| 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 |
1,661.6 |
1,656.2 |
-5.4 |
-0.3% |
1,699.7 |
| High |
1,673.4 |
1,679.7 |
6.3 |
0.4% |
1,711.8 |
| Low |
1,653.4 |
1,653.3 |
-0.1 |
0.0% |
1,661.2 |
| Close |
1,655.0 |
1,672.4 |
17.4 |
1.1% |
1,661.9 |
| Range |
20.0 |
26.4 |
6.4 |
32.0% |
50.6 |
| ATR |
20.9 |
21.3 |
0.4 |
1.9% |
0.0 |
| Volume |
122,938 |
140,980 |
18,042 |
14.7% |
574,155 |
|
| Daily Pivots for day following 31-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,747.7 |
1,736.4 |
1,686.9 |
|
| R3 |
1,721.3 |
1,710.0 |
1,679.7 |
|
| R2 |
1,694.9 |
1,694.9 |
1,677.2 |
|
| R1 |
1,683.6 |
1,683.6 |
1,674.8 |
1,689.3 |
| PP |
1,668.5 |
1,668.5 |
1,668.5 |
1,671.3 |
| S1 |
1,657.2 |
1,657.2 |
1,670.0 |
1,662.9 |
| S2 |
1,642.1 |
1,642.1 |
1,667.6 |
|
| S3 |
1,615.7 |
1,630.8 |
1,665.1 |
|
| S4 |
1,589.3 |
1,604.4 |
1,657.9 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,830.1 |
1,796.6 |
1,689.7 |
|
| R3 |
1,779.5 |
1,746.0 |
1,675.8 |
|
| R2 |
1,728.9 |
1,728.9 |
1,671.2 |
|
| R1 |
1,695.4 |
1,695.4 |
1,666.5 |
1,686.9 |
| PP |
1,678.3 |
1,678.3 |
1,678.3 |
1,674.0 |
| S1 |
1,644.8 |
1,644.8 |
1,657.3 |
1,636.3 |
| S2 |
1,627.7 |
1,627.7 |
1,652.6 |
|
| S3 |
1,577.1 |
1,594.2 |
1,648.0 |
|
| S4 |
1,526.5 |
1,543.6 |
1,634.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,707.7 |
1,653.3 |
54.4 |
3.3% |
25.0 |
1.5% |
35% |
False |
True |
127,409 |
| 10 |
1,711.8 |
1,653.3 |
58.5 |
3.5% |
22.0 |
1.3% |
33% |
False |
True |
112,720 |
| 20 |
1,715.0 |
1,653.3 |
61.7 |
3.7% |
20.1 |
1.2% |
31% |
False |
True |
106,445 |
| 40 |
1,720.8 |
1,632.5 |
88.3 |
5.3% |
20.2 |
1.2% |
45% |
False |
False |
123,394 |
| 60 |
1,720.8 |
1,578.0 |
142.8 |
8.5% |
18.5 |
1.1% |
66% |
False |
False |
82,456 |
| 80 |
1,720.8 |
1,518.8 |
202.0 |
12.1% |
19.2 |
1.1% |
76% |
False |
False |
61,852 |
| 100 |
1,720.8 |
1,488.2 |
232.6 |
13.9% |
19.6 |
1.2% |
79% |
False |
False |
49,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,791.9 |
|
2.618 |
1,748.8 |
|
1.618 |
1,722.4 |
|
1.000 |
1,706.1 |
|
0.618 |
1,696.0 |
|
HIGH |
1,679.7 |
|
0.618 |
1,669.6 |
|
0.500 |
1,666.5 |
|
0.382 |
1,663.4 |
|
LOW |
1,653.3 |
|
0.618 |
1,637.0 |
|
1.000 |
1,626.9 |
|
1.618 |
1,610.6 |
|
2.618 |
1,584.2 |
|
4.250 |
1,541.1 |
|
|
| Fisher Pivots for day following 31-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,670.4 |
1,678.3 |
| PP |
1,668.5 |
1,676.3 |
| S1 |
1,666.5 |
1,674.4 |
|