| 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 |
3,501.0 |
3,508.0 |
7.0 |
0.2% |
3,442.0 |
| High |
3,518.0 |
3,533.0 |
15.0 |
0.4% |
3,525.0 |
| Low |
3,498.0 |
3,504.0 |
6.0 |
0.2% |
3,433.0 |
| Close |
3,510.0 |
3,525.0 |
15.0 |
0.4% |
3,524.0 |
| Range |
20.0 |
29.0 |
9.0 |
45.0% |
92.0 |
| ATR |
39.4 |
38.7 |
-0.7 |
-1.9% |
0.0 |
| Volume |
583,478 |
1,028,220 |
444,742 |
76.2% |
4,056,729 |
|
| Daily Pivots for day following 31-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,607.7 |
3,595.3 |
3,541.0 |
|
| R3 |
3,578.7 |
3,566.3 |
3,533.0 |
|
| R2 |
3,549.7 |
3,549.7 |
3,530.3 |
|
| R1 |
3,537.3 |
3,537.3 |
3,527.7 |
3,543.5 |
| PP |
3,520.7 |
3,520.7 |
3,520.7 |
3,523.8 |
| S1 |
3,508.3 |
3,508.3 |
3,522.3 |
3,514.5 |
| S2 |
3,491.7 |
3,491.7 |
3,519.7 |
|
| S3 |
3,462.7 |
3,479.3 |
3,517.0 |
|
| S4 |
3,433.7 |
3,450.3 |
3,509.1 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,770.0 |
3,739.0 |
3,574.6 |
|
| R3 |
3,678.0 |
3,647.0 |
3,549.3 |
|
| R2 |
3,586.0 |
3,586.0 |
3,540.9 |
|
| R1 |
3,555.0 |
3,555.0 |
3,532.4 |
3,570.5 |
| PP |
3,494.0 |
3,494.0 |
3,494.0 |
3,501.8 |
| S1 |
3,463.0 |
3,463.0 |
3,515.6 |
3,478.5 |
| S2 |
3,402.0 |
3,402.0 |
3,507.1 |
|
| S3 |
3,310.0 |
3,371.0 |
3,498.7 |
|
| S4 |
3,218.0 |
3,279.0 |
3,473.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,533.0 |
3,453.0 |
80.0 |
2.3% |
29.0 |
0.8% |
90% |
True |
False |
797,354 |
| 10 |
3,533.0 |
3,423.0 |
110.0 |
3.1% |
30.2 |
0.9% |
93% |
True |
False |
857,846 |
| 20 |
3,533.0 |
3,368.0 |
165.0 |
4.7% |
32.3 |
0.9% |
95% |
True |
False |
832,499 |
| 40 |
3,537.0 |
3,330.0 |
207.0 |
5.9% |
40.5 |
1.1% |
94% |
False |
False |
932,137 |
| 60 |
3,564.0 |
3,330.0 |
234.0 |
6.6% |
38.2 |
1.1% |
83% |
False |
False |
629,281 |
| 80 |
3,564.0 |
3,288.0 |
276.0 |
7.8% |
35.2 |
1.0% |
86% |
False |
False |
474,688 |
| 100 |
3,564.0 |
3,163.0 |
401.0 |
11.4% |
37.5 |
1.1% |
90% |
False |
False |
380,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,656.3 |
|
2.618 |
3,608.9 |
|
1.618 |
3,579.9 |
|
1.000 |
3,562.0 |
|
0.618 |
3,550.9 |
|
HIGH |
3,533.0 |
|
0.618 |
3,521.9 |
|
0.500 |
3,518.5 |
|
0.382 |
3,515.1 |
|
LOW |
3,504.0 |
|
0.618 |
3,486.1 |
|
1.000 |
3,475.0 |
|
1.618 |
3,457.1 |
|
2.618 |
3,428.1 |
|
4.250 |
3,380.8 |
|
|
| Fisher Pivots for day following 31-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,522.8 |
3,521.8 |
| PP |
3,520.7 |
3,518.7 |
| S1 |
3,518.5 |
3,515.5 |
|