| Trading Metrics calculated at close of trading on 30-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2018 |
30-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,840.25 |
2,816.00 |
-24.25 |
-0.9% |
2,805.25 |
| High |
2,847.00 |
2,821.75 |
-25.25 |
-0.9% |
2,849.50 |
| Low |
2,808.75 |
2,798.25 |
-10.50 |
-0.4% |
2,792.50 |
| Close |
2,817.50 |
2,803.25 |
-14.25 |
-0.5% |
2,817.50 |
| Range |
38.25 |
23.50 |
-14.75 |
-38.6% |
57.00 |
| ATR |
25.13 |
25.02 |
-0.12 |
-0.5% |
0.00 |
| Volume |
1,492,056 |
1,169,457 |
-322,599 |
-21.6% |
5,994,673 |
|
| Daily Pivots for day following 30-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,878.25 |
2,864.25 |
2,816.25 |
|
| R3 |
2,854.75 |
2,840.75 |
2,809.75 |
|
| R2 |
2,831.25 |
2,831.25 |
2,807.50 |
|
| R1 |
2,817.25 |
2,817.25 |
2,805.50 |
2,812.50 |
| PP |
2,807.75 |
2,807.75 |
2,807.75 |
2,805.50 |
| S1 |
2,793.75 |
2,793.75 |
2,801.00 |
2,789.00 |
| S2 |
2,784.25 |
2,784.25 |
2,799.00 |
|
| S3 |
2,760.75 |
2,770.25 |
2,796.75 |
|
| S4 |
2,737.25 |
2,746.75 |
2,790.25 |
|
|
| 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 |
2,798.25 |
51.25 |
1.8% |
26.25 |
0.9% |
10% |
False |
True |
1,270,329 |
| 10 |
2,849.50 |
2,789.75 |
59.75 |
2.1% |
22.50 |
0.8% |
23% |
False |
False |
1,118,012 |
| 20 |
2,849.50 |
2,698.50 |
151.00 |
5.4% |
23.50 |
0.8% |
69% |
False |
False |
1,092,321 |
| 40 |
2,849.50 |
2,693.25 |
156.25 |
5.6% |
25.25 |
0.9% |
70% |
False |
False |
1,170,755 |
| 60 |
2,849.50 |
2,616.50 |
233.00 |
8.3% |
26.25 |
0.9% |
80% |
False |
False |
784,852 |
| 80 |
2,849.50 |
2,588.25 |
261.25 |
9.3% |
29.25 |
1.0% |
82% |
False |
False |
590,812 |
| 100 |
2,849.50 |
2,556.75 |
292.75 |
10.4% |
33.25 |
1.2% |
84% |
False |
False |
474,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,921.50 |
|
2.618 |
2,883.25 |
|
1.618 |
2,859.75 |
|
1.000 |
2,845.25 |
|
0.618 |
2,836.25 |
|
HIGH |
2,821.75 |
|
0.618 |
2,812.75 |
|
0.500 |
2,810.00 |
|
0.382 |
2,807.25 |
|
LOW |
2,798.25 |
|
0.618 |
2,783.75 |
|
1.000 |
2,774.75 |
|
1.618 |
2,760.25 |
|
2.618 |
2,736.75 |
|
4.250 |
2,698.50 |
|
|
| Fisher Pivots for day following 30-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,810.00 |
2,822.50 |
| PP |
2,807.75 |
2,816.25 |
| S1 |
2,805.50 |
2,809.75 |
|