| 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 |
2,776.75 |
2,798.50 |
21.75 |
0.8% |
2,762.00 |
| High |
2,801.00 |
2,807.25 |
6.25 |
0.2% |
2,807.25 |
| Low |
2,773.75 |
2,793.25 |
19.50 |
0.7% |
2,761.75 |
| Close |
2,798.50 |
2,803.25 |
4.75 |
0.2% |
2,803.25 |
| Range |
27.25 |
14.00 |
-13.25 |
-48.6% |
45.50 |
| ATR |
29.13 |
28.05 |
-1.08 |
-3.7% |
0.00 |
| Volume |
1,120,424 |
952,307 |
-168,117 |
-15.0% |
5,337,950 |
|
| Daily Pivots for day following 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,843.25 |
2,837.25 |
2,811.00 |
|
| R3 |
2,829.25 |
2,823.25 |
2,807.00 |
|
| R2 |
2,815.25 |
2,815.25 |
2,805.75 |
|
| R1 |
2,809.25 |
2,809.25 |
2,804.50 |
2,812.25 |
| PP |
2,801.25 |
2,801.25 |
2,801.25 |
2,802.75 |
| S1 |
2,795.25 |
2,795.25 |
2,802.00 |
2,798.25 |
| S2 |
2,787.25 |
2,787.25 |
2,800.75 |
|
| S3 |
2,773.25 |
2,781.25 |
2,799.50 |
|
| S4 |
2,759.25 |
2,767.25 |
2,795.50 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,927.25 |
2,910.75 |
2,828.25 |
|
| R3 |
2,881.75 |
2,865.25 |
2,815.75 |
|
| R2 |
2,836.25 |
2,836.25 |
2,811.50 |
|
| R1 |
2,819.75 |
2,819.75 |
2,807.50 |
2,828.00 |
| PP |
2,790.75 |
2,790.75 |
2,790.75 |
2,795.00 |
| S1 |
2,774.25 |
2,774.25 |
2,799.00 |
2,782.50 |
| S2 |
2,745.25 |
2,745.25 |
2,795.00 |
|
| S3 |
2,699.75 |
2,728.75 |
2,790.75 |
|
| S4 |
2,654.25 |
2,683.25 |
2,778.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,807.25 |
2,761.75 |
45.50 |
1.6% |
21.25 |
0.8% |
91% |
True |
False |
1,067,590 |
| 10 |
2,807.25 |
2,698.50 |
108.75 |
3.9% |
26.00 |
0.9% |
96% |
True |
False |
1,150,658 |
| 20 |
2,807.25 |
2,693.25 |
114.00 |
4.1% |
29.50 |
1.0% |
96% |
True |
False |
1,337,803 |
| 40 |
2,807.25 |
2,679.25 |
128.00 |
4.6% |
27.00 |
1.0% |
97% |
True |
False |
876,195 |
| 60 |
2,807.25 |
2,595.75 |
211.50 |
7.5% |
29.00 |
1.0% |
98% |
True |
False |
587,026 |
| 80 |
2,807.25 |
2,556.75 |
250.50 |
8.9% |
35.00 |
1.2% |
98% |
True |
False |
442,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,866.75 |
|
2.618 |
2,844.00 |
|
1.618 |
2,830.00 |
|
1.000 |
2,821.25 |
|
0.618 |
2,816.00 |
|
HIGH |
2,807.25 |
|
0.618 |
2,802.00 |
|
0.500 |
2,800.25 |
|
0.382 |
2,798.50 |
|
LOW |
2,793.25 |
|
0.618 |
2,784.50 |
|
1.000 |
2,779.25 |
|
1.618 |
2,770.50 |
|
2.618 |
2,756.50 |
|
4.250 |
2,733.75 |
|
|
| Fisher Pivots for day following 13-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,802.25 |
2,797.75 |
| PP |
2,801.25 |
2,792.00 |
| S1 |
2,800.25 |
2,786.50 |
|