| Trading Metrics calculated at close of trading on 25-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2018 |
25-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,815.25 |
2,821.50 |
6.25 |
0.2% |
2,809.00 |
| High |
2,835.00 |
2,853.50 |
18.50 |
0.7% |
2,822.00 |
| Low |
2,814.75 |
2,818.25 |
3.50 |
0.1% |
2,793.50 |
| Close |
2,825.00 |
2,845.50 |
20.50 |
0.7% |
2,804.50 |
| Range |
20.25 |
35.25 |
15.00 |
74.1% |
28.50 |
| ATR |
23.68 |
24.50 |
0.83 |
3.5% |
0.00 |
| Volume |
1,693 |
4,924 |
3,231 |
190.8% |
12,673 |
|
| Daily Pivots for day following 25-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,944.75 |
2,930.50 |
2,865.00 |
|
| R3 |
2,909.50 |
2,895.25 |
2,855.25 |
|
| R2 |
2,874.25 |
2,874.25 |
2,852.00 |
|
| R1 |
2,860.00 |
2,860.00 |
2,848.75 |
2,867.00 |
| PP |
2,839.00 |
2,839.00 |
2,839.00 |
2,842.75 |
| S1 |
2,824.75 |
2,824.75 |
2,842.25 |
2,832.00 |
| S2 |
2,803.75 |
2,803.75 |
2,839.00 |
|
| S3 |
2,768.50 |
2,789.50 |
2,835.75 |
|
| S4 |
2,733.25 |
2,754.25 |
2,826.00 |
|
|
| 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 |
2,853.50 |
2,796.75 |
56.75 |
2.0% |
21.75 |
0.8% |
86% |
True |
False |
2,008 |
| 10 |
2,853.50 |
2,778.00 |
75.50 |
2.7% |
20.00 |
0.7% |
89% |
True |
False |
2,347 |
| 20 |
2,853.50 |
2,696.75 |
156.75 |
5.5% |
24.75 |
0.9% |
95% |
True |
False |
2,727 |
| 40 |
2,853.50 |
2,694.00 |
159.50 |
5.6% |
25.25 |
0.9% |
95% |
True |
False |
2,301 |
| 60 |
2,853.50 |
2,599.50 |
254.00 |
8.9% |
26.25 |
0.9% |
97% |
True |
False |
1,825 |
| 80 |
2,853.50 |
2,569.25 |
284.25 |
10.0% |
29.25 |
1.0% |
97% |
True |
False |
1,567 |
| 100 |
2,853.50 |
2,561.75 |
291.75 |
10.3% |
31.75 |
1.1% |
97% |
True |
False |
1,409 |
| 120 |
2,853.50 |
2,546.25 |
307.25 |
10.8% |
36.75 |
1.3% |
97% |
True |
False |
1,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,003.25 |
|
2.618 |
2,945.75 |
|
1.618 |
2,910.50 |
|
1.000 |
2,888.75 |
|
0.618 |
2,875.25 |
|
HIGH |
2,853.50 |
|
0.618 |
2,840.00 |
|
0.500 |
2,836.00 |
|
0.382 |
2,831.75 |
|
LOW |
2,818.25 |
|
0.618 |
2,796.50 |
|
1.000 |
2,783.00 |
|
1.618 |
2,761.25 |
|
2.618 |
2,726.00 |
|
4.250 |
2,668.50 |
|
|
| Fisher Pivots for day following 25-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,842.25 |
2,838.75 |
| PP |
2,839.00 |
2,832.00 |
| S1 |
2,836.00 |
2,825.00 |
|