| 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 |
7,293.00 |
7,210.00 |
-83.00 |
-1.1% |
7,368.00 |
| High |
7,309.25 |
7,298.00 |
-11.25 |
-0.2% |
7,530.00 |
| Low |
7,166.75 |
7,189.25 |
22.50 |
0.3% |
7,263.50 |
| Close |
7,200.50 |
7,244.75 |
44.25 |
0.6% |
7,301.25 |
| Range |
142.50 |
108.75 |
-33.75 |
-23.7% |
266.50 |
| ATR |
111.80 |
111.58 |
-0.22 |
-0.2% |
0.00 |
| Volume |
497,537 |
430,194 |
-67,343 |
-13.5% |
1,972,537 |
|
| Daily Pivots for day following 31-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,570.25 |
7,516.25 |
7,304.50 |
|
| R3 |
7,461.50 |
7,407.50 |
7,274.75 |
|
| R2 |
7,352.75 |
7,352.75 |
7,264.75 |
|
| R1 |
7,298.75 |
7,298.75 |
7,254.75 |
7,325.75 |
| PP |
7,244.00 |
7,244.00 |
7,244.00 |
7,257.50 |
| S1 |
7,190.00 |
7,190.00 |
7,234.75 |
7,217.00 |
| S2 |
7,135.25 |
7,135.25 |
7,224.75 |
|
| S3 |
7,026.50 |
7,081.25 |
7,214.75 |
|
| S4 |
6,917.75 |
6,972.50 |
7,185.00 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,164.50 |
7,999.25 |
7,447.75 |
|
| R3 |
7,898.00 |
7,732.75 |
7,374.50 |
|
| R2 |
7,631.50 |
7,631.50 |
7,350.00 |
|
| R1 |
7,466.25 |
7,466.25 |
7,325.75 |
7,415.50 |
| PP |
7,365.00 |
7,365.00 |
7,365.00 |
7,339.50 |
| S1 |
7,199.75 |
7,199.75 |
7,276.75 |
7,149.00 |
| S2 |
7,098.50 |
7,098.50 |
7,252.50 |
|
| S3 |
6,832.00 |
6,933.25 |
7,228.00 |
|
| S4 |
6,565.50 |
6,666.75 |
7,154.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,530.00 |
7,166.75 |
363.25 |
5.0% |
135.25 |
1.9% |
21% |
False |
False |
441,256 |
| 10 |
7,530.00 |
7,166.75 |
363.25 |
5.0% |
108.25 |
1.5% |
21% |
False |
False |
379,241 |
| 20 |
7,530.00 |
7,015.00 |
515.00 |
7.1% |
106.50 |
1.5% |
45% |
False |
False |
344,735 |
| 40 |
7,530.00 |
6,956.00 |
574.00 |
7.9% |
104.75 |
1.4% |
50% |
False |
False |
335,995 |
| 60 |
7,530.00 |
6,794.50 |
735.50 |
10.2% |
97.00 |
1.3% |
61% |
False |
False |
224,408 |
| 80 |
7,530.00 |
6,457.00 |
1,073.00 |
14.8% |
106.50 |
1.5% |
73% |
False |
False |
168,565 |
| 100 |
7,530.00 |
6,338.00 |
1,192.00 |
16.5% |
118.00 |
1.6% |
76% |
False |
False |
135,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,760.25 |
|
2.618 |
7,582.75 |
|
1.618 |
7,474.00 |
|
1.000 |
7,406.75 |
|
0.618 |
7,365.25 |
|
HIGH |
7,298.00 |
|
0.618 |
7,256.50 |
|
0.500 |
7,243.50 |
|
0.382 |
7,230.75 |
|
LOW |
7,189.25 |
|
0.618 |
7,122.00 |
|
1.000 |
7,080.50 |
|
1.618 |
7,013.25 |
|
2.618 |
6,904.50 |
|
4.250 |
6,727.00 |
|
|
| Fisher Pivots for day following 31-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,244.50 |
7,317.00 |
| PP |
7,244.00 |
7,292.75 |
| S1 |
7,243.50 |
7,268.75 |
|