| Trading Metrics calculated at close of trading on 17-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2018 |
17-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
12,525.5 |
12,560.0 |
34.5 |
0.3% |
12,550.0 |
| High |
12,593.5 |
12,723.5 |
130.0 |
1.0% |
12,630.0 |
| Low |
12,491.5 |
12,508.5 |
17.0 |
0.1% |
12,376.5 |
| Close |
12,561.5 |
12,664.0 |
102.5 |
0.8% |
12,533.0 |
| Range |
102.0 |
215.0 |
113.0 |
110.8% |
253.5 |
| ATR |
171.5 |
174.6 |
3.1 |
1.8% |
0.0 |
| Volume |
90,142 |
76,946 |
-13,196 |
-14.6% |
390,364 |
|
| Daily Pivots for day following 17-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,277.0 |
13,185.5 |
12,782.3 |
|
| R3 |
13,062.0 |
12,970.5 |
12,723.1 |
|
| R2 |
12,847.0 |
12,847.0 |
12,703.4 |
|
| R1 |
12,755.5 |
12,755.5 |
12,683.7 |
12,801.3 |
| PP |
12,632.0 |
12,632.0 |
12,632.0 |
12,654.9 |
| S1 |
12,540.5 |
12,540.5 |
12,644.3 |
12,586.3 |
| S2 |
12,417.0 |
12,417.0 |
12,624.6 |
|
| S3 |
12,202.0 |
12,325.5 |
12,604.9 |
|
| S4 |
11,987.0 |
12,110.5 |
12,545.8 |
|
|
| 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 |
12,723.5 |
12,376.5 |
347.0 |
2.7% |
129.6 |
1.0% |
83% |
True |
False |
77,596 |
| 10 |
12,723.5 |
12,262.0 |
461.5 |
3.6% |
134.3 |
1.1% |
87% |
True |
False |
73,831 |
| 20 |
12,749.0 |
12,086.5 |
662.5 |
5.2% |
167.7 |
1.3% |
87% |
False |
False |
87,594 |
| 40 |
13,186.0 |
12,086.5 |
1,099.5 |
8.7% |
175.4 |
1.4% |
53% |
False |
False |
59,037 |
| 60 |
13,186.0 |
12,086.5 |
1,099.5 |
8.7% |
154.2 |
1.2% |
53% |
False |
False |
39,394 |
| 80 |
13,186.0 |
11,719.5 |
1,466.5 |
11.6% |
156.5 |
1.2% |
64% |
False |
False |
29,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,637.3 |
|
2.618 |
13,286.4 |
|
1.618 |
13,071.4 |
|
1.000 |
12,938.5 |
|
0.618 |
12,856.4 |
|
HIGH |
12,723.5 |
|
0.618 |
12,641.4 |
|
0.500 |
12,616.0 |
|
0.382 |
12,590.6 |
|
LOW |
12,508.5 |
|
0.618 |
12,375.6 |
|
1.000 |
12,293.5 |
|
1.618 |
12,160.6 |
|
2.618 |
11,945.6 |
|
4.250 |
11,594.8 |
|
|
| Fisher Pivots for day following 17-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,648.0 |
12,643.9 |
| PP |
12,632.0 |
12,623.8 |
| S1 |
12,616.0 |
12,603.8 |
|