| Trading Metrics calculated at close of trading on 17-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2018 |
17-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1,260.9 |
1,255.0 |
-5.9 |
-0.5% |
1,274.3 |
| High |
1,262.1 |
1,261.6 |
-0.5 |
0.0% |
1,284.1 |
| Low |
1,255.4 |
1,242.8 |
-12.6 |
-1.0% |
1,253.7 |
| Close |
1,256.4 |
1,243.6 |
-12.8 |
-1.0% |
1,258.1 |
| Range |
6.7 |
18.8 |
12.1 |
180.6% |
30.4 |
| ATR |
9.1 |
9.8 |
0.7 |
7.6% |
0.0 |
| Volume |
2,322 |
2,309 |
-13 |
-0.6% |
16,226 |
|
| Daily Pivots for day following 17-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,305.7 |
1,293.5 |
1,253.9 |
|
| R3 |
1,286.9 |
1,274.7 |
1,248.8 |
|
| R2 |
1,268.1 |
1,268.1 |
1,247.0 |
|
| R1 |
1,255.9 |
1,255.9 |
1,245.3 |
1,252.6 |
| PP |
1,249.3 |
1,249.3 |
1,249.3 |
1,247.7 |
| S1 |
1,237.1 |
1,237.1 |
1,241.9 |
1,233.8 |
| S2 |
1,230.5 |
1,230.5 |
1,240.2 |
|
| S3 |
1,211.7 |
1,218.3 |
1,238.4 |
|
| S4 |
1,192.9 |
1,199.5 |
1,233.3 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,356.5 |
1,337.7 |
1,274.8 |
|
| R3 |
1,326.1 |
1,307.3 |
1,266.5 |
|
| R2 |
1,295.7 |
1,295.7 |
1,263.7 |
|
| R1 |
1,276.9 |
1,276.9 |
1,260.9 |
1,271.1 |
| PP |
1,265.3 |
1,265.3 |
1,265.3 |
1,262.4 |
| S1 |
1,246.5 |
1,246.5 |
1,255.3 |
1,240.7 |
| S2 |
1,234.9 |
1,234.9 |
1,252.5 |
|
| S3 |
1,204.5 |
1,216.1 |
1,249.7 |
|
| S4 |
1,174.1 |
1,185.7 |
1,241.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,273.1 |
1,242.8 |
30.3 |
2.4% |
11.1 |
0.9% |
3% |
False |
True |
2,935 |
| 10 |
1,284.1 |
1,242.8 |
41.3 |
3.3% |
10.6 |
0.9% |
2% |
False |
True |
2,439 |
| 20 |
1,304.5 |
1,242.8 |
61.7 |
5.0% |
8.5 |
0.7% |
1% |
False |
True |
1,598 |
| 40 |
1,330.9 |
1,242.8 |
88.1 |
7.1% |
8.3 |
0.7% |
1% |
False |
True |
1,282 |
| 60 |
1,358.7 |
1,242.8 |
115.9 |
9.3% |
7.7 |
0.6% |
1% |
False |
True |
991 |
| 80 |
1,393.7 |
1,242.8 |
150.9 |
12.1% |
8.2 |
0.7% |
1% |
False |
True |
794 |
| 100 |
1,393.7 |
1,242.8 |
150.9 |
12.1% |
8.0 |
0.6% |
1% |
False |
True |
659 |
| 120 |
1,398.2 |
1,242.8 |
155.4 |
12.5% |
8.3 |
0.7% |
1% |
False |
True |
585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,341.5 |
|
2.618 |
1,310.8 |
|
1.618 |
1,292.0 |
|
1.000 |
1,280.4 |
|
0.618 |
1,273.2 |
|
HIGH |
1,261.6 |
|
0.618 |
1,254.4 |
|
0.500 |
1,252.2 |
|
0.382 |
1,250.0 |
|
LOW |
1,242.8 |
|
0.618 |
1,231.2 |
|
1.000 |
1,224.0 |
|
1.618 |
1,212.4 |
|
2.618 |
1,193.6 |
|
4.250 |
1,162.9 |
|
|
| Fisher Pivots for day following 17-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,252.2 |
1,253.5 |
| PP |
1,249.3 |
1,250.2 |
| S1 |
1,246.5 |
1,246.9 |
|