| Trading Metrics calculated at close of trading on 24-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2018 |
24-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
12,518.5 |
12,606.0 |
87.5 |
0.7% |
12,525.5 |
| High |
12,586.0 |
12,746.5 |
160.5 |
1.3% |
12,769.5 |
| Low |
12,477.0 |
12,571.5 |
94.5 |
0.8% |
12,454.5 |
| Close |
12,538.5 |
12,694.0 |
155.5 |
1.2% |
12,561.5 |
| Range |
109.0 |
175.0 |
66.0 |
60.6% |
315.0 |
| ATR |
166.2 |
169.1 |
3.0 |
1.8% |
0.0 |
| Volume |
93,942 |
89,247 |
-4,695 |
-5.0% |
412,911 |
|
| Daily Pivots for day following 24-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,195.7 |
13,119.8 |
12,790.3 |
|
| R3 |
13,020.7 |
12,944.8 |
12,742.1 |
|
| R2 |
12,845.7 |
12,845.7 |
12,726.1 |
|
| R1 |
12,769.8 |
12,769.8 |
12,710.0 |
12,807.8 |
| PP |
12,670.7 |
12,670.7 |
12,670.7 |
12,689.6 |
| S1 |
12,594.8 |
12,594.8 |
12,678.0 |
12,632.8 |
| S2 |
12,495.7 |
12,495.7 |
12,661.9 |
|
| S3 |
12,320.7 |
12,419.8 |
12,645.9 |
|
| S4 |
12,145.7 |
12,244.8 |
12,597.8 |
|
|
| 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% |
142.3 |
1.1% |
76% |
False |
False |
85,802 |
| 10 |
12,769.5 |
12,376.5 |
393.0 |
3.1% |
136.0 |
1.1% |
81% |
False |
False |
81,699 |
| 20 |
12,769.5 |
12,086.5 |
683.0 |
5.4% |
156.7 |
1.2% |
89% |
False |
False |
84,464 |
| 40 |
13,170.0 |
12,086.5 |
1,083.5 |
8.5% |
174.6 |
1.4% |
56% |
False |
False |
69,714 |
| 60 |
13,186.0 |
12,086.5 |
1,099.5 |
8.7% |
154.9 |
1.2% |
55% |
False |
False |
46,534 |
| 80 |
13,186.0 |
11,770.5 |
1,415.5 |
11.2% |
153.4 |
1.2% |
65% |
False |
False |
34,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,490.3 |
|
2.618 |
13,204.7 |
|
1.618 |
13,029.7 |
|
1.000 |
12,921.5 |
|
0.618 |
12,854.7 |
|
HIGH |
12,746.5 |
|
0.618 |
12,679.7 |
|
0.500 |
12,659.0 |
|
0.382 |
12,638.4 |
|
LOW |
12,571.5 |
|
0.618 |
12,463.4 |
|
1.000 |
12,396.5 |
|
1.618 |
12,288.4 |
|
2.618 |
12,113.4 |
|
4.250 |
11,827.8 |
|
|
| Fisher Pivots for day following 24-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,682.3 |
12,662.8 |
| PP |
12,670.7 |
12,631.7 |
| S1 |
12,659.0 |
12,600.5 |
|