| Trading Metrics calculated at close of trading on 26-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2018 |
26-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,821.50 |
2,843.00 |
21.50 |
0.8% |
2,809.00 |
| High |
2,853.50 |
2,850.25 |
-3.25 |
-0.1% |
2,822.00 |
| Low |
2,818.25 |
2,837.50 |
19.25 |
0.7% |
2,793.50 |
| Close |
2,845.50 |
2,846.50 |
1.00 |
0.0% |
2,804.50 |
| Range |
35.25 |
12.75 |
-22.50 |
-63.8% |
28.50 |
| ATR |
24.50 |
23.66 |
-0.84 |
-3.4% |
0.00 |
| Volume |
4,924 |
3,003 |
-1,921 |
-39.0% |
12,673 |
|
| Daily Pivots for day following 26-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,883.00 |
2,877.50 |
2,853.50 |
|
| R3 |
2,870.25 |
2,864.75 |
2,850.00 |
|
| R2 |
2,857.50 |
2,857.50 |
2,848.75 |
|
| R1 |
2,852.00 |
2,852.00 |
2,847.75 |
2,854.75 |
| PP |
2,844.75 |
2,844.75 |
2,844.75 |
2,846.00 |
| S1 |
2,839.25 |
2,839.25 |
2,845.25 |
2,842.00 |
| S2 |
2,832.00 |
2,832.00 |
2,844.25 |
|
| S3 |
2,819.25 |
2,826.50 |
2,843.00 |
|
| S4 |
2,806.50 |
2,813.75 |
2,839.50 |
|
|
| 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 |
2,853.50 |
2,796.75 |
56.75 |
2.0% |
21.00 |
0.7% |
88% |
False |
False |
2,290 |
| 10 |
2,853.50 |
2,793.50 |
60.00 |
2.1% |
18.50 |
0.7% |
88% |
False |
False |
2,459 |
| 20 |
2,853.50 |
2,696.75 |
156.75 |
5.5% |
23.00 |
0.8% |
96% |
False |
False |
2,669 |
| 40 |
2,853.50 |
2,696.75 |
156.75 |
5.5% |
24.50 |
0.9% |
96% |
False |
False |
2,340 |
| 60 |
2,853.50 |
2,599.50 |
254.00 |
8.9% |
26.00 |
0.9% |
97% |
False |
False |
1,874 |
| 80 |
2,853.50 |
2,569.25 |
284.25 |
10.0% |
29.00 |
1.0% |
98% |
False |
False |
1,579 |
| 100 |
2,853.50 |
2,561.75 |
291.75 |
10.2% |
31.50 |
1.1% |
98% |
False |
False |
1,439 |
| 120 |
2,853.50 |
2,546.25 |
307.25 |
10.8% |
36.25 |
1.3% |
98% |
False |
False |
1,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,904.50 |
|
2.618 |
2,883.75 |
|
1.618 |
2,871.00 |
|
1.000 |
2,863.00 |
|
0.618 |
2,858.25 |
|
HIGH |
2,850.25 |
|
0.618 |
2,845.50 |
|
0.500 |
2,844.00 |
|
0.382 |
2,842.25 |
|
LOW |
2,837.50 |
|
0.618 |
2,829.50 |
|
1.000 |
2,824.75 |
|
1.618 |
2,816.75 |
|
2.618 |
2,804.00 |
|
4.250 |
2,783.25 |
|
|
| Fisher Pivots for day following 26-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,845.50 |
2,842.50 |
| PP |
2,844.75 |
2,838.25 |
| S1 |
2,844.00 |
2,834.00 |
|