| Trading Metrics calculated at close of trading on 20-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2018 |
20-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,819.00 |
2,809.25 |
-9.75 |
-0.3% |
2,809.00 |
| High |
2,821.50 |
2,814.00 |
-7.50 |
-0.3% |
2,822.00 |
| Low |
2,804.50 |
2,797.00 |
-7.50 |
-0.3% |
2,793.50 |
| Close |
2,809.25 |
2,804.50 |
-4.75 |
-0.2% |
2,804.50 |
| Range |
17.00 |
17.00 |
0.00 |
0.0% |
28.50 |
| ATR |
24.86 |
24.30 |
-0.56 |
-2.3% |
0.00 |
| Volume |
1,594 |
926 |
-668 |
-41.9% |
12,673 |
|
| Daily Pivots for day following 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,856.25 |
2,847.25 |
2,813.75 |
|
| R3 |
2,839.25 |
2,830.25 |
2,809.25 |
|
| R2 |
2,822.25 |
2,822.25 |
2,807.50 |
|
| R1 |
2,813.25 |
2,813.25 |
2,806.00 |
2,809.25 |
| PP |
2,805.25 |
2,805.25 |
2,805.25 |
2,803.00 |
| S1 |
2,796.25 |
2,796.25 |
2,803.00 |
2,792.25 |
| S2 |
2,788.25 |
2,788.25 |
2,801.50 |
|
| S3 |
2,771.25 |
2,779.25 |
2,799.75 |
|
| S4 |
2,754.25 |
2,762.25 |
2,795.25 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,892.25 |
2,876.75 |
2,820.25 |
|
| R3 |
2,863.75 |
2,848.25 |
2,812.25 |
|
| R2 |
2,835.25 |
2,835.25 |
2,809.75 |
|
| R1 |
2,819.75 |
2,819.75 |
2,807.00 |
2,813.25 |
| PP |
2,806.75 |
2,806.75 |
2,806.75 |
2,803.50 |
| S1 |
2,791.25 |
2,791.25 |
2,802.00 |
2,784.75 |
| S2 |
2,778.25 |
2,778.25 |
2,799.25 |
|
| S3 |
2,749.75 |
2,762.75 |
2,796.75 |
|
| S4 |
2,721.25 |
2,734.25 |
2,788.75 |
|
|
| 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% |
17.00 |
0.6% |
39% |
False |
False |
2,534 |
| 10 |
2,822.00 |
2,765.50 |
56.50 |
2.0% |
19.00 |
0.7% |
69% |
False |
False |
2,524 |
| 20 |
2,822.00 |
2,696.75 |
125.25 |
4.5% |
25.75 |
0.9% |
86% |
False |
False |
2,778 |
| 40 |
2,822.00 |
2,683.00 |
139.00 |
5.0% |
26.25 |
0.9% |
87% |
False |
False |
2,146 |
| 60 |
2,822.00 |
2,599.50 |
222.50 |
7.9% |
26.50 |
0.9% |
92% |
False |
False |
1,702 |
| 80 |
2,822.00 |
2,561.75 |
260.25 |
9.3% |
30.75 |
1.1% |
93% |
False |
False |
1,497 |
| 100 |
2,822.00 |
2,561.75 |
260.25 |
9.3% |
32.75 |
1.2% |
93% |
False |
False |
1,335 |
| 120 |
2,870.50 |
2,546.25 |
324.25 |
11.6% |
36.75 |
1.3% |
80% |
False |
False |
1,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,886.25 |
|
2.618 |
2,858.50 |
|
1.618 |
2,841.50 |
|
1.000 |
2,831.00 |
|
0.618 |
2,824.50 |
|
HIGH |
2,814.00 |
|
0.618 |
2,807.50 |
|
0.500 |
2,805.50 |
|
0.382 |
2,803.50 |
|
LOW |
2,797.00 |
|
0.618 |
2,786.50 |
|
1.000 |
2,780.00 |
|
1.618 |
2,769.50 |
|
2.618 |
2,752.50 |
|
4.250 |
2,724.75 |
|
|
| Fisher Pivots for day following 20-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,805.50 |
2,809.50 |
| PP |
2,805.25 |
2,807.75 |
| S1 |
2,804.75 |
2,806.25 |
|