| Trading Metrics calculated at close of trading on 23-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2018 |
23-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,809.25 |
2,808.25 |
-1.00 |
0.0% |
2,809.00 |
| High |
2,814.00 |
2,816.00 |
2.00 |
0.1% |
2,822.00 |
| Low |
2,797.00 |
2,796.75 |
-0.25 |
0.0% |
2,793.50 |
| Close |
2,804.50 |
2,816.00 |
11.50 |
0.4% |
2,804.50 |
| Range |
17.00 |
19.25 |
2.25 |
13.2% |
28.50 |
| ATR |
24.30 |
23.94 |
-0.36 |
-1.5% |
0.00 |
| Volume |
926 |
905 |
-21 |
-2.3% |
12,673 |
|
| Daily Pivots for day following 23-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,867.25 |
2,861.00 |
2,826.50 |
|
| R3 |
2,848.00 |
2,841.75 |
2,821.25 |
|
| R2 |
2,828.75 |
2,828.75 |
2,819.50 |
|
| R1 |
2,822.50 |
2,822.50 |
2,817.75 |
2,825.50 |
| PP |
2,809.50 |
2,809.50 |
2,809.50 |
2,811.25 |
| S1 |
2,803.25 |
2,803.25 |
2,814.25 |
2,806.50 |
| S2 |
2,790.25 |
2,790.25 |
2,812.50 |
|
| S3 |
2,771.00 |
2,784.00 |
2,810.75 |
|
| S4 |
2,751.75 |
2,764.75 |
2,805.50 |
|
|
| 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% |
18.00 |
0.6% |
79% |
False |
False |
1,356 |
| 10 |
2,822.00 |
2,769.75 |
52.25 |
1.9% |
18.25 |
0.6% |
89% |
False |
False |
2,402 |
| 20 |
2,822.00 |
2,696.75 |
125.25 |
4.4% |
25.75 |
0.9% |
95% |
False |
False |
2,777 |
| 40 |
2,822.00 |
2,683.00 |
139.00 |
4.9% |
26.00 |
0.9% |
96% |
False |
False |
2,158 |
| 60 |
2,822.00 |
2,599.50 |
222.50 |
7.9% |
26.25 |
0.9% |
97% |
False |
False |
1,715 |
| 80 |
2,822.00 |
2,561.75 |
260.25 |
9.2% |
30.50 |
1.1% |
98% |
False |
False |
1,503 |
| 100 |
2,822.00 |
2,561.75 |
260.25 |
9.2% |
32.50 |
1.1% |
98% |
False |
False |
1,344 |
| 120 |
2,852.50 |
2,546.25 |
306.25 |
10.9% |
36.75 |
1.3% |
88% |
False |
False |
1,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,897.75 |
|
2.618 |
2,866.50 |
|
1.618 |
2,847.25 |
|
1.000 |
2,835.25 |
|
0.618 |
2,828.00 |
|
HIGH |
2,816.00 |
|
0.618 |
2,808.75 |
|
0.500 |
2,806.50 |
|
0.382 |
2,804.00 |
|
LOW |
2,796.75 |
|
0.618 |
2,784.75 |
|
1.000 |
2,777.50 |
|
1.618 |
2,765.50 |
|
2.618 |
2,746.25 |
|
4.250 |
2,715.00 |
|
|
| Fisher Pivots for day following 23-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,812.75 |
2,813.75 |
| PP |
2,809.50 |
2,811.50 |
| S1 |
2,806.50 |
2,809.00 |
|