| Trading Metrics calculated at close of trading on 13-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2018 |
13-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
7,259.75 |
7,382.00 |
122.25 |
1.7% |
7,232.50 |
| High |
7,387.00 |
7,414.25 |
27.25 |
0.4% |
7,414.25 |
| Low |
7,249.50 |
7,367.00 |
117.50 |
1.6% |
7,204.50 |
| Close |
7,382.75 |
7,393.00 |
10.25 |
0.1% |
7,393.00 |
| Range |
137.50 |
47.25 |
-90.25 |
-65.6% |
209.75 |
| ATR |
108.52 |
104.14 |
-4.38 |
-4.0% |
0.00 |
| Volume |
304,341 |
279,818 |
-24,523 |
-8.1% |
1,514,204 |
|
| Daily Pivots for day following 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,533.25 |
7,510.25 |
7,419.00 |
|
| R3 |
7,486.00 |
7,463.00 |
7,406.00 |
|
| R2 |
7,438.75 |
7,438.75 |
7,401.75 |
|
| R1 |
7,415.75 |
7,415.75 |
7,397.25 |
7,427.25 |
| PP |
7,391.50 |
7,391.50 |
7,391.50 |
7,397.00 |
| S1 |
7,368.50 |
7,368.50 |
7,388.75 |
7,380.00 |
| S2 |
7,344.25 |
7,344.25 |
7,384.25 |
|
| S3 |
7,297.00 |
7,321.25 |
7,380.00 |
|
| S4 |
7,249.75 |
7,274.00 |
7,367.00 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,966.50 |
7,889.50 |
7,508.25 |
|
| R3 |
7,756.75 |
7,679.75 |
7,450.75 |
|
| R2 |
7,547.00 |
7,547.00 |
7,431.50 |
|
| R1 |
7,470.00 |
7,470.00 |
7,412.25 |
7,508.50 |
| PP |
7,337.25 |
7,337.25 |
7,337.25 |
7,356.50 |
| S1 |
7,260.25 |
7,260.25 |
7,373.75 |
7,298.75 |
| S2 |
7,127.50 |
7,127.50 |
7,354.50 |
|
| S3 |
6,917.75 |
7,050.50 |
7,335.25 |
|
| S4 |
6,708.00 |
6,840.75 |
7,277.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,414.25 |
7,204.50 |
209.75 |
2.8% |
83.50 |
1.1% |
90% |
True |
False |
302,840 |
| 10 |
7,414.25 |
6,987.50 |
426.75 |
5.8% |
102.00 |
1.4% |
95% |
True |
False |
328,867 |
| 20 |
7,414.25 |
6,956.00 |
458.25 |
6.2% |
110.75 |
1.5% |
95% |
True |
False |
374,528 |
| 40 |
7,414.25 |
6,855.50 |
558.75 |
7.6% |
97.00 |
1.3% |
96% |
True |
False |
226,967 |
| 60 |
7,414.25 |
6,457.00 |
957.25 |
12.9% |
104.25 |
1.4% |
98% |
True |
False |
151,578 |
| 80 |
7,414.25 |
6,338.00 |
1,076.25 |
14.6% |
121.00 |
1.6% |
98% |
True |
False |
114,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,615.00 |
|
2.618 |
7,538.00 |
|
1.618 |
7,490.75 |
|
1.000 |
7,461.50 |
|
0.618 |
7,443.50 |
|
HIGH |
7,414.25 |
|
0.618 |
7,396.25 |
|
0.500 |
7,390.50 |
|
0.382 |
7,385.00 |
|
LOW |
7,367.00 |
|
0.618 |
7,337.75 |
|
1.000 |
7,319.75 |
|
1.618 |
7,290.50 |
|
2.618 |
7,243.25 |
|
4.250 |
7,166.25 |
|
|
| Fisher Pivots for day following 13-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,392.25 |
7,365.00 |
| PP |
7,391.50 |
7,337.25 |
| S1 |
7,390.50 |
7,309.50 |
|