| Trading Metrics calculated at close of trading on 27-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2018 |
27-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,835.25 |
2,840.25 |
5.00 |
0.2% |
2,805.25 |
| High |
2,846.50 |
2,847.00 |
0.50 |
0.0% |
2,849.50 |
| Low |
2,833.25 |
2,808.75 |
-24.50 |
-0.9% |
2,792.50 |
| Close |
2,842.50 |
2,817.50 |
-25.00 |
-0.9% |
2,817.50 |
| Range |
13.25 |
38.25 |
25.00 |
188.7% |
57.00 |
| ATR |
24.12 |
25.13 |
1.01 |
4.2% |
0.00 |
| Volume |
1,039,552 |
1,492,056 |
452,504 |
43.5% |
5,994,673 |
|
| Daily Pivots for day following 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,939.25 |
2,916.50 |
2,838.50 |
|
| R3 |
2,901.00 |
2,878.25 |
2,828.00 |
|
| R2 |
2,862.75 |
2,862.75 |
2,824.50 |
|
| R1 |
2,840.00 |
2,840.00 |
2,821.00 |
2,832.25 |
| PP |
2,824.50 |
2,824.50 |
2,824.50 |
2,820.50 |
| S1 |
2,801.75 |
2,801.75 |
2,814.00 |
2,794.00 |
| S2 |
2,786.25 |
2,786.25 |
2,810.50 |
|
| S3 |
2,748.00 |
2,763.50 |
2,807.00 |
|
| S4 |
2,709.75 |
2,725.25 |
2,796.50 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,990.75 |
2,961.25 |
2,848.75 |
|
| R3 |
2,933.75 |
2,904.25 |
2,833.25 |
|
| R2 |
2,876.75 |
2,876.75 |
2,828.00 |
|
| R1 |
2,847.25 |
2,847.25 |
2,822.75 |
2,862.00 |
| PP |
2,819.75 |
2,819.75 |
2,819.75 |
2,827.25 |
| S1 |
2,790.25 |
2,790.25 |
2,812.25 |
2,805.00 |
| S2 |
2,762.75 |
2,762.75 |
2,807.00 |
|
| S3 |
2,705.75 |
2,733.25 |
2,801.75 |
|
| S4 |
2,648.75 |
2,676.25 |
2,786.25 |
|
|
| 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% |
25.50 |
0.9% |
44% |
False |
False |
1,198,934 |
| 10 |
2,849.50 |
2,789.75 |
59.75 |
2.1% |
21.50 |
0.8% |
46% |
False |
False |
1,081,227 |
| 20 |
2,849.50 |
2,698.50 |
151.00 |
5.4% |
23.75 |
0.8% |
79% |
False |
False |
1,115,942 |
| 40 |
2,849.50 |
2,693.25 |
156.25 |
5.5% |
25.25 |
0.9% |
80% |
False |
False |
1,142,170 |
| 60 |
2,849.50 |
2,595.75 |
253.75 |
9.0% |
26.50 |
0.9% |
87% |
False |
False |
765,652 |
| 80 |
2,849.50 |
2,588.25 |
261.25 |
9.3% |
29.25 |
1.0% |
88% |
False |
False |
576,317 |
| 100 |
2,849.50 |
2,556.75 |
292.75 |
10.4% |
33.25 |
1.2% |
89% |
False |
False |
462,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,009.50 |
|
2.618 |
2,947.25 |
|
1.618 |
2,909.00 |
|
1.000 |
2,885.25 |
|
0.618 |
2,870.75 |
|
HIGH |
2,847.00 |
|
0.618 |
2,832.50 |
|
0.500 |
2,828.00 |
|
0.382 |
2,823.25 |
|
LOW |
2,808.75 |
|
0.618 |
2,785.00 |
|
1.000 |
2,770.50 |
|
1.618 |
2,746.75 |
|
2.618 |
2,708.50 |
|
4.250 |
2,646.25 |
|
|
| Fisher Pivots for day following 27-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,828.00 |
2,829.00 |
| PP |
2,824.50 |
2,825.25 |
| S1 |
2,821.00 |
2,821.50 |
|