| Trading Metrics calculated at close of trading on 18-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2018 |
18-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
12,560.0 |
12,709.0 |
149.0 |
1.2% |
12,550.0 |
| High |
12,723.5 |
12,769.5 |
46.0 |
0.4% |
12,630.0 |
| Low |
12,508.5 |
12,689.5 |
181.0 |
1.4% |
12,376.5 |
| Close |
12,664.0 |
12,749.5 |
85.5 |
0.7% |
12,533.0 |
| Range |
215.0 |
80.0 |
-135.0 |
-62.8% |
253.5 |
| ATR |
174.6 |
169.6 |
-4.9 |
-2.8% |
0.0 |
| Volume |
76,946 |
71,881 |
-5,065 |
-6.6% |
390,364 |
|
| Daily Pivots for day following 18-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,976.2 |
12,942.8 |
12,793.5 |
|
| R3 |
12,896.2 |
12,862.8 |
12,771.5 |
|
| R2 |
12,816.2 |
12,816.2 |
12,764.2 |
|
| R1 |
12,782.8 |
12,782.8 |
12,756.8 |
12,799.5 |
| PP |
12,736.2 |
12,736.2 |
12,736.2 |
12,744.5 |
| S1 |
12,702.8 |
12,702.8 |
12,742.2 |
12,719.5 |
| S2 |
12,656.2 |
12,656.2 |
12,734.8 |
|
| S3 |
12,576.2 |
12,622.8 |
12,727.5 |
|
| S4 |
12,496.2 |
12,542.8 |
12,705.5 |
|
|
| 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 |
12,769.5 |
12,393.0 |
376.5 |
3.0% |
119.1 |
0.9% |
95% |
True |
False |
75,864 |
| 10 |
12,769.5 |
12,294.5 |
475.0 |
3.7% |
127.0 |
1.0% |
96% |
True |
False |
76,592 |
| 20 |
12,769.5 |
12,086.5 |
683.0 |
5.4% |
164.3 |
1.3% |
97% |
True |
False |
87,329 |
| 40 |
13,186.0 |
12,086.5 |
1,099.5 |
8.6% |
175.5 |
1.4% |
60% |
False |
False |
60,818 |
| 60 |
13,186.0 |
12,086.5 |
1,099.5 |
8.6% |
154.2 |
1.2% |
60% |
False |
False |
40,589 |
| 80 |
13,186.0 |
11,719.5 |
1,466.5 |
11.5% |
155.8 |
1.2% |
70% |
False |
False |
30,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,109.5 |
|
2.618 |
12,978.9 |
|
1.618 |
12,898.9 |
|
1.000 |
12,849.5 |
|
0.618 |
12,818.9 |
|
HIGH |
12,769.5 |
|
0.618 |
12,738.9 |
|
0.500 |
12,729.5 |
|
0.382 |
12,720.1 |
|
LOW |
12,689.5 |
|
0.618 |
12,640.1 |
|
1.000 |
12,609.5 |
|
1.618 |
12,560.1 |
|
2.618 |
12,480.1 |
|
4.250 |
12,349.5 |
|
|
| Fisher Pivots for day following 18-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,742.8 |
12,709.8 |
| PP |
12,736.2 |
12,670.2 |
| S1 |
12,729.5 |
12,630.5 |
|