| Trading Metrics calculated at close of trading on 27-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2018 |
27-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,843.00 |
2,844.75 |
1.75 |
0.1% |
2,808.25 |
| High |
2,850.25 |
2,851.25 |
1.00 |
0.0% |
2,853.50 |
| Low |
2,837.50 |
2,813.00 |
-24.50 |
-0.9% |
2,796.75 |
| Close |
2,846.50 |
2,821.50 |
-25.00 |
-0.9% |
2,821.50 |
| Range |
12.75 |
38.25 |
25.50 |
200.0% |
56.75 |
| ATR |
23.66 |
24.71 |
1.04 |
4.4% |
0.00 |
| Volume |
3,003 |
2,077 |
-926 |
-30.8% |
12,602 |
|
| Daily Pivots for day following 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,943.25 |
2,920.75 |
2,842.50 |
|
| R3 |
2,905.00 |
2,882.50 |
2,832.00 |
|
| R2 |
2,866.75 |
2,866.75 |
2,828.50 |
|
| R1 |
2,844.25 |
2,844.25 |
2,825.00 |
2,836.50 |
| PP |
2,828.50 |
2,828.50 |
2,828.50 |
2,824.75 |
| S1 |
2,806.00 |
2,806.00 |
2,818.00 |
2,798.00 |
| S2 |
2,790.25 |
2,790.25 |
2,814.50 |
|
| S3 |
2,752.00 |
2,767.75 |
2,811.00 |
|
| S4 |
2,713.75 |
2,729.50 |
2,800.50 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,994.25 |
2,964.50 |
2,852.75 |
|
| R3 |
2,937.50 |
2,907.75 |
2,837.00 |
|
| R2 |
2,880.75 |
2,880.75 |
2,832.00 |
|
| R1 |
2,851.00 |
2,851.00 |
2,826.75 |
2,866.00 |
| PP |
2,824.00 |
2,824.00 |
2,824.00 |
2,831.25 |
| S1 |
2,794.25 |
2,794.25 |
2,816.25 |
2,809.00 |
| S2 |
2,767.25 |
2,767.25 |
2,811.00 |
|
| S3 |
2,710.50 |
2,737.50 |
2,806.00 |
|
| S4 |
2,653.75 |
2,680.75 |
2,790.25 |
|
|
| 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% |
25.25 |
0.9% |
44% |
False |
False |
2,520 |
| 10 |
2,853.50 |
2,793.50 |
60.00 |
2.1% |
21.00 |
0.7% |
47% |
False |
False |
2,527 |
| 20 |
2,853.50 |
2,702.25 |
151.25 |
5.4% |
23.25 |
0.8% |
79% |
False |
False |
2,366 |
| 40 |
2,853.50 |
2,696.75 |
156.75 |
5.6% |
24.75 |
0.9% |
80% |
False |
False |
2,292 |
| 60 |
2,853.50 |
2,599.50 |
254.00 |
9.0% |
26.00 |
0.9% |
87% |
False |
False |
1,904 |
| 80 |
2,853.50 |
2,594.50 |
259.00 |
9.2% |
28.25 |
1.0% |
88% |
False |
False |
1,572 |
| 100 |
2,853.50 |
2,561.75 |
291.75 |
10.3% |
31.75 |
1.1% |
89% |
False |
False |
1,460 |
| 120 |
2,853.50 |
2,546.25 |
307.25 |
10.9% |
35.50 |
1.3% |
90% |
False |
False |
1,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,013.75 |
|
2.618 |
2,951.50 |
|
1.618 |
2,913.25 |
|
1.000 |
2,889.50 |
|
0.618 |
2,875.00 |
|
HIGH |
2,851.25 |
|
0.618 |
2,836.75 |
|
0.500 |
2,832.00 |
|
0.382 |
2,827.50 |
|
LOW |
2,813.00 |
|
0.618 |
2,789.25 |
|
1.000 |
2,774.75 |
|
1.618 |
2,751.00 |
|
2.618 |
2,712.75 |
|
4.250 |
2,650.50 |
|
|
| Fisher Pivots for day following 27-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,832.00 |
2,833.25 |
| PP |
2,828.50 |
2,829.25 |
| S1 |
2,825.00 |
2,825.50 |
|