| Trading Metrics calculated at close of trading on 16-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2018 |
16-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1,692.8 |
1,692.4 |
-0.4 |
0.0% |
1,700.8 |
| High |
1,702.7 |
1,695.5 |
-7.2 |
-0.4% |
1,715.0 |
| Low |
1,688.8 |
1,674.4 |
-14.4 |
-0.9% |
1,681.6 |
| Close |
1,691.6 |
1,683.2 |
-8.4 |
-0.5% |
1,691.6 |
| Range |
13.9 |
21.1 |
7.2 |
51.8% |
33.4 |
| ATR |
19.7 |
19.8 |
0.1 |
0.5% |
0.0 |
| Volume |
92,506 |
99,564 |
7,058 |
7.6% |
489,866 |
|
| Daily Pivots for day following 16-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,747.7 |
1,736.5 |
1,694.8 |
|
| R3 |
1,726.6 |
1,715.4 |
1,689.0 |
|
| R2 |
1,705.5 |
1,705.5 |
1,687.1 |
|
| R1 |
1,694.3 |
1,694.3 |
1,685.1 |
1,689.4 |
| PP |
1,684.4 |
1,684.4 |
1,684.4 |
1,681.9 |
| S1 |
1,673.2 |
1,673.2 |
1,681.3 |
1,668.3 |
| S2 |
1,663.3 |
1,663.3 |
1,679.3 |
|
| S3 |
1,642.2 |
1,652.1 |
1,677.4 |
|
| S4 |
1,621.1 |
1,631.0 |
1,671.6 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,796.3 |
1,777.3 |
1,710.0 |
|
| R3 |
1,762.9 |
1,743.9 |
1,700.8 |
|
| R2 |
1,729.5 |
1,729.5 |
1,697.7 |
|
| R1 |
1,710.5 |
1,710.5 |
1,694.7 |
1,703.3 |
| PP |
1,696.1 |
1,696.1 |
1,696.1 |
1,692.5 |
| S1 |
1,677.1 |
1,677.1 |
1,688.5 |
1,669.9 |
| S2 |
1,662.7 |
1,662.7 |
1,685.5 |
|
| S3 |
1,629.3 |
1,643.7 |
1,682.4 |
|
| S4 |
1,595.9 |
1,610.3 |
1,673.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,715.0 |
1,674.4 |
40.6 |
2.4% |
18.9 |
1.1% |
22% |
False |
True |
102,759 |
| 10 |
1,715.0 |
1,633.3 |
81.7 |
4.9% |
19.5 |
1.2% |
61% |
False |
False |
102,527 |
| 20 |
1,720.8 |
1,632.5 |
88.3 |
5.2% |
21.8 |
1.3% |
57% |
False |
False |
127,851 |
| 40 |
1,720.8 |
1,614.0 |
106.8 |
6.3% |
18.6 |
1.1% |
65% |
False |
False |
93,026 |
| 60 |
1,720.8 |
1,532.2 |
188.6 |
11.2% |
18.7 |
1.1% |
80% |
False |
False |
62,023 |
| 80 |
1,720.8 |
1,488.2 |
232.6 |
13.8% |
20.7 |
1.2% |
84% |
False |
False |
46,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,785.2 |
|
2.618 |
1,750.7 |
|
1.618 |
1,729.6 |
|
1.000 |
1,716.6 |
|
0.618 |
1,708.5 |
|
HIGH |
1,695.5 |
|
0.618 |
1,687.4 |
|
0.500 |
1,685.0 |
|
0.382 |
1,682.5 |
|
LOW |
1,674.4 |
|
0.618 |
1,661.4 |
|
1.000 |
1,653.3 |
|
1.618 |
1,640.3 |
|
2.618 |
1,619.2 |
|
4.250 |
1,584.7 |
|
|
| Fisher Pivots for day following 16-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,685.0 |
1,688.6 |
| PP |
1,684.4 |
1,686.8 |
| S1 |
1,683.8 |
1,685.0 |
|