| Trading Metrics calculated at close of trading on 17-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2018 |
17-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,804.75 |
2,795.75 |
-9.00 |
-0.3% |
2,762.00 |
| High |
2,809.00 |
2,815.75 |
6.75 |
0.2% |
2,807.25 |
| Low |
2,795.00 |
2,789.75 |
-5.25 |
-0.2% |
2,761.75 |
| Close |
2,796.50 |
2,811.25 |
14.75 |
0.5% |
2,803.25 |
| Range |
14.00 |
26.00 |
12.00 |
85.7% |
45.50 |
| ATR |
27.04 |
26.97 |
-0.07 |
-0.3% |
0.00 |
| Volume |
801,608 |
1,059,163 |
257,555 |
32.1% |
5,337,950 |
|
| Daily Pivots for day following 17-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,883.50 |
2,873.50 |
2,825.50 |
|
| R3 |
2,857.50 |
2,847.50 |
2,818.50 |
|
| R2 |
2,831.50 |
2,831.50 |
2,816.00 |
|
| R1 |
2,821.50 |
2,821.50 |
2,813.75 |
2,826.50 |
| PP |
2,805.50 |
2,805.50 |
2,805.50 |
2,808.00 |
| S1 |
2,795.50 |
2,795.50 |
2,808.75 |
2,800.50 |
| S2 |
2,779.50 |
2,779.50 |
2,806.50 |
|
| S3 |
2,753.50 |
2,769.50 |
2,804.00 |
|
| S4 |
2,727.50 |
2,743.50 |
2,797.00 |
|
|
| 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 |
2,815.75 |
2,765.75 |
50.00 |
1.8% |
20.75 |
0.7% |
91% |
True |
False |
1,060,535 |
| 10 |
2,815.75 |
2,710.75 |
105.00 |
3.7% |
24.00 |
0.9% |
96% |
True |
False |
1,051,224 |
| 20 |
2,815.75 |
2,693.25 |
122.50 |
4.4% |
29.00 |
1.0% |
96% |
True |
False |
1,305,582 |
| 40 |
2,815.75 |
2,679.25 |
136.50 |
4.9% |
27.00 |
1.0% |
97% |
True |
False |
922,167 |
| 60 |
2,815.75 |
2,595.75 |
220.00 |
7.8% |
28.50 |
1.0% |
98% |
True |
False |
617,476 |
| 80 |
2,815.75 |
2,556.75 |
259.00 |
9.2% |
34.00 |
1.2% |
98% |
True |
False |
465,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,926.25 |
|
2.618 |
2,883.75 |
|
1.618 |
2,857.75 |
|
1.000 |
2,841.75 |
|
0.618 |
2,831.75 |
|
HIGH |
2,815.75 |
|
0.618 |
2,805.75 |
|
0.500 |
2,802.75 |
|
0.382 |
2,799.75 |
|
LOW |
2,789.75 |
|
0.618 |
2,773.75 |
|
1.000 |
2,763.75 |
|
1.618 |
2,747.75 |
|
2.618 |
2,721.75 |
|
4.250 |
2,679.25 |
|
|
| Fisher Pivots for day following 17-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,808.50 |
2,808.50 |
| PP |
2,805.50 |
2,805.50 |
| S1 |
2,802.75 |
2,802.75 |
|