| Trading Metrics calculated at close of trading on 20-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2018 |
20-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1,237.6 |
1,233.2 |
-4.4 |
-0.4% |
1,252.3 |
| High |
1,239.5 |
1,241.8 |
2.3 |
0.2% |
1,256.1 |
| Low |
1,221.0 |
1,225.3 |
4.3 |
0.4% |
1,221.0 |
| Close |
1,234.0 |
1,240.4 |
6.4 |
0.5% |
1,240.4 |
| Range |
18.5 |
16.5 |
-2.0 |
-10.8% |
35.1 |
| ATR |
11.8 |
12.1 |
0.3 |
2.9% |
0.0 |
| Volume |
65,605 |
55,154 |
-10,451 |
-15.9% |
198,128 |
|
| Daily Pivots for day following 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,285.3 |
1,279.4 |
1,249.5 |
|
| R3 |
1,268.8 |
1,262.9 |
1,244.9 |
|
| R2 |
1,252.3 |
1,252.3 |
1,243.4 |
|
| R1 |
1,246.4 |
1,246.4 |
1,241.9 |
1,249.4 |
| PP |
1,235.8 |
1,235.8 |
1,235.8 |
1,237.3 |
| S1 |
1,229.9 |
1,229.9 |
1,238.9 |
1,232.9 |
| S2 |
1,219.3 |
1,219.3 |
1,237.4 |
|
| S3 |
1,202.8 |
1,213.4 |
1,235.9 |
|
| S4 |
1,186.3 |
1,196.9 |
1,231.3 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,344.5 |
1,327.5 |
1,259.7 |
|
| R3 |
1,309.4 |
1,292.4 |
1,250.1 |
|
| R2 |
1,274.3 |
1,274.3 |
1,246.8 |
|
| R1 |
1,257.3 |
1,257.3 |
1,243.6 |
1,248.3 |
| PP |
1,239.2 |
1,239.2 |
1,239.2 |
1,234.6 |
| S1 |
1,222.2 |
1,222.2 |
1,237.2 |
1,213.2 |
| S2 |
1,204.1 |
1,204.1 |
1,234.0 |
|
| S3 |
1,169.0 |
1,187.1 |
1,230.7 |
|
| S4 |
1,133.9 |
1,152.0 |
1,221.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,256.1 |
1,221.0 |
35.1 |
2.8% |
13.8 |
1.1% |
55% |
False |
False |
39,625 |
| 10 |
1,278.2 |
1,221.0 |
57.2 |
4.6% |
12.8 |
1.0% |
34% |
False |
False |
38,886 |
| 20 |
1,285.9 |
1,221.0 |
64.9 |
5.2% |
11.5 |
0.9% |
30% |
False |
False |
26,393 |
| 40 |
1,325.4 |
1,221.0 |
104.4 |
8.4% |
11.0 |
0.9% |
19% |
False |
False |
16,624 |
| 60 |
1,345.6 |
1,221.0 |
124.6 |
10.0% |
11.1 |
0.9% |
16% |
False |
False |
12,576 |
| 80 |
1,388.2 |
1,221.0 |
167.2 |
13.5% |
11.8 |
1.0% |
12% |
False |
False |
10,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,311.9 |
|
2.618 |
1,285.0 |
|
1.618 |
1,268.5 |
|
1.000 |
1,258.3 |
|
0.618 |
1,252.0 |
|
HIGH |
1,241.8 |
|
0.618 |
1,235.5 |
|
0.500 |
1,233.6 |
|
0.382 |
1,231.6 |
|
LOW |
1,225.3 |
|
0.618 |
1,215.1 |
|
1.000 |
1,208.8 |
|
1.618 |
1,198.6 |
|
2.618 |
1,182.1 |
|
4.250 |
1,155.2 |
|
|
| Fisher Pivots for day following 20-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,238.1 |
1,237.4 |
| PP |
1,235.8 |
1,234.4 |
| S1 |
1,233.6 |
1,231.4 |
|