| 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 |
1,682.9 |
1,691.4 |
8.5 |
0.5% |
1,700.8 |
| High |
1,695.3 |
1,695.2 |
-0.1 |
0.0% |
1,715.0 |
| Low |
1,680.3 |
1,680.1 |
-0.2 |
0.0% |
1,681.6 |
| Close |
1,690.2 |
1,694.2 |
4.0 |
0.2% |
1,691.6 |
| Range |
15.0 |
15.1 |
0.1 |
0.7% |
33.4 |
| ATR |
19.4 |
19.1 |
-0.3 |
-1.6% |
0.0 |
| Volume |
99,006 |
81,389 |
-17,617 |
-17.8% |
489,866 |
|
| Daily Pivots for day following 18-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,735.1 |
1,729.8 |
1,702.5 |
|
| R3 |
1,720.0 |
1,714.7 |
1,698.4 |
|
| R2 |
1,704.9 |
1,704.9 |
1,697.0 |
|
| R1 |
1,699.6 |
1,699.6 |
1,695.6 |
1,702.3 |
| PP |
1,689.8 |
1,689.8 |
1,689.8 |
1,691.2 |
| S1 |
1,684.5 |
1,684.5 |
1,692.8 |
1,687.2 |
| S2 |
1,674.7 |
1,674.7 |
1,691.4 |
|
| S3 |
1,659.6 |
1,669.4 |
1,690.0 |
|
| S4 |
1,644.5 |
1,654.3 |
1,685.9 |
|
|
| 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 |
1,702.7 |
1,674.4 |
28.3 |
1.7% |
16.3 |
1.0% |
70% |
False |
False |
96,514 |
| 10 |
1,715.0 |
1,664.0 |
51.0 |
3.0% |
18.0 |
1.1% |
59% |
False |
False |
98,910 |
| 20 |
1,720.8 |
1,632.5 |
88.3 |
5.2% |
21.0 |
1.2% |
70% |
False |
False |
124,946 |
| 40 |
1,720.8 |
1,614.0 |
106.8 |
6.3% |
19.0 |
1.1% |
75% |
False |
False |
97,534 |
| 60 |
1,720.8 |
1,532.2 |
188.6 |
11.1% |
18.7 |
1.1% |
86% |
False |
False |
65,030 |
| 80 |
1,720.8 |
1,488.2 |
232.6 |
13.7% |
20.1 |
1.2% |
89% |
False |
False |
48,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,759.4 |
|
2.618 |
1,734.7 |
|
1.618 |
1,719.6 |
|
1.000 |
1,710.3 |
|
0.618 |
1,704.5 |
|
HIGH |
1,695.2 |
|
0.618 |
1,689.4 |
|
0.500 |
1,687.7 |
|
0.382 |
1,685.9 |
|
LOW |
1,680.1 |
|
0.618 |
1,670.8 |
|
1.000 |
1,665.0 |
|
1.618 |
1,655.7 |
|
2.618 |
1,640.6 |
|
4.250 |
1,615.9 |
|
|
| Fisher Pivots for day following 18-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,692.0 |
1,691.1 |
| PP |
1,689.8 |
1,688.0 |
| S1 |
1,687.7 |
1,685.0 |
|