| Trading Metrics calculated at close of trading on 16-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2018 |
16-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
12,525.0 |
12,525.5 |
0.5 |
0.0% |
12,550.0 |
| High |
12,572.5 |
12,593.5 |
21.0 |
0.2% |
12,630.0 |
| Low |
12,484.0 |
12,491.5 |
7.5 |
0.1% |
12,376.5 |
| Close |
12,533.0 |
12,561.5 |
28.5 |
0.2% |
12,533.0 |
| Range |
88.5 |
102.0 |
13.5 |
15.3% |
253.5 |
| ATR |
176.8 |
171.5 |
-5.3 |
-3.0% |
0.0 |
| Volume |
69,953 |
90,142 |
20,189 |
28.9% |
390,364 |
|
| Daily Pivots for day following 16-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,854.8 |
12,810.2 |
12,617.6 |
|
| R3 |
12,752.8 |
12,708.2 |
12,589.6 |
|
| R2 |
12,650.8 |
12,650.8 |
12,580.2 |
|
| R1 |
12,606.2 |
12,606.2 |
12,570.9 |
12,628.5 |
| PP |
12,548.8 |
12,548.8 |
12,548.8 |
12,560.0 |
| S1 |
12,504.2 |
12,504.2 |
12,552.2 |
12,526.5 |
| S2 |
12,446.8 |
12,446.8 |
12,542.8 |
|
| S3 |
12,344.8 |
12,402.2 |
12,533.5 |
|
| S4 |
12,242.8 |
12,300.2 |
12,505.4 |
|
|
| 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% |
109.3 |
0.9% |
73% |
False |
False |
81,330 |
| 10 |
12,630.0 |
12,115.0 |
515.0 |
4.1% |
130.8 |
1.0% |
87% |
False |
False |
74,470 |
| 20 |
12,999.0 |
12,086.5 |
912.5 |
7.3% |
168.7 |
1.3% |
52% |
False |
False |
89,335 |
| 40 |
13,186.0 |
12,086.5 |
1,099.5 |
8.8% |
173.3 |
1.4% |
43% |
False |
False |
57,117 |
| 60 |
13,186.0 |
12,086.5 |
1,099.5 |
8.8% |
152.0 |
1.2% |
43% |
False |
False |
38,112 |
| 80 |
13,186.0 |
11,719.5 |
1,466.5 |
11.7% |
156.1 |
1.2% |
57% |
False |
False |
28,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,027.0 |
|
2.618 |
12,860.5 |
|
1.618 |
12,758.5 |
|
1.000 |
12,695.5 |
|
0.618 |
12,656.5 |
|
HIGH |
12,593.5 |
|
0.618 |
12,554.5 |
|
0.500 |
12,542.5 |
|
0.382 |
12,530.5 |
|
LOW |
12,491.5 |
|
0.618 |
12,428.5 |
|
1.000 |
12,389.5 |
|
1.618 |
12,326.5 |
|
2.618 |
12,224.5 |
|
4.250 |
12,058.0 |
|
|
| Fisher Pivots for day following 16-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,555.2 |
12,538.8 |
| PP |
12,548.8 |
12,516.0 |
| S1 |
12,542.5 |
12,493.3 |
|