| Trading Metrics calculated at close of trading on 25-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2018 |
25-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,810.50 |
2,819.25 |
8.75 |
0.3% |
2,804.75 |
| High |
2,831.25 |
2,849.50 |
18.25 |
0.6% |
2,818.25 |
| Low |
2,810.25 |
2,814.00 |
3.75 |
0.1% |
2,789.75 |
| Close |
2,821.00 |
2,841.25 |
20.25 |
0.7% |
2,800.75 |
| Range |
21.00 |
35.50 |
14.50 |
69.0% |
28.50 |
| ATR |
24.15 |
24.96 |
0.81 |
3.4% |
0.00 |
| Volume |
1,347,688 |
1,302,896 |
-44,792 |
-3.3% |
4,817,602 |
|
| Daily Pivots for day following 25-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,941.50 |
2,926.75 |
2,860.75 |
|
| R3 |
2,906.00 |
2,891.25 |
2,851.00 |
|
| R2 |
2,870.50 |
2,870.50 |
2,847.75 |
|
| R1 |
2,855.75 |
2,855.75 |
2,844.50 |
2,863.00 |
| PP |
2,835.00 |
2,835.00 |
2,835.00 |
2,838.50 |
| S1 |
2,820.25 |
2,820.25 |
2,838.00 |
2,827.50 |
| S2 |
2,799.50 |
2,799.50 |
2,834.75 |
|
| S3 |
2,764.00 |
2,784.75 |
2,831.50 |
|
| S4 |
2,728.50 |
2,749.25 |
2,821.75 |
|
|
| 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 |
2,849.50 |
2,792.50 |
57.00 |
2.0% |
22.25 |
0.8% |
86% |
True |
False |
1,111,874 |
| 10 |
2,849.50 |
2,773.75 |
75.75 |
2.7% |
20.50 |
0.7% |
89% |
True |
False |
1,035,339 |
| 20 |
2,849.50 |
2,693.25 |
156.25 |
5.5% |
25.00 |
0.9% |
95% |
True |
False |
1,179,180 |
| 40 |
2,849.50 |
2,690.00 |
159.50 |
5.6% |
25.75 |
0.9% |
95% |
True |
False |
1,080,360 |
| 60 |
2,849.50 |
2,595.75 |
253.75 |
8.9% |
26.75 |
0.9% |
97% |
True |
False |
723,614 |
| 80 |
2,849.50 |
2,563.50 |
286.00 |
10.1% |
30.25 |
1.1% |
97% |
True |
False |
545,028 |
| 100 |
2,849.50 |
2,556.75 |
292.75 |
10.3% |
33.75 |
1.2% |
97% |
True |
False |
437,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,000.50 |
|
2.618 |
2,942.50 |
|
1.618 |
2,907.00 |
|
1.000 |
2,885.00 |
|
0.618 |
2,871.50 |
|
HIGH |
2,849.50 |
|
0.618 |
2,836.00 |
|
0.500 |
2,831.75 |
|
0.382 |
2,827.50 |
|
LOW |
2,814.00 |
|
0.618 |
2,792.00 |
|
1.000 |
2,778.50 |
|
1.618 |
2,756.50 |
|
2.618 |
2,721.00 |
|
4.250 |
2,663.00 |
|
|
| Fisher Pivots for day following 25-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,838.00 |
2,834.50 |
| PP |
2,835.00 |
2,827.75 |
| S1 |
2,831.75 |
2,821.00 |
|