12,542.1 |
| S1 |
12,444.7 |
12,444.7 |
12,539.2 |
12,386.3 |
| S2 |
12,327.8 |
12,327.8 |
12,516.9 |
|
| S3 |
12,084.3 |
12,201.2 |
12,494.5 |
|
| S4 |
11,840.8 |
11,957.7 |
12,427.6 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,540.2 |
13,365.8 |
12,734.8 |
|
| R3 |
13,225.2 |
13,050.8 |
12,648.1 |
|
| R2 |
12,910.2 |
12,910.2 |
12,619.3 |
|
| R1 |
12,735.8 |
12,735.8 |
12,590.4 |
12,823.0 |
| PP |
12,595.2 |
12,595.2 |
12,595.2 |
12,638.8 |
| S1 |
12,420.8 |
12,420.8 |
12,532.6 |
12,508.0 |
| S2 |
12,280.2 |
12,280.2 |
12,503.8 |
|
| S3 |
11,965.2 |
12,105.8 |
12,474.9 |
|
| S4 |
11,650.2 |
11,790.8 |
12,388.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,769.5 |
12,454.5 |
315.0 |
2.5% |
148.9 |
1.2% |
34% |
False |
True |
82,582 |
| 10 |
12,769.5 |
12,376.5 |
393.0 |
3.1% |
127.5 |
1.0% |
47% |
False |
False |
80,327 |
| 20 |
12,769.5 |
12,086.5 |
683.0 |
5.4% |
163.0 |
1.3% |
70% |
False |
False |
86,301 |
| 40 |
13,170.0 |
12,086.5 |
1,083.5 |
8.6% |
175.7 |
1.4% |
44% |
False |
False |
65,143 |
| 60 |
13,186.0 |
12,086.5 |
1,099.5 |
8.8% |
156.6 |
1.2% |
43% |
False |
False |
43,484 |
| 80 |
13,186.0 |
11,719.5 |
1,466.5 |
11.7% |
155.4 |
1.2% |
57% |
False |
False |
32,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,732.9 |
|
2.618 |
13,335.5 |
|
1.618 |
13,092.0 |
|
1.000 |
12,941.5 |
|
0.618 |
12,848.5 |
|
HIGH |
12,698.0 |
|
0.618 |
12,605.0 |
|
0.500 |
12,576.3 |
|
0.382 |
12,547.5 |
|
LOW |
12,454.5 |
|
0.618 |
12,304.0 |
|
1.000 |
12,211.0 |
|
1.618 |
12,060.5 |
|
2.618 |
11,817.0 |
|
4.250 |
11,419.6 |
|
|
| Fisher Pivots for day following 20-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,576.3 |
12,612.0 |
| PP |
12,571.3 |
12,595.2 |
| S1 |
12,566.4 |
12,578.3 |
|