| Trading Metrics calculated at close of trading on 16-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2018 |
16-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,802.00 |
2,809.00 |
7.00 |
0.2% |
2,765.50 |
| High |
2,810.50 |
2,813.00 |
2.50 |
0.1% |
2,810.50 |
| Low |
2,796.75 |
2,799.00 |
2.25 |
0.1% |
2,765.50 |
| Close |
2,807.00 |
2,800.50 |
-6.50 |
-0.2% |
2,807.00 |
| Range |
13.75 |
14.00 |
0.25 |
1.8% |
45.00 |
| ATR |
27.60 |
26.63 |
-0.97 |
-3.5% |
0.00 |
| Volume |
1,400 |
6,796 |
5,396 |
385.4% |
12,571 |
|
| Daily Pivots for day following 16-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,846.25 |
2,837.25 |
2,808.25 |
|
| R3 |
2,832.25 |
2,823.25 |
2,804.25 |
|
| R2 |
2,818.25 |
2,818.25 |
2,803.00 |
|
| R1 |
2,809.25 |
2,809.25 |
2,801.75 |
2,806.75 |
| PP |
2,804.25 |
2,804.25 |
2,804.25 |
2,803.00 |
| S1 |
2,795.25 |
2,795.25 |
2,799.25 |
2,792.75 |
| S2 |
2,790.25 |
2,790.25 |
2,798.00 |
|
| S3 |
2,776.25 |
2,781.25 |
2,796.75 |
|
| S4 |
2,762.25 |
2,767.25 |
2,792.75 |
|
|
| 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 |
2,813.00 |
2,769.75 |
43.25 |
1.5% |
18.50 |
0.7% |
71% |
True |
False |
3,447 |
| 10 |
2,813.00 |
2,702.25 |
110.75 |
4.0% |
24.00 |
0.9% |
89% |
True |
False |
2,696 |
| 20 |
2,813.00 |
2,696.75 |
116.25 |
4.2% |
28.50 |
1.0% |
89% |
True |
False |
3,010 |
| 40 |
2,813.00 |
2,683.00 |
130.00 |
4.6% |
26.25 |
0.9% |
90% |
True |
False |
2,060 |
| 60 |
2,813.00 |
2,599.50 |
213.50 |
7.6% |
28.00 |
1.0% |
94% |
True |
False |
1,631 |
| 80 |
2,813.00 |
2,561.75 |
251.25 |
9.0% |
33.50 |
1.2% |
95% |
True |
False |
1,584 |
| 100 |
2,818.00 |
2,561.75 |
256.25 |
9.2% |
33.50 |
1.2% |
93% |
False |
False |
1,300 |
| 120 |
2,894.75 |
2,546.25 |
348.50 |
12.4% |
37.00 |
1.3% |
73% |
False |
False |
1,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,872.50 |
|
2.618 |
2,849.75 |
|
1.618 |
2,835.75 |
|
1.000 |
2,827.00 |
|
0.618 |
2,821.75 |
|
HIGH |
2,813.00 |
|
0.618 |
2,807.75 |
|
0.500 |
2,806.00 |
|
0.382 |
2,804.25 |
|
LOW |
2,799.00 |
|
0.618 |
2,790.25 |
|
1.000 |
2,785.00 |
|
1.618 |
2,776.25 |
|
2.618 |
2,762.25 |
|
4.250 |
2,739.50 |
|
|
| Fisher Pivots for day following 16-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,806.00 |
2,798.75 |
| PP |
2,804.25 |
2,797.25 |
| S1 |
2,802.25 |
2,795.50 |
|