| Trading Metrics calculated at close of trading on 20-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2018 |
20-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,814.50 |
2,805.50 |
-9.00 |
-0.3% |
2,804.75 |
| High |
2,818.00 |
2,810.50 |
-7.50 |
-0.3% |
2,818.25 |
| Low |
2,800.25 |
2,793.00 |
-7.25 |
-0.3% |
2,789.75 |
| Close |
2,805.25 |
2,800.75 |
-4.50 |
-0.2% |
2,800.75 |
| Range |
17.75 |
17.50 |
-0.25 |
-1.4% |
28.50 |
| ATR |
25.28 |
24.73 |
-0.56 |
-2.2% |
0.00 |
| Volume |
1,082,645 |
1,013,663 |
-68,982 |
-6.4% |
4,817,602 |
|
| Daily Pivots for day following 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,854.00 |
2,844.75 |
2,810.50 |
|
| R3 |
2,836.50 |
2,827.25 |
2,805.50 |
|
| R2 |
2,819.00 |
2,819.00 |
2,804.00 |
|
| R1 |
2,809.75 |
2,809.75 |
2,802.25 |
2,805.50 |
| PP |
2,801.50 |
2,801.50 |
2,801.50 |
2,799.25 |
| S1 |
2,792.25 |
2,792.25 |
2,799.25 |
2,788.00 |
| S2 |
2,784.00 |
2,784.00 |
2,797.50 |
|
| S3 |
2,766.50 |
2,774.75 |
2,796.00 |
|
| S4 |
2,749.00 |
2,757.25 |
2,791.00 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,888.50 |
2,873.00 |
2,816.50 |
|
| R3 |
2,860.00 |
2,844.50 |
2,808.50 |
|
| R2 |
2,831.50 |
2,831.50 |
2,806.00 |
|
| R1 |
2,816.00 |
2,816.00 |
2,803.25 |
2,809.50 |
| PP |
2,803.00 |
2,803.00 |
2,803.00 |
2,799.50 |
| S1 |
2,787.50 |
2,787.50 |
2,798.25 |
2,781.00 |
| S2 |
2,774.50 |
2,774.50 |
2,795.50 |
|
| S3 |
2,746.00 |
2,759.00 |
2,793.00 |
|
| S4 |
2,717.50 |
2,730.50 |
2,785.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,818.25 |
2,789.75 |
28.50 |
1.0% |
17.25 |
0.6% |
39% |
False |
False |
963,520 |
| 10 |
2,818.25 |
2,761.75 |
56.50 |
2.0% |
19.25 |
0.7% |
69% |
False |
False |
1,015,555 |
| 20 |
2,818.25 |
2,693.25 |
125.00 |
4.5% |
26.25 |
0.9% |
86% |
False |
False |
1,241,768 |
| 40 |
2,818.25 |
2,679.25 |
139.00 |
5.0% |
26.75 |
1.0% |
87% |
False |
False |
994,997 |
| 60 |
2,818.25 |
2,595.75 |
222.50 |
7.9% |
27.00 |
1.0% |
92% |
False |
False |
666,212 |
| 80 |
2,818.25 |
2,556.75 |
261.50 |
9.3% |
31.75 |
1.1% |
93% |
False |
False |
502,008 |
| 100 |
2,818.25 |
2,556.75 |
261.50 |
9.3% |
34.50 |
1.2% |
93% |
False |
False |
402,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,885.00 |
|
2.618 |
2,856.25 |
|
1.618 |
2,838.75 |
|
1.000 |
2,828.00 |
|
0.618 |
2,821.25 |
|
HIGH |
2,810.50 |
|
0.618 |
2,803.75 |
|
0.500 |
2,801.75 |
|
0.382 |
2,799.75 |
|
LOW |
2,793.00 |
|
0.618 |
2,782.25 |
|
1.000 |
2,775.50 |
|
1.618 |
2,764.75 |
|
2.618 |
2,747.25 |
|
4.250 |
2,718.50 |
|
|
| Fisher Pivots for day following 20-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,801.75 |
2,805.50 |
| PP |
2,801.50 |
2,804.00 |
| S1 |
2,801.00 |
2,802.50 |
|