| Trading Metrics calculated at close of trading on 24-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2018 |
24-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,808.25 |
2,815.25 |
7.00 |
0.2% |
2,809.00 |
| High |
2,816.00 |
2,835.00 |
19.00 |
0.7% |
2,822.00 |
| Low |
2,796.75 |
2,814.75 |
18.00 |
0.6% |
2,793.50 |
| Close |
2,816.00 |
2,825.00 |
9.00 |
0.3% |
2,804.50 |
| Range |
19.25 |
20.25 |
1.00 |
5.2% |
28.50 |
| ATR |
23.94 |
23.68 |
-0.26 |
-1.1% |
0.00 |
| Volume |
905 |
1,693 |
788 |
87.1% |
12,673 |
|
| Daily Pivots for day following 24-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,885.75 |
2,875.50 |
2,836.25 |
|
| R3 |
2,865.50 |
2,855.25 |
2,830.50 |
|
| R2 |
2,845.25 |
2,845.25 |
2,828.75 |
|
| R1 |
2,835.00 |
2,835.00 |
2,826.75 |
2,840.00 |
| PP |
2,825.00 |
2,825.00 |
2,825.00 |
2,827.50 |
| S1 |
2,814.75 |
2,814.75 |
2,823.25 |
2,820.00 |
| S2 |
2,804.75 |
2,804.75 |
2,821.25 |
|
| S3 |
2,784.50 |
2,794.50 |
2,819.50 |
|
| S4 |
2,764.25 |
2,774.25 |
2,813.75 |
|
|
| 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 |
2,835.00 |
2,796.75 |
38.25 |
1.4% |
16.75 |
0.6% |
74% |
True |
False |
1,318 |
| 10 |
2,835.00 |
2,769.75 |
65.25 |
2.3% |
18.50 |
0.7% |
85% |
True |
False |
2,307 |
| 20 |
2,835.00 |
2,696.75 |
138.25 |
4.9% |
24.00 |
0.8% |
93% |
True |
False |
2,674 |
| 40 |
2,835.00 |
2,683.00 |
152.00 |
5.4% |
26.00 |
0.9% |
93% |
True |
False |
2,198 |
| 60 |
2,835.00 |
2,599.50 |
235.50 |
8.3% |
26.25 |
0.9% |
96% |
True |
False |
1,743 |
| 80 |
2,835.00 |
2,561.75 |
273.25 |
9.7% |
30.00 |
1.1% |
96% |
True |
False |
1,521 |
| 100 |
2,835.00 |
2,561.75 |
273.25 |
9.7% |
32.00 |
1.1% |
96% |
True |
False |
1,360 |
| 120 |
2,851.25 |
2,546.25 |
305.00 |
10.8% |
36.75 |
1.3% |
91% |
False |
False |
1,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,921.00 |
|
2.618 |
2,888.00 |
|
1.618 |
2,867.75 |
|
1.000 |
2,855.25 |
|
0.618 |
2,847.50 |
|
HIGH |
2,835.00 |
|
0.618 |
2,827.25 |
|
0.500 |
2,825.00 |
|
0.382 |
2,822.50 |
|
LOW |
2,814.75 |
|
0.618 |
2,802.25 |
|
1.000 |
2,794.50 |
|
1.618 |
2,782.00 |
|
2.618 |
2,761.75 |
|
4.250 |
2,728.75 |
|
|
| Fisher Pivots for day following 24-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,825.00 |
2,822.00 |
| PP |
2,825.00 |
2,819.00 |
| S1 |
2,825.00 |
2,816.00 |
|