| 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 |
1,233.2 |
1,240.7 |
7.5 |
0.6% |
1,252.3 |
| High |
1,241.8 |
1,244.7 |
2.9 |
0.2% |
1,256.1 |
| Low |
1,225.3 |
1,231.1 |
5.8 |
0.5% |
1,221.0 |
| Close |
1,240.4 |
1,234.4 |
-6.0 |
-0.5% |
1,240.4 |
| Range |
16.5 |
13.6 |
-2.9 |
-17.6% |
35.1 |
| ATR |
12.1 |
12.2 |
0.1 |
0.9% |
0.0 |
| Volume |
55,154 |
75,931 |
20,777 |
37.7% |
198,128 |
|
| Daily Pivots for day following 23-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,277.5 |
1,269.6 |
1,241.9 |
|
| R3 |
1,263.9 |
1,256.0 |
1,238.1 |
|
| R2 |
1,250.3 |
1,250.3 |
1,236.9 |
|
| R1 |
1,242.4 |
1,242.4 |
1,235.6 |
1,239.6 |
| PP |
1,236.7 |
1,236.7 |
1,236.7 |
1,235.3 |
| S1 |
1,228.8 |
1,228.8 |
1,233.2 |
1,226.0 |
| S2 |
1,223.1 |
1,223.1 |
1,231.9 |
|
| S3 |
1,209.5 |
1,215.2 |
1,230.7 |
|
| S4 |
1,195.9 |
1,201.6 |
1,226.9 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,344.5 |
1,327.5 |
1,259.7 |
|
| R3 |
1,309.4 |
1,292.4 |
1,250.1 |
|
| R2 |
1,274.3 |
1,274.3 |
1,246.8 |
|
| R1 |
1,257.3 |
1,257.3 |
1,243.6 |
1,248.3 |
| PP |
1,239.2 |
1,239.2 |
1,239.2 |
1,234.6 |
| S1 |
1,222.2 |
1,222.2 |
1,237.2 |
1,213.2 |
| S2 |
1,204.1 |
1,204.1 |
1,234.0 |
|
| S3 |
1,169.0 |
1,187.1 |
1,230.7 |
|
| S4 |
1,133.9 |
1,152.0 |
1,221.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,255.7 |
1,221.0 |
34.7 |
2.8% |
15.1 |
1.2% |
39% |
False |
False |
52,105 |
| 10 |
1,272.3 |
1,221.0 |
51.3 |
4.2% |
13.1 |
1.1% |
26% |
False |
False |
43,237 |
| 20 |
1,285.9 |
1,221.0 |
64.9 |
5.3% |
11.9 |
1.0% |
21% |
False |
False |
29,737 |
| 40 |
1,325.4 |
1,221.0 |
104.4 |
8.5% |
11.0 |
0.9% |
13% |
False |
False |
18,251 |
| 60 |
1,345.4 |
1,221.0 |
124.4 |
10.1% |
11.1 |
0.9% |
11% |
False |
False |
13,784 |
| 80 |
1,388.2 |
1,221.0 |
167.2 |
13.5% |
11.7 |
0.9% |
8% |
False |
False |
11,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,302.5 |
|
2.618 |
1,280.3 |
|
1.618 |
1,266.7 |
|
1.000 |
1,258.3 |
|
0.618 |
1,253.1 |
|
HIGH |
1,244.7 |
|
0.618 |
1,239.5 |
|
0.500 |
1,237.9 |
|
0.382 |
1,236.3 |
|
LOW |
1,231.1 |
|
0.618 |
1,222.7 |
|
1.000 |
1,217.5 |
|
1.618 |
1,209.1 |
|
2.618 |
1,195.5 |
|
4.250 |
1,173.3 |
|
|
| Fisher Pivots for day following 23-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,237.9 |
1,233.9 |
| PP |
1,236.7 |
1,233.4 |
| S1 |
1,235.6 |
1,232.9 |
|