| Trading Metrics calculated at close of trading on 19-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2018 |
19-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1,691.4 |
1,694.7 |
3.3 |
0.2% |
1,700.8 |
| High |
1,695.2 |
1,707.2 |
12.0 |
0.7% |
1,715.0 |
| Low |
1,680.1 |
1,687.0 |
6.9 |
0.4% |
1,681.6 |
| Close |
1,694.2 |
1,705.5 |
11.3 |
0.7% |
1,691.6 |
| Range |
15.1 |
20.2 |
5.1 |
33.8% |
33.4 |
| ATR |
19.1 |
19.2 |
0.1 |
0.4% |
0.0 |
| Volume |
81,389 |
106,212 |
24,823 |
30.5% |
489,866 |
|
| Daily Pivots for day following 19-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,760.5 |
1,753.2 |
1,716.6 |
|
| R3 |
1,740.3 |
1,733.0 |
1,711.1 |
|
| R2 |
1,720.1 |
1,720.1 |
1,709.2 |
|
| R1 |
1,712.8 |
1,712.8 |
1,707.4 |
1,716.5 |
| PP |
1,699.9 |
1,699.9 |
1,699.9 |
1,701.7 |
| S1 |
1,692.6 |
1,692.6 |
1,703.6 |
1,696.3 |
| S2 |
1,679.7 |
1,679.7 |
1,701.8 |
|
| S3 |
1,659.5 |
1,672.4 |
1,699.9 |
|
| S4 |
1,639.3 |
1,652.2 |
1,694.4 |
|
|
| 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 |
1,707.2 |
1,674.4 |
32.8 |
1.9% |
17.1 |
1.0% |
95% |
True |
False |
95,735 |
| 10 |
1,715.0 |
1,674.4 |
40.6 |
2.4% |
17.9 |
1.0% |
77% |
False |
False |
97,213 |
| 20 |
1,720.8 |
1,632.5 |
88.3 |
5.2% |
21.1 |
1.2% |
83% |
False |
False |
124,587 |
| 40 |
1,720.8 |
1,614.0 |
106.8 |
6.3% |
19.1 |
1.1% |
86% |
False |
False |
100,189 |
| 60 |
1,720.8 |
1,532.2 |
188.6 |
11.1% |
18.5 |
1.1% |
92% |
False |
False |
66,799 |
| 80 |
1,720.8 |
1,488.2 |
232.6 |
13.6% |
20.0 |
1.2% |
93% |
False |
False |
50,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,793.1 |
|
2.618 |
1,760.1 |
|
1.618 |
1,739.9 |
|
1.000 |
1,727.4 |
|
0.618 |
1,719.7 |
|
HIGH |
1,707.2 |
|
0.618 |
1,699.5 |
|
0.500 |
1,697.1 |
|
0.382 |
1,694.7 |
|
LOW |
1,687.0 |
|
0.618 |
1,674.5 |
|
1.000 |
1,666.8 |
|
1.618 |
1,654.3 |
|
2.618 |
1,634.1 |
|
4.250 |
1,601.2 |
|
|
| Fisher Pivots for day following 19-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,702.7 |
1,701.6 |
| PP |
1,699.9 |
1,697.6 |
| S1 |
1,697.1 |
1,693.7 |
|