| Trading Metrics calculated at close of trading on 30-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2018 |
30-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,844.75 |
2,820.25 |
-24.50 |
-0.9% |
2,808.25 |
| High |
2,851.25 |
2,825.25 |
-26.00 |
-0.9% |
2,853.50 |
| Low |
2,813.00 |
2,802.50 |
-10.50 |
-0.4% |
2,796.75 |
| Close |
2,821.50 |
2,807.25 |
-14.25 |
-0.5% |
2,821.50 |
| Range |
38.25 |
22.75 |
-15.50 |
-40.5% |
56.75 |
| ATR |
24.71 |
24.57 |
-0.14 |
-0.6% |
0.00 |
| Volume |
2,077 |
1,736 |
-341 |
-16.4% |
12,602 |
|
| Daily Pivots for day following 30-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,880.00 |
2,866.25 |
2,819.75 |
|
| R3 |
2,857.25 |
2,843.50 |
2,813.50 |
|
| R2 |
2,834.50 |
2,834.50 |
2,811.50 |
|
| R1 |
2,820.75 |
2,820.75 |
2,809.25 |
2,816.25 |
| PP |
2,811.75 |
2,811.75 |
2,811.75 |
2,809.50 |
| S1 |
2,798.00 |
2,798.00 |
2,805.25 |
2,793.50 |
| S2 |
2,789.00 |
2,789.00 |
2,803.00 |
|
| S3 |
2,766.25 |
2,775.25 |
2,801.00 |
|
| S4 |
2,743.50 |
2,752.50 |
2,794.75 |
|
|
| 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 |
2,802.50 |
51.00 |
1.8% |
25.75 |
0.9% |
9% |
False |
True |
2,686 |
| 10 |
2,853.50 |
2,793.50 |
60.00 |
2.1% |
22.00 |
0.8% |
23% |
False |
False |
2,021 |
| 20 |
2,853.50 |
2,702.25 |
151.25 |
5.4% |
23.00 |
0.8% |
69% |
False |
False |
2,358 |
| 40 |
2,853.50 |
2,696.75 |
156.75 |
5.6% |
24.75 |
0.9% |
70% |
False |
False |
2,306 |
| 60 |
2,853.50 |
2,620.75 |
232.75 |
8.3% |
25.75 |
0.9% |
80% |
False |
False |
1,873 |
| 80 |
2,853.50 |
2,594.50 |
259.00 |
9.2% |
28.25 |
1.0% |
82% |
False |
False |
1,573 |
| 100 |
2,853.50 |
2,561.75 |
291.75 |
10.4% |
31.50 |
1.1% |
84% |
False |
False |
1,477 |
| 120 |
2,853.50 |
2,546.25 |
307.25 |
10.9% |
34.25 |
1.2% |
85% |
False |
False |
1,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,922.00 |
|
2.618 |
2,884.75 |
|
1.618 |
2,862.00 |
|
1.000 |
2,848.00 |
|
0.618 |
2,839.25 |
|
HIGH |
2,825.25 |
|
0.618 |
2,816.50 |
|
0.500 |
2,814.00 |
|
0.382 |
2,811.25 |
|
LOW |
2,802.50 |
|
0.618 |
2,788.50 |
|
1.000 |
2,779.75 |
|
1.618 |
2,765.75 |
|
2.618 |
2,743.00 |
|
4.250 |
2,705.75 |
|
|
| Fisher Pivots for day following 30-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,814.00 |
2,827.00 |
| PP |
2,811.75 |
2,820.25 |
| S1 |
2,809.50 |
2,813.75 |
|