| Trading Metrics calculated at close of trading on 18-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2018 |
18-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,797.75 |
2,818.00 |
20.25 |
0.7% |
2,765.50 |
| High |
2,819.75 |
2,822.00 |
2.25 |
0.1% |
2,810.50 |
| Low |
2,793.50 |
2,811.25 |
17.75 |
0.6% |
2,765.50 |
| Close |
2,815.25 |
2,820.00 |
4.75 |
0.2% |
2,807.00 |
| Range |
26.25 |
10.75 |
-15.50 |
-59.0% |
45.00 |
| ATR |
26.60 |
25.47 |
-1.13 |
-4.3% |
0.00 |
| Volume |
1,882 |
1,475 |
-407 |
-21.6% |
12,571 |
|
| Daily Pivots for day following 18-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,850.00 |
2,845.75 |
2,826.00 |
|
| R3 |
2,839.25 |
2,835.00 |
2,823.00 |
|
| R2 |
2,828.50 |
2,828.50 |
2,822.00 |
|
| R1 |
2,824.25 |
2,824.25 |
2,821.00 |
2,826.50 |
| PP |
2,817.75 |
2,817.75 |
2,817.75 |
2,818.75 |
| S1 |
2,813.50 |
2,813.50 |
2,819.00 |
2,815.50 |
| S2 |
2,807.00 |
2,807.00 |
2,818.00 |
|
| S3 |
2,796.25 |
2,802.75 |
2,817.00 |
|
| S4 |
2,785.50 |
2,792.00 |
2,814.00 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,929.25 |
2,913.25 |
2,831.75 |
|
| R3 |
2,884.25 |
2,868.25 |
2,819.50 |
|
| R2 |
2,839.25 |
2,839.25 |
2,815.25 |
|
| R1 |
2,823.25 |
2,823.25 |
2,811.00 |
2,831.25 |
| PP |
2,794.25 |
2,794.25 |
2,794.25 |
2,798.50 |
| S1 |
2,778.25 |
2,778.25 |
2,803.00 |
2,786.25 |
| S2 |
2,749.25 |
2,749.25 |
2,798.75 |
|
| S3 |
2,704.25 |
2,733.25 |
2,794.50 |
|
| S4 |
2,659.25 |
2,688.25 |
2,782.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,822.00 |
2,778.00 |
44.00 |
1.6% |
18.25 |
0.6% |
95% |
True |
False |
2,686 |
| 10 |
2,822.00 |
2,714.75 |
107.25 |
3.8% |
22.00 |
0.8% |
98% |
True |
False |
2,596 |
| 20 |
2,822.00 |
2,696.75 |
125.25 |
4.4% |
27.00 |
1.0% |
98% |
True |
False |
2,878 |
| 40 |
2,822.00 |
2,683.00 |
139.00 |
4.9% |
26.50 |
0.9% |
99% |
True |
False |
2,116 |
| 60 |
2,822.00 |
2,599.50 |
222.50 |
7.9% |
27.50 |
1.0% |
99% |
True |
False |
1,678 |
| 80 |
2,822.00 |
2,561.75 |
260.25 |
9.2% |
32.00 |
1.1% |
99% |
True |
False |
1,552 |
| 100 |
2,822.00 |
2,561.75 |
260.25 |
9.2% |
33.25 |
1.2% |
99% |
True |
False |
1,324 |
| 120 |
2,894.75 |
2,546.25 |
348.50 |
12.4% |
37.00 |
1.3% |
79% |
False |
False |
1,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,867.75 |
|
2.618 |
2,850.25 |
|
1.618 |
2,839.50 |
|
1.000 |
2,832.75 |
|
0.618 |
2,828.75 |
|
HIGH |
2,822.00 |
|
0.618 |
2,818.00 |
|
0.500 |
2,816.50 |
|
0.382 |
2,815.25 |
|
LOW |
2,811.25 |
|
0.618 |
2,804.50 |
|
1.000 |
2,800.50 |
|
1.618 |
2,793.75 |
|
2.618 |
2,783.00 |
|
4.250 |
2,765.50 |
|
|
| Fisher Pivots for day following 18-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,819.00 |
2,816.00 |
| PP |
2,817.75 |
2,811.75 |
| S1 |
2,816.50 |
2,807.75 |
|