| Trading Metrics calculated at close of trading on 26-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2018 |
26-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1,233.3 |
1,240.8 |
7.5 |
0.6% |
1,252.3 |
| High |
1,243.4 |
1,244.6 |
1.2 |
0.1% |
1,256.1 |
| Low |
1,232.5 |
1,231.3 |
-1.2 |
-0.1% |
1,221.0 |
| Close |
1,241.0 |
1,235.3 |
-5.7 |
-0.5% |
1,240.4 |
| Range |
10.9 |
13.3 |
2.4 |
22.0% |
35.1 |
| ATR |
12.1 |
12.2 |
0.1 |
0.7% |
0.0 |
| Volume |
58,938 |
101,394 |
42,456 |
72.0% |
198,128 |
|
| Daily Pivots for day following 26-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,277.0 |
1,269.4 |
1,242.6 |
|
| R3 |
1,263.7 |
1,256.1 |
1,239.0 |
|
| R2 |
1,250.4 |
1,250.4 |
1,237.7 |
|
| R1 |
1,242.8 |
1,242.8 |
1,236.5 |
1,240.0 |
| PP |
1,237.1 |
1,237.1 |
1,237.1 |
1,235.6 |
| S1 |
1,229.5 |
1,229.5 |
1,234.1 |
1,226.7 |
| S2 |
1,223.8 |
1,223.8 |
1,232.9 |
|
| S3 |
1,210.5 |
1,216.2 |
1,231.6 |
|
| S4 |
1,197.2 |
1,202.9 |
1,228.0 |
|
|
| 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 |
1,244.7 |
1,225.3 |
19.4 |
1.6% |
13.2 |
1.1% |
52% |
False |
False |
71,501 |
| 10 |
1,259.2 |
1,221.0 |
38.2 |
3.1% |
13.1 |
1.1% |
37% |
False |
False |
54,220 |
| 20 |
1,278.2 |
1,221.0 |
57.2 |
4.6% |
12.2 |
1.0% |
25% |
False |
False |
40,141 |
| 40 |
1,325.4 |
1,221.0 |
104.4 |
8.5% |
11.2 |
0.9% |
14% |
False |
False |
23,503 |
| 60 |
1,345.0 |
1,221.0 |
124.0 |
10.0% |
11.1 |
0.9% |
12% |
False |
False |
17,416 |
| 80 |
1,388.2 |
1,221.0 |
167.2 |
13.5% |
11.7 |
0.9% |
9% |
False |
False |
14,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,301.1 |
|
2.618 |
1,279.4 |
|
1.618 |
1,266.1 |
|
1.000 |
1,257.9 |
|
0.618 |
1,252.8 |
|
HIGH |
1,244.6 |
|
0.618 |
1,239.5 |
|
0.500 |
1,238.0 |
|
0.382 |
1,236.4 |
|
LOW |
1,231.3 |
|
0.618 |
1,223.1 |
|
1.000 |
1,218.0 |
|
1.618 |
1,209.8 |
|
2.618 |
1,196.5 |
|
4.250 |
1,174.8 |
|
|
| Fisher Pivots for day following 26-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,238.0 |
1,235.8 |
| PP |
1,237.1 |
1,235.6 |
| S1 |
1,236.2 |
1,235.5 |
|