| Trading Metrics calculated at close of trading on 13-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2018 |
13-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,780.50 |
2,802.00 |
21.50 |
0.8% |
2,765.50 |
| High |
2,804.75 |
2,810.50 |
5.75 |
0.2% |
2,810.50 |
| Low |
2,778.00 |
2,796.75 |
18.75 |
0.7% |
2,765.50 |
| Close |
2,802.25 |
2,807.00 |
4.75 |
0.2% |
2,807.00 |
| Range |
26.75 |
13.75 |
-13.00 |
-48.6% |
45.00 |
| ATR |
28.66 |
27.60 |
-1.07 |
-3.7% |
0.00 |
| Volume |
1,879 |
1,400 |
-479 |
-25.5% |
12,571 |
|
| Daily Pivots for day following 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,846.00 |
2,840.25 |
2,814.50 |
|
| R3 |
2,832.25 |
2,826.50 |
2,810.75 |
|
| R2 |
2,818.50 |
2,818.50 |
2,809.50 |
|
| R1 |
2,812.75 |
2,812.75 |
2,808.25 |
2,815.50 |
| PP |
2,804.75 |
2,804.75 |
2,804.75 |
2,806.25 |
| S1 |
2,799.00 |
2,799.00 |
2,805.75 |
2,802.00 |
| S2 |
2,791.00 |
2,791.00 |
2,804.50 |
|
| S3 |
2,777.25 |
2,785.25 |
2,803.25 |
|
| S4 |
2,763.50 |
2,771.50 |
2,799.50 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,929.25 |
2,913.25 |
2,831.75 |
|
| R3 |
2,884.25 |
2,868.25 |
2,819.50 |
|
| R2 |
2,839.25 |
2,839.25 |
2,815.25 |
|
| R1 |
2,823.25 |
2,823.25 |
2,811.00 |
2,831.25 |
| PP |
2,794.25 |
2,794.25 |
2,794.25 |
2,798.50 |
| S1 |
2,778.25 |
2,778.25 |
2,803.00 |
2,786.25 |
| S2 |
2,749.25 |
2,749.25 |
2,798.75 |
|
| S3 |
2,704.25 |
2,733.25 |
2,794.50 |
|
| S4 |
2,659.25 |
2,688.25 |
2,782.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,810.50 |
2,765.50 |
45.00 |
1.6% |
21.00 |
0.7% |
92% |
True |
False |
2,514 |
| 10 |
2,810.50 |
2,702.25 |
108.25 |
3.9% |
25.50 |
0.9% |
97% |
True |
False |
2,206 |
| 20 |
2,810.50 |
2,696.75 |
113.75 |
4.1% |
29.00 |
1.0% |
97% |
True |
False |
2,748 |
| 40 |
2,810.50 |
2,683.00 |
127.50 |
4.5% |
26.50 |
0.9% |
97% |
True |
False |
1,900 |
| 60 |
2,810.50 |
2,599.50 |
211.00 |
7.5% |
28.25 |
1.0% |
98% |
True |
False |
1,522 |
| 80 |
2,810.50 |
2,561.75 |
248.75 |
8.9% |
33.75 |
1.2% |
99% |
True |
False |
1,504 |
| 100 |
2,818.00 |
2,561.75 |
256.25 |
9.1% |
34.00 |
1.2% |
96% |
False |
False |
1,232 |
| 120 |
2,894.75 |
2,546.25 |
348.50 |
12.4% |
37.00 |
1.3% |
75% |
False |
False |
1,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,869.00 |
|
2.618 |
2,846.50 |
|
1.618 |
2,832.75 |
|
1.000 |
2,824.25 |
|
0.618 |
2,819.00 |
|
HIGH |
2,810.50 |
|
0.618 |
2,805.25 |
|
0.500 |
2,803.50 |
|
0.382 |
2,802.00 |
|
LOW |
2,796.75 |
|
0.618 |
2,788.25 |
|
1.000 |
2,783.00 |
|
1.618 |
2,774.50 |
|
2.618 |
2,760.75 |
|
4.250 |
2,738.25 |
|
|
| Fisher Pivots for day following 13-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,806.00 |
2,801.50 |
| PP |
2,804.75 |
2,795.75 |
| S1 |
2,803.50 |
2,790.00 |
|