| 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 |
1,238.0 |
1,248.1 |
10.1 |
0.8% |
1,260.9 |
| High |
1,247.3 |
1,250.0 |
2.7 |
0.2% |
1,262.1 |
| Low |
1,234.1 |
1,237.2 |
3.1 |
0.3% |
1,227.5 |
| Close |
1,246.2 |
1,240.2 |
-6.0 |
-0.5% |
1,246.2 |
| Range |
13.2 |
12.8 |
-0.4 |
-3.0% |
34.6 |
| ATR |
10.3 |
10.5 |
0.2 |
1.7% |
0.0 |
| Volume |
3,826 |
3,629 |
-197 |
-5.1% |
15,490 |
|
| Daily Pivots for day following 23-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,280.9 |
1,273.3 |
1,247.2 |
|
| R3 |
1,268.1 |
1,260.5 |
1,243.7 |
|
| R2 |
1,255.3 |
1,255.3 |
1,242.5 |
|
| R1 |
1,247.7 |
1,247.7 |
1,241.4 |
1,245.1 |
| PP |
1,242.5 |
1,242.5 |
1,242.5 |
1,241.2 |
| S1 |
1,234.9 |
1,234.9 |
1,239.0 |
1,232.3 |
| S2 |
1,229.7 |
1,229.7 |
1,237.9 |
|
| S3 |
1,216.9 |
1,222.1 |
1,236.7 |
|
| S4 |
1,204.1 |
1,209.3 |
1,233.2 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,349.1 |
1,332.2 |
1,265.2 |
|
| R3 |
1,314.5 |
1,297.6 |
1,255.7 |
|
| R2 |
1,279.9 |
1,279.9 |
1,252.5 |
|
| R1 |
1,263.0 |
1,263.0 |
1,249.4 |
1,254.2 |
| PP |
1,245.3 |
1,245.3 |
1,245.3 |
1,240.8 |
| S1 |
1,228.4 |
1,228.4 |
1,243.0 |
1,219.6 |
| S2 |
1,210.7 |
1,210.7 |
1,239.9 |
|
| S3 |
1,176.1 |
1,193.8 |
1,236.7 |
|
| S4 |
1,141.5 |
1,159.2 |
1,227.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,261.6 |
1,227.5 |
34.1 |
2.7% |
13.6 |
1.1% |
37% |
False |
False |
3,359 |
| 10 |
1,277.0 |
1,227.5 |
49.5 |
4.0% |
11.7 |
0.9% |
26% |
False |
False |
3,245 |
| 20 |
1,289.1 |
1,227.5 |
61.6 |
5.0% |
9.9 |
0.8% |
21% |
False |
False |
2,191 |
| 40 |
1,330.4 |
1,227.5 |
102.9 |
8.3% |
8.8 |
0.7% |
12% |
False |
False |
1,424 |
| 60 |
1,351.7 |
1,227.5 |
124.2 |
10.0% |
8.1 |
0.7% |
10% |
False |
False |
1,226 |
| 80 |
1,393.7 |
1,227.5 |
166.2 |
13.4% |
8.3 |
0.7% |
8% |
False |
False |
962 |
| 100 |
1,393.7 |
1,227.5 |
166.2 |
13.4% |
8.2 |
0.7% |
8% |
False |
False |
799 |
| 120 |
1,393.7 |
1,227.5 |
166.2 |
13.4% |
8.3 |
0.7% |
8% |
False |
False |
702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,304.4 |
|
2.618 |
1,283.5 |
|
1.618 |
1,270.7 |
|
1.000 |
1,262.8 |
|
0.618 |
1,257.9 |
|
HIGH |
1,250.0 |
|
0.618 |
1,245.1 |
|
0.500 |
1,243.6 |
|
0.382 |
1,242.1 |
|
LOW |
1,237.2 |
|
0.618 |
1,229.3 |
|
1.000 |
1,224.4 |
|
1.618 |
1,216.5 |
|
2.618 |
1,203.7 |
|
4.250 |
1,182.8 |
|
|
| Fisher Pivots for day following 23-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,243.6 |
1,239.7 |
| PP |
1,242.5 |
1,239.2 |
| S1 |
1,241.3 |
1,238.8 |
|