| Trading Metrics calculated at close of trading on 26-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2018 |
26-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,819.25 |
2,835.25 |
16.00 |
0.6% |
2,804.75 |
| High |
2,849.50 |
2,846.50 |
-3.00 |
-0.1% |
2,818.25 |
| Low |
2,814.00 |
2,833.25 |
19.25 |
0.7% |
2,789.75 |
| Close |
2,841.25 |
2,842.50 |
1.25 |
0.0% |
2,800.75 |
| Range |
35.50 |
13.25 |
-22.25 |
-62.7% |
28.50 |
| ATR |
24.96 |
24.12 |
-0.84 |
-3.4% |
0.00 |
| Volume |
1,302,896 |
1,039,552 |
-263,344 |
-20.2% |
4,817,602 |
|
| Daily Pivots for day following 26-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,880.50 |
2,874.75 |
2,849.75 |
|
| R3 |
2,867.25 |
2,861.50 |
2,846.25 |
|
| R2 |
2,854.00 |
2,854.00 |
2,845.00 |
|
| R1 |
2,848.25 |
2,848.25 |
2,843.75 |
2,851.00 |
| PP |
2,840.75 |
2,840.75 |
2,840.75 |
2,842.25 |
| S1 |
2,835.00 |
2,835.00 |
2,841.25 |
2,838.00 |
| S2 |
2,827.50 |
2,827.50 |
2,840.00 |
|
| S3 |
2,814.25 |
2,821.75 |
2,838.75 |
|
| S4 |
2,801.00 |
2,808.50 |
2,835.25 |
|
|
| 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% |
21.50 |
0.8% |
88% |
False |
False |
1,103,256 |
| 10 |
2,849.50 |
2,789.75 |
59.75 |
2.1% |
19.00 |
0.7% |
88% |
False |
False |
1,027,252 |
| 20 |
2,849.50 |
2,693.25 |
156.25 |
5.5% |
23.50 |
0.8% |
96% |
False |
False |
1,125,273 |
| 40 |
2,849.50 |
2,693.25 |
156.25 |
5.5% |
25.00 |
0.9% |
96% |
False |
False |
1,105,707 |
| 60 |
2,849.50 |
2,595.75 |
253.75 |
8.9% |
26.50 |
0.9% |
97% |
False |
False |
740,883 |
| 80 |
2,849.50 |
2,563.50 |
286.00 |
10.1% |
30.00 |
1.1% |
98% |
False |
False |
557,770 |
| 100 |
2,849.50 |
2,556.75 |
292.75 |
10.3% |
33.25 |
1.2% |
98% |
False |
False |
447,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,902.75 |
|
2.618 |
2,881.25 |
|
1.618 |
2,868.00 |
|
1.000 |
2,859.75 |
|
0.618 |
2,854.75 |
|
HIGH |
2,846.50 |
|
0.618 |
2,841.50 |
|
0.500 |
2,840.00 |
|
0.382 |
2,838.25 |
|
LOW |
2,833.25 |
|
0.618 |
2,825.00 |
|
1.000 |
2,820.00 |
|
1.618 |
2,811.75 |
|
2.618 |
2,798.50 |
|
4.250 |
2,777.00 |
|
|
| Fisher Pivots for day following 26-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,841.50 |
2,838.25 |
| PP |
2,840.75 |
2,834.00 |
| S1 |
2,840.00 |
2,830.00 |
|