| Trading Metrics calculated at close of trading on 13-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2018 |
13-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
12,450.0 |
12,525.0 |
75.0 |
0.6% |
12,550.0 |
| High |
12,503.0 |
12,572.5 |
69.5 |
0.6% |
12,630.0 |
| Low |
12,393.0 |
12,484.0 |
91.0 |
0.7% |
12,376.5 |
| Close |
12,478.5 |
12,533.0 |
54.5 |
0.4% |
12,533.0 |
| Range |
110.0 |
88.5 |
-21.5 |
-19.5% |
253.5 |
| ATR |
183.2 |
176.8 |
-6.4 |
-3.5% |
0.0 |
| Volume |
70,401 |
69,953 |
-448 |
-0.6% |
390,364 |
|
| Daily Pivots for day following 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,795.3 |
12,752.7 |
12,581.7 |
|
| R3 |
12,706.8 |
12,664.2 |
12,557.3 |
|
| R2 |
12,618.3 |
12,618.3 |
12,549.2 |
|
| R1 |
12,575.7 |
12,575.7 |
12,541.1 |
12,597.0 |
| PP |
12,529.8 |
12,529.8 |
12,529.8 |
12,540.5 |
| S1 |
12,487.2 |
12,487.2 |
12,524.9 |
12,508.5 |
| S2 |
12,441.3 |
12,441.3 |
12,516.8 |
|
| S3 |
12,352.8 |
12,398.7 |
12,508.7 |
|
| S4 |
12,264.3 |
12,310.2 |
12,484.3 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,273.7 |
13,156.8 |
12,672.4 |
|
| R3 |
13,020.2 |
12,903.3 |
12,602.7 |
|
| R2 |
12,766.7 |
12,766.7 |
12,579.5 |
|
| R1 |
12,649.8 |
12,649.8 |
12,556.2 |
12,581.5 |
| PP |
12,513.2 |
12,513.2 |
12,513.2 |
12,479.0 |
| S1 |
12,396.3 |
12,396.3 |
12,509.8 |
12,328.0 |
| S2 |
12,259.7 |
12,259.7 |
12,486.5 |
|
| S3 |
12,006.2 |
12,142.8 |
12,463.3 |
|
| S4 |
11,752.7 |
11,889.3 |
12,393.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,630.0 |
12,376.5 |
253.5 |
2.0% |
106.0 |
0.8% |
62% |
False |
False |
78,072 |
| 10 |
12,630.0 |
12,115.0 |
515.0 |
4.1% |
133.7 |
1.1% |
81% |
False |
False |
74,073 |
| 20 |
13,155.5 |
12,086.5 |
1,069.0 |
8.5% |
172.1 |
1.4% |
42% |
False |
False |
89,370 |
| 40 |
13,186.0 |
12,086.5 |
1,099.5 |
8.8% |
172.2 |
1.4% |
41% |
False |
False |
54,865 |
| 60 |
13,186.0 |
12,086.5 |
1,099.5 |
8.8% |
153.3 |
1.2% |
41% |
False |
False |
36,611 |
| 80 |
13,186.0 |
11,719.5 |
1,466.5 |
11.7% |
156.1 |
1.2% |
55% |
False |
False |
27,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,948.6 |
|
2.618 |
12,804.2 |
|
1.618 |
12,715.7 |
|
1.000 |
12,661.0 |
|
0.618 |
12,627.2 |
|
HIGH |
12,572.5 |
|
0.618 |
12,538.7 |
|
0.500 |
12,528.3 |
|
0.382 |
12,517.8 |
|
LOW |
12,484.0 |
|
0.618 |
12,429.3 |
|
1.000 |
12,395.5 |
|
1.618 |
12,340.8 |
|
2.618 |
12,252.3 |
|
4.250 |
12,107.9 |
|
|
| Fisher Pivots for day following 13-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,531.4 |
12,513.5 |
| PP |
12,529.8 |
12,494.0 |
| S1 |
12,528.3 |
12,474.5 |
|