| Trading Metrics calculated at close of trading on 31-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2018 |
31-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,816.00 |
2,805.50 |
-10.50 |
-0.4% |
2,805.25 |
| High |
2,821.75 |
2,827.75 |
6.00 |
0.2% |
2,849.50 |
| Low |
2,798.25 |
2,802.75 |
4.50 |
0.2% |
2,792.50 |
| Close |
2,803.25 |
2,817.00 |
13.75 |
0.5% |
2,817.50 |
| Range |
23.50 |
25.00 |
1.50 |
6.4% |
57.00 |
| ATR |
25.02 |
25.01 |
0.00 |
0.0% |
0.00 |
| Volume |
1,169,457 |
1,366,896 |
197,439 |
16.9% |
5,994,673 |
|
| Daily Pivots for day following 31-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,890.75 |
2,879.00 |
2,830.75 |
|
| R3 |
2,865.75 |
2,854.00 |
2,824.00 |
|
| R2 |
2,840.75 |
2,840.75 |
2,821.50 |
|
| R1 |
2,829.00 |
2,829.00 |
2,819.25 |
2,835.00 |
| PP |
2,815.75 |
2,815.75 |
2,815.75 |
2,818.75 |
| S1 |
2,804.00 |
2,804.00 |
2,814.75 |
2,810.00 |
| S2 |
2,790.75 |
2,790.75 |
2,812.50 |
|
| S3 |
2,765.75 |
2,779.00 |
2,810.00 |
|
| S4 |
2,740.75 |
2,754.00 |
2,803.25 |
|
|
| 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% |
27.00 |
1.0% |
37% |
False |
False |
1,274,171 |
| 10 |
2,849.50 |
2,792.50 |
57.00 |
2.0% |
22.25 |
0.8% |
43% |
False |
False |
1,148,785 |
| 20 |
2,849.50 |
2,710.75 |
138.75 |
4.9% |
23.25 |
0.8% |
77% |
False |
False |
1,100,005 |
| 40 |
2,849.50 |
2,693.25 |
156.25 |
5.5% |
25.25 |
0.9% |
79% |
False |
False |
1,203,987 |
| 60 |
2,849.50 |
2,656.75 |
192.75 |
6.8% |
25.50 |
0.9% |
83% |
False |
False |
807,531 |
| 80 |
2,849.50 |
2,595.75 |
253.75 |
9.0% |
28.50 |
1.0% |
87% |
False |
False |
607,722 |
| 100 |
2,849.50 |
2,556.75 |
292.75 |
10.4% |
33.25 |
1.2% |
89% |
False |
False |
487,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,934.00 |
|
2.618 |
2,893.25 |
|
1.618 |
2,868.25 |
|
1.000 |
2,852.75 |
|
0.618 |
2,843.25 |
|
HIGH |
2,827.75 |
|
0.618 |
2,818.25 |
|
0.500 |
2,815.25 |
|
0.382 |
2,812.25 |
|
LOW |
2,802.75 |
|
0.618 |
2,787.25 |
|
1.000 |
2,777.75 |
|
1.618 |
2,762.25 |
|
2.618 |
2,737.25 |
|
4.250 |
2,696.50 |
|
|
| Fisher Pivots for day following 31-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,816.50 |
2,822.50 |
| PP |
2,815.75 |
2,820.75 |
| S1 |
2,815.25 |
2,819.00 |
|