| 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 |
22,630 |
22,475 |
-155 |
-0.7% |
22,510 |
| High |
22,635 |
22,710 |
75 |
0.3% |
22,755 |
| Low |
22,475 |
22,355 |
-120 |
-0.5% |
22,345 |
| Close |
22,490 |
22,640 |
150 |
0.7% |
22,635 |
| Range |
160 |
355 |
195 |
121.9% |
410 |
| ATR |
265 |
271 |
6 |
2.4% |
0 |
| Volume |
5,910 |
11,356 |
5,446 |
92.1% |
34,538 |
|
| Daily Pivots for day following 31-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,633 |
23,492 |
22,835 |
|
| R3 |
23,278 |
23,137 |
22,738 |
|
| R2 |
22,923 |
22,923 |
22,705 |
|
| R1 |
22,782 |
22,782 |
22,673 |
22,853 |
| PP |
22,568 |
22,568 |
22,568 |
22,604 |
| S1 |
22,427 |
22,427 |
22,608 |
22,498 |
| S2 |
22,213 |
22,213 |
22,575 |
|
| S3 |
21,858 |
22,072 |
22,543 |
|
| S4 |
21,503 |
21,717 |
22,445 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,808 |
23,632 |
22,861 |
|
| R3 |
23,398 |
23,222 |
22,748 |
|
| R2 |
22,988 |
22,988 |
22,710 |
|
| R1 |
22,812 |
22,812 |
22,673 |
22,900 |
| PP |
22,578 |
22,578 |
22,578 |
22,623 |
| S1 |
22,402 |
22,402 |
22,598 |
22,490 |
| S2 |
22,168 |
22,168 |
22,560 |
|
| S3 |
21,758 |
21,992 |
22,522 |
|
| S4 |
21,348 |
21,582 |
22,410 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,755 |
22,355 |
400 |
1.8% |
198 |
0.9% |
71% |
False |
True |
7,591 |
| 10 |
22,955 |
22,345 |
610 |
2.7% |
220 |
1.0% |
48% |
False |
False |
7,427 |
| 20 |
22,955 |
21,475 |
1,480 |
6.5% |
270 |
1.2% |
79% |
False |
False |
8,496 |
| 40 |
23,005 |
21,475 |
1,530 |
6.8% |
295 |
1.3% |
76% |
False |
False |
9,271 |
| 60 |
23,040 |
21,475 |
1,565 |
6.9% |
263 |
1.2% |
74% |
False |
False |
6,541 |
| 80 |
23,040 |
21,475 |
1,565 |
6.9% |
240 |
1.1% |
74% |
False |
False |
4,907 |
| 100 |
23,040 |
20,180 |
2,860 |
12.6% |
263 |
1.2% |
86% |
False |
False |
3,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
24,219 |
|
2.618 |
23,640 |
|
1.618 |
23,285 |
|
1.000 |
23,065 |
|
0.618 |
22,930 |
|
HIGH |
22,710 |
|
0.618 |
22,575 |
|
0.500 |
22,533 |
|
0.382 |
22,491 |
|
LOW |
22,355 |
|
0.618 |
22,136 |
|
1.000 |
22,000 |
|
1.618 |
21,781 |
|
2.618 |
21,426 |
|
4.250 |
20,846 |
|
|
| Fisher Pivots for day following 31-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
22,604 |
22,612 |
| PP |
22,568 |
22,583 |
| S1 |
22,533 |
22,555 |
|