| Trading Metrics calculated at close of trading on 27-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2018 |
27-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
12,675.5 |
12,822.5 |
147.0 |
1.2% |
12,518.5 |
| High |
12,826.0 |
12,880.5 |
54.5 |
0.4% |
12,880.5 |
| Low |
12,670.0 |
12,783.5 |
113.5 |
0.9% |
12,477.0 |
| Close |
12,809.5 |
12,865.0 |
55.5 |
0.4% |
12,865.0 |
| Range |
156.0 |
97.0 |
-59.0 |
-37.8% |
403.5 |
| ATR |
179.7 |
173.8 |
-5.9 |
-3.3% |
0.0 |
| Volume |
75,807 |
58,334 |
-17,473 |
-23.0% |
420,766 |
|
| Daily Pivots for day following 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,134.0 |
13,096.5 |
12,918.4 |
|
| R3 |
13,037.0 |
12,999.5 |
12,891.7 |
|
| R2 |
12,940.0 |
12,940.0 |
12,882.8 |
|
| R1 |
12,902.5 |
12,902.5 |
12,873.9 |
12,921.3 |
| PP |
12,843.0 |
12,843.0 |
12,843.0 |
12,852.4 |
| S1 |
12,805.5 |
12,805.5 |
12,856.1 |
12,824.3 |
| S2 |
12,746.0 |
12,746.0 |
12,847.2 |
|
| S3 |
12,649.0 |
12,708.5 |
12,838.3 |
|
| S4 |
12,552.0 |
12,611.5 |
12,811.7 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,951.3 |
13,811.7 |
13,086.9 |
|
| R3 |
13,547.8 |
13,408.2 |
12,976.0 |
|
| R2 |
13,144.3 |
13,144.3 |
12,939.0 |
|
| R1 |
13,004.7 |
13,004.7 |
12,902.0 |
13,074.5 |
| PP |
12,740.8 |
12,740.8 |
12,740.8 |
12,775.8 |
| S1 |
12,601.2 |
12,601.2 |
12,828.0 |
12,671.0 |
| S2 |
12,337.3 |
12,337.3 |
12,791.0 |
|
| S3 |
11,933.8 |
12,197.7 |
12,754.0 |
|
| S4 |
11,530.3 |
11,794.2 |
12,643.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,880.5 |
12,477.0 |
403.5 |
3.1% |
149.9 |
1.2% |
96% |
True |
False |
84,153 |
| 10 |
12,880.5 |
12,454.5 |
426.0 |
3.3% |
149.4 |
1.2% |
96% |
True |
False |
83,367 |
| 20 |
12,880.5 |
12,115.0 |
765.5 |
6.0% |
141.5 |
1.1% |
98% |
True |
False |
78,720 |
| 40 |
13,170.0 |
12,086.5 |
1,083.5 |
8.4% |
170.2 |
1.3% |
72% |
False |
False |
75,594 |
| 60 |
13,186.0 |
12,086.5 |
1,099.5 |
8.5% |
157.1 |
1.2% |
71% |
False |
False |
50,488 |
| 80 |
13,186.0 |
11,798.0 |
1,388.0 |
10.8% |
151.6 |
1.2% |
77% |
False |
False |
37,890 |
| 100 |
13,186.0 |
11,719.5 |
1,466.5 |
11.4% |
157.1 |
1.2% |
78% |
False |
False |
30,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,292.8 |
|
2.618 |
13,134.4 |
|
1.618 |
13,037.4 |
|
1.000 |
12,977.5 |
|
0.618 |
12,940.4 |
|
HIGH |
12,880.5 |
|
0.618 |
12,843.4 |
|
0.500 |
12,832.0 |
|
0.382 |
12,820.6 |
|
LOW |
12,783.5 |
|
0.618 |
12,723.6 |
|
1.000 |
12,686.5 |
|
1.618 |
12,626.6 |
|
2.618 |
12,529.6 |
|
4.250 |
12,371.3 |
|
|
| Fisher Pivots for day following 27-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,854.0 |
12,810.8 |
| PP |
12,843.0 |
12,756.7 |
| S1 |
12,832.0 |
12,702.5 |
|