| Trading Metrics calculated at close of trading on 19-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2018 |
19-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,818.00 |
2,819.00 |
1.00 |
0.0% |
2,765.50 |
| High |
2,822.00 |
2,821.50 |
-0.50 |
0.0% |
2,810.50 |
| Low |
2,811.25 |
2,804.50 |
-6.75 |
-0.2% |
2,765.50 |
| Close |
2,820.00 |
2,809.25 |
-10.75 |
-0.4% |
2,807.00 |
| Range |
10.75 |
17.00 |
6.25 |
58.1% |
45.00 |
| ATR |
25.47 |
24.86 |
-0.60 |
-2.4% |
0.00 |
| Volume |
1,475 |
1,594 |
119 |
8.1% |
12,571 |
|
| Daily Pivots for day following 19-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,862.75 |
2,853.00 |
2,818.50 |
|
| R3 |
2,845.75 |
2,836.00 |
2,814.00 |
|
| R2 |
2,828.75 |
2,828.75 |
2,812.25 |
|
| R1 |
2,819.00 |
2,819.00 |
2,810.75 |
2,815.50 |
| PP |
2,811.75 |
2,811.75 |
2,811.75 |
2,810.00 |
| S1 |
2,802.00 |
2,802.00 |
2,807.75 |
2,798.50 |
| S2 |
2,794.75 |
2,794.75 |
2,806.25 |
|
| S3 |
2,777.75 |
2,785.00 |
2,804.50 |
|
| S4 |
2,760.75 |
2,768.00 |
2,800.00 |
|
|
| 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 |
2,822.00 |
2,793.50 |
28.50 |
1.0% |
16.25 |
0.6% |
55% |
False |
False |
2,629 |
| 10 |
2,822.00 |
2,734.75 |
87.25 |
3.1% |
20.75 |
0.7% |
85% |
False |
False |
2,621 |
| 20 |
2,822.00 |
2,696.75 |
125.25 |
4.5% |
26.75 |
1.0% |
90% |
False |
False |
2,903 |
| 40 |
2,822.00 |
2,683.00 |
139.00 |
4.9% |
26.50 |
0.9% |
91% |
False |
False |
2,137 |
| 60 |
2,822.00 |
2,599.50 |
222.50 |
7.9% |
26.75 |
1.0% |
94% |
False |
False |
1,688 |
| 80 |
2,822.00 |
2,561.75 |
260.25 |
9.3% |
31.50 |
1.1% |
95% |
False |
False |
1,563 |
| 100 |
2,822.00 |
2,561.75 |
260.25 |
9.3% |
33.00 |
1.2% |
95% |
False |
False |
1,337 |
| 120 |
2,894.75 |
2,546.25 |
348.50 |
12.4% |
37.00 |
1.3% |
75% |
False |
False |
1,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,893.75 |
|
2.618 |
2,866.00 |
|
1.618 |
2,849.00 |
|
1.000 |
2,838.50 |
|
0.618 |
2,832.00 |
|
HIGH |
2,821.50 |
|
0.618 |
2,815.00 |
|
0.500 |
2,813.00 |
|
0.382 |
2,811.00 |
|
LOW |
2,804.50 |
|
0.618 |
2,794.00 |
|
1.000 |
2,787.50 |
|
1.618 |
2,777.00 |
|
2.618 |
2,760.00 |
|
4.250 |
2,732.25 |
|
|
| Fisher Pivots for day following 19-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,813.00 |
2,808.75 |
| PP |
2,811.75 |
2,808.25 |
| S1 |
2,810.50 |
2,807.75 |
|