| Trading Metrics calculated at close of trading on 24-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2018 |
24-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
7,368.00 |
7,420.25 |
52.25 |
0.7% |
7,399.50 |
| High |
7,432.75 |
7,489.75 |
57.00 |
0.8% |
7,437.75 |
| Low |
7,311.50 |
7,386.75 |
75.25 |
1.0% |
7,292.50 |
| Close |
7,430.50 |
7,416.25 |
-14.25 |
-0.2% |
7,360.00 |
| Range |
121.25 |
103.00 |
-18.25 |
-15.1% |
145.25 |
| ATR |
99.03 |
99.31 |
0.28 |
0.3% |
0.00 |
| Volume |
287,213 |
406,774 |
119,561 |
41.6% |
1,481,422 |
|
| Daily Pivots for day following 24-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,740.00 |
7,681.00 |
7,473.00 |
|
| R3 |
7,637.00 |
7,578.00 |
7,444.50 |
|
| R2 |
7,534.00 |
7,534.00 |
7,435.25 |
|
| R1 |
7,475.00 |
7,475.00 |
7,425.75 |
7,453.00 |
| PP |
7,431.00 |
7,431.00 |
7,431.00 |
7,420.00 |
| S1 |
7,372.00 |
7,372.00 |
7,406.75 |
7,350.00 |
| S2 |
7,328.00 |
7,328.00 |
7,397.25 |
|
| S3 |
7,225.00 |
7,269.00 |
7,388.00 |
|
| S4 |
7,122.00 |
7,166.00 |
7,359.50 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,799.25 |
7,724.75 |
7,440.00 |
|
| R3 |
7,654.00 |
7,579.50 |
7,400.00 |
|
| R2 |
7,508.75 |
7,508.75 |
7,386.75 |
|
| R1 |
7,434.25 |
7,434.25 |
7,373.25 |
7,399.00 |
| PP |
7,363.50 |
7,363.50 |
7,363.50 |
7,345.75 |
| S1 |
7,289.00 |
7,289.00 |
7,346.75 |
7,253.50 |
| S2 |
7,218.25 |
7,218.25 |
7,333.25 |
|
| S3 |
7,073.00 |
7,143.75 |
7,320.00 |
|
| S4 |
6,927.75 |
6,998.50 |
7,280.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,489.75 |
7,311.50 |
178.25 |
2.4% |
81.00 |
1.1% |
59% |
True |
False |
317,227 |
| 10 |
7,489.75 |
7,204.50 |
285.25 |
3.8% |
91.50 |
1.2% |
74% |
True |
False |
313,293 |
| 20 |
7,489.75 |
6,956.00 |
533.75 |
7.2% |
102.00 |
1.4% |
86% |
True |
False |
344,628 |
| 40 |
7,489.75 |
6,916.50 |
573.25 |
7.7% |
99.00 |
1.3% |
87% |
True |
False |
281,159 |
| 60 |
7,489.75 |
6,563.25 |
926.50 |
12.5% |
97.00 |
1.3% |
92% |
True |
False |
187,693 |
| 80 |
7,489.75 |
6,338.00 |
1,151.75 |
15.5% |
110.25 |
1.5% |
94% |
True |
False |
141,089 |
| 100 |
7,489.75 |
6,338.00 |
1,151.75 |
15.5% |
116.75 |
1.6% |
94% |
True |
False |
113,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,927.50 |
|
2.618 |
7,759.50 |
|
1.618 |
7,656.50 |
|
1.000 |
7,592.75 |
|
0.618 |
7,553.50 |
|
HIGH |
7,489.75 |
|
0.618 |
7,450.50 |
|
0.500 |
7,438.25 |
|
0.382 |
7,426.00 |
|
LOW |
7,386.75 |
|
0.618 |
7,323.00 |
|
1.000 |
7,283.75 |
|
1.618 |
7,220.00 |
|
2.618 |
7,117.00 |
|
4.250 |
6,949.00 |
|
|
| Fisher Pivots for day following 24-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,438.25 |
7,411.00 |
| PP |
7,431.00 |
7,405.75 |
| S1 |
7,423.50 |
7,400.50 |
|