| Trading Metrics calculated at close of trading on 19-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2018 |
19-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1,237.7 |
1,237.6 |
-0.1 |
0.0% |
1,268.0 |
| High |
1,239.4 |
1,239.5 |
0.1 |
0.0% |
1,278.2 |
| Low |
1,231.4 |
1,221.0 |
-10.4 |
-0.8% |
1,247.0 |
| Close |
1,238.4 |
1,234.0 |
-4.4 |
-0.4% |
1,251.9 |
| Range |
8.0 |
18.5 |
10.5 |
131.3% |
31.2 |
| ATR |
11.3 |
11.8 |
0.5 |
4.6% |
0.0 |
| Volume |
34,290 |
65,605 |
31,315 |
91.3% |
190,732 |
|
| Daily Pivots for day following 19-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,287.0 |
1,279.0 |
1,244.2 |
|
| R3 |
1,268.5 |
1,260.5 |
1,239.1 |
|
| R2 |
1,250.0 |
1,250.0 |
1,237.4 |
|
| R1 |
1,242.0 |
1,242.0 |
1,235.7 |
1,236.8 |
| PP |
1,231.5 |
1,231.5 |
1,231.5 |
1,228.9 |
| S1 |
1,223.5 |
1,223.5 |
1,232.3 |
1,218.3 |
| S2 |
1,213.0 |
1,213.0 |
1,230.6 |
|
| S3 |
1,194.5 |
1,205.0 |
1,228.9 |
|
| S4 |
1,176.0 |
1,186.5 |
1,223.8 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,352.6 |
1,333.5 |
1,269.1 |
|
| R3 |
1,321.4 |
1,302.3 |
1,260.5 |
|
| R2 |
1,290.2 |
1,290.2 |
1,257.6 |
|
| R1 |
1,271.1 |
1,271.1 |
1,254.8 |
1,265.1 |
| PP |
1,259.0 |
1,259.0 |
1,259.0 |
1,256.0 |
| S1 |
1,239.9 |
1,239.9 |
1,249.0 |
1,233.9 |
| S2 |
1,227.8 |
1,227.8 |
1,246.2 |
|
| S3 |
1,196.6 |
1,208.7 |
1,243.3 |
|
| S4 |
1,165.4 |
1,177.5 |
1,234.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,259.2 |
1,221.0 |
38.2 |
3.1% |
13.0 |
1.1% |
34% |
False |
True |
36,940 |
| 10 |
1,278.2 |
1,221.0 |
57.2 |
4.6% |
11.7 |
0.9% |
23% |
False |
True |
34,796 |
| 20 |
1,285.9 |
1,221.0 |
64.9 |
5.3% |
11.1 |
0.9% |
20% |
False |
True |
24,035 |
| 40 |
1,325.4 |
1,221.0 |
104.4 |
8.5% |
10.9 |
0.9% |
12% |
False |
True |
15,574 |
| 60 |
1,351.2 |
1,221.0 |
130.2 |
10.6% |
11.0 |
0.9% |
10% |
False |
True |
11,693 |
| 80 |
1,388.2 |
1,221.0 |
167.2 |
13.5% |
11.8 |
1.0% |
8% |
False |
True |
9,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,318.1 |
|
2.618 |
1,287.9 |
|
1.618 |
1,269.4 |
|
1.000 |
1,258.0 |
|
0.618 |
1,250.9 |
|
HIGH |
1,239.5 |
|
0.618 |
1,232.4 |
|
0.500 |
1,230.3 |
|
0.382 |
1,228.1 |
|
LOW |
1,221.0 |
|
0.618 |
1,209.6 |
|
1.000 |
1,202.5 |
|
1.618 |
1,191.1 |
|
2.618 |
1,172.6 |
|
4.250 |
1,142.4 |
|
|
| Fisher Pivots for day following 19-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,232.8 |
1,238.4 |
| PP |
1,231.5 |
1,236.9 |
| S1 |
1,230.3 |
1,235.5 |
|