| Trading Metrics calculated at close of trading on 17-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2018 |
17-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,809.00 |
2,797.75 |
-11.25 |
-0.4% |
2,765.50 |
| High |
2,813.00 |
2,819.75 |
6.75 |
0.2% |
2,810.50 |
| Low |
2,799.00 |
2,793.50 |
-5.50 |
-0.2% |
2,765.50 |
| Close |
2,800.50 |
2,815.25 |
14.75 |
0.5% |
2,807.00 |
| Range |
14.00 |
26.25 |
12.25 |
87.5% |
45.00 |
| ATR |
26.63 |
26.60 |
-0.03 |
-0.1% |
0.00 |
| Volume |
6,796 |
1,882 |
-4,914 |
-72.3% |
12,571 |
|
| Daily Pivots for day following 17-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,888.25 |
2,878.00 |
2,829.75 |
|
| R3 |
2,862.00 |
2,851.75 |
2,822.50 |
|
| R2 |
2,835.75 |
2,835.75 |
2,820.00 |
|
| R1 |
2,825.50 |
2,825.50 |
2,817.75 |
2,830.50 |
| PP |
2,809.50 |
2,809.50 |
2,809.50 |
2,812.00 |
| S1 |
2,799.25 |
2,799.25 |
2,812.75 |
2,804.50 |
| S2 |
2,783.25 |
2,783.25 |
2,810.50 |
|
| S3 |
2,757.00 |
2,773.00 |
2,808.00 |
|
| S4 |
2,730.75 |
2,746.75 |
2,800.75 |
|
|
| 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 |
2,819.75 |
2,769.75 |
50.00 |
1.8% |
20.50 |
0.7% |
91% |
True |
False |
3,296 |
| 10 |
2,819.75 |
2,714.75 |
105.00 |
3.7% |
23.75 |
0.8% |
96% |
True |
False |
2,562 |
| 20 |
2,819.75 |
2,696.75 |
123.00 |
4.4% |
28.50 |
1.0% |
96% |
True |
False |
3,037 |
| 40 |
2,819.75 |
2,683.00 |
136.75 |
4.9% |
26.50 |
0.9% |
97% |
True |
False |
2,088 |
| 60 |
2,819.75 |
2,599.50 |
220.25 |
7.8% |
27.75 |
1.0% |
98% |
True |
False |
1,654 |
| 80 |
2,819.75 |
2,561.75 |
258.00 |
9.2% |
32.75 |
1.2% |
98% |
True |
False |
1,540 |
| 100 |
2,819.75 |
2,561.75 |
258.00 |
9.2% |
33.50 |
1.2% |
98% |
True |
False |
1,311 |
| 120 |
2,894.75 |
2,546.25 |
348.50 |
12.4% |
37.00 |
1.3% |
77% |
False |
False |
1,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,931.25 |
|
2.618 |
2,888.50 |
|
1.618 |
2,862.25 |
|
1.000 |
2,846.00 |
|
0.618 |
2,836.00 |
|
HIGH |
2,819.75 |
|
0.618 |
2,809.75 |
|
0.500 |
2,806.50 |
|
0.382 |
2,803.50 |
|
LOW |
2,793.50 |
|
0.618 |
2,777.25 |
|
1.000 |
2,767.25 |
|
1.618 |
2,751.00 |
|
2.618 |
2,724.75 |
|
4.250 |
2,682.00 |
|
|
| Fisher Pivots for day following 17-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,812.50 |
2,812.50 |
| PP |
2,809.50 |
2,809.50 |
| S1 |
2,806.50 |
2,806.50 |
|