| Trading Metrics calculated at close of trading on 23-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2018 |
23-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
12,651.0 |
12,518.5 |
-132.5 |
-1.0% |
12,525.5 |
| High |
12,698.0 |
12,586.0 |
-112.0 |
-0.9% |
12,769.5 |
| Low |
12,454.5 |
12,477.0 |
22.5 |
0.2% |
12,454.5 |
| Close |
12,561.5 |
12,538.5 |
-23.0 |
-0.2% |
12,561.5 |
| Range |
243.5 |
109.0 |
-134.5 |
-55.2% |
315.0 |
| ATR |
170.6 |
166.2 |
-4.4 |
-2.6% |
0.0 |
| Volume |
65,268 |
93,942 |
28,674 |
43.9% |
412,911 |
|
| Daily Pivots for day following 23-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,860.8 |
12,808.7 |
12,598.5 |
|
| R3 |
12,751.8 |
12,699.7 |
12,568.5 |
|
| R2 |
12,642.8 |
12,642.8 |
12,558.5 |
|
| R1 |
12,590.7 |
12,590.7 |
12,548.5 |
12,616.8 |
| PP |
12,533.8 |
12,533.8 |
12,533.8 |
12,546.9 |
| S1 |
12,481.7 |
12,481.7 |
12,528.5 |
12,507.8 |
| S2 |
12,424.8 |
12,424.8 |
12,518.5 |
|
| S3 |
12,315.8 |
12,372.7 |
12,508.5 |
|
| S4 |
12,206.8 |
12,263.7 |
12,478.6 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,540.2 |
13,365.8 |
12,734.8 |
|
| R3 |
13,225.2 |
13,050.8 |
12,648.1 |
|
| R2 |
12,910.2 |
12,910.2 |
12,619.3 |
|
| R1 |
12,735.8 |
12,735.8 |
12,590.4 |
12,823.0 |
| PP |
12,595.2 |
12,595.2 |
12,595.2 |
12,638.8 |
| S1 |
12,420.8 |
12,420.8 |
12,532.6 |
12,508.0 |
| S2 |
12,280.2 |
12,280.2 |
12,503.8 |
|
| S3 |
11,965.2 |
12,105.8 |
12,474.9 |
|
| S4 |
11,650.2 |
11,790.8 |
12,388.3 |
|
|
| 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 |
12,454.5 |
315.0 |
2.5% |
150.3 |
1.2% |
27% |
False |
False |
83,342 |
| 10 |
12,769.5 |
12,376.5 |
393.0 |
3.1% |
129.8 |
1.0% |
41% |
False |
False |
82,336 |
| 20 |
12,769.5 |
12,086.5 |
683.0 |
5.4% |
162.4 |
1.3% |
66% |
False |
False |
84,924 |
| 40 |
13,170.0 |
12,086.5 |
1,083.5 |
8.6% |
173.5 |
1.4% |
42% |
False |
False |
67,487 |
| 60 |
13,186.0 |
12,086.5 |
1,099.5 |
8.8% |
154.1 |
1.2% |
41% |
False |
False |
45,048 |
| 80 |
13,186.0 |
11,719.5 |
1,466.5 |
11.7% |
154.0 |
1.2% |
56% |
False |
False |
33,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,049.3 |
|
2.618 |
12,871.4 |
|
1.618 |
12,762.4 |
|
1.000 |
12,695.0 |
|
0.618 |
12,653.4 |
|
HIGH |
12,586.0 |
|
0.618 |
12,544.4 |
|
0.500 |
12,531.5 |
|
0.382 |
12,518.6 |
|
LOW |
12,477.0 |
|
0.618 |
12,409.6 |
|
1.000 |
12,368.0 |
|
1.618 |
12,300.6 |
|
2.618 |
12,191.6 |
|
4.250 |
12,013.8 |
|
|
| Fisher Pivots for day following 23-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,536.2 |
12,603.3 |
| PP |
12,533.8 |
12,581.7 |
| S1 |
12,531.5 |
12,560.1 |
|