| Trading Metrics calculated at close of trading on 31-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2018 |
31-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1,231.1 |
1,230.5 |
-0.6 |
0.0% |
1,240.7 |
| High |
1,234.1 |
1,237.8 |
3.7 |
0.3% |
1,244.7 |
| Low |
1,227.8 |
1,222.6 |
-5.2 |
-0.4% |
1,226.3 |
| Close |
1,231.5 |
1,233.6 |
2.1 |
0.2% |
1,232.7 |
| Range |
6.3 |
15.2 |
8.9 |
141.3% |
18.4 |
| ATR |
11.6 |
11.9 |
0.3 |
2.2% |
0.0 |
| Volume |
183,752 |
297,825 |
114,073 |
62.1% |
458,391 |
|
| Daily Pivots for day following 31-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,276.9 |
1,270.5 |
1,242.0 |
|
| R3 |
1,261.7 |
1,255.3 |
1,237.8 |
|
| R2 |
1,246.5 |
1,246.5 |
1,236.4 |
|
| R1 |
1,240.1 |
1,240.1 |
1,235.0 |
1,243.3 |
| PP |
1,231.3 |
1,231.3 |
1,231.3 |
1,233.0 |
| S1 |
1,224.9 |
1,224.9 |
1,232.2 |
1,228.1 |
| S2 |
1,216.1 |
1,216.1 |
1,230.8 |
|
| S3 |
1,200.9 |
1,209.7 |
1,229.4 |
|
| S4 |
1,185.7 |
1,194.5 |
1,225.2 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,289.8 |
1,279.6 |
1,242.8 |
|
| R3 |
1,271.4 |
1,261.2 |
1,237.8 |
|
| R2 |
1,253.0 |
1,253.0 |
1,236.1 |
|
| R1 |
1,242.8 |
1,242.8 |
1,234.4 |
1,238.7 |
| PP |
1,234.6 |
1,234.6 |
1,234.6 |
1,232.5 |
| S1 |
1,224.4 |
1,224.4 |
1,231.0 |
1,220.3 |
| S2 |
1,216.2 |
1,216.2 |
1,229.3 |
|
| S3 |
1,197.8 |
1,206.0 |
1,227.6 |
|
| S4 |
1,179.4 |
1,187.6 |
1,222.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,244.6 |
1,222.6 |
22.0 |
1.8% |
11.2 |
0.9% |
50% |
False |
True |
159,589 |
| 10 |
1,244.7 |
1,221.0 |
23.7 |
1.9% |
12.4 |
1.0% |
53% |
False |
False |
109,501 |
| 20 |
1,278.2 |
1,221.0 |
57.2 |
4.6% |
12.2 |
1.0% |
22% |
False |
False |
69,697 |
| 40 |
1,325.4 |
1,221.0 |
104.4 |
8.5% |
11.3 |
0.9% |
12% |
False |
False |
39,013 |
| 60 |
1,345.0 |
1,221.0 |
124.0 |
10.1% |
11.2 |
0.9% |
10% |
False |
False |
27,848 |
| 80 |
1,388.2 |
1,221.0 |
167.2 |
13.6% |
11.5 |
0.9% |
8% |
False |
False |
21,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,302.4 |
|
2.618 |
1,277.6 |
|
1.618 |
1,262.4 |
|
1.000 |
1,253.0 |
|
0.618 |
1,247.2 |
|
HIGH |
1,237.8 |
|
0.618 |
1,232.0 |
|
0.500 |
1,230.2 |
|
0.382 |
1,228.4 |
|
LOW |
1,222.6 |
|
0.618 |
1,213.2 |
|
1.000 |
1,207.4 |
|
1.618 |
1,198.0 |
|
2.618 |
1,182.8 |
|
4.250 |
1,158.0 |
|
|
| Fisher Pivots for day following 31-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,232.5 |
1,232.5 |
| PP |
1,231.3 |
1,231.3 |
| S1 |
1,230.2 |
1,230.2 |
|