| Trading Metrics calculated at close of trading on 31-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2018 |
31-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,820.25 |
2,808.50 |
-11.75 |
-0.4% |
2,808.25 |
| High |
2,825.25 |
2,831.75 |
6.50 |
0.2% |
2,853.50 |
| Low |
2,802.50 |
2,807.25 |
4.75 |
0.2% |
2,796.75 |
| Close |
2,807.25 |
2,821.25 |
14.00 |
0.5% |
2,821.50 |
| Range |
22.75 |
24.50 |
1.75 |
7.7% |
56.75 |
| ATR |
24.57 |
24.56 |
0.00 |
0.0% |
0.00 |
| Volume |
1,736 |
1,686 |
-50 |
-2.9% |
12,602 |
|
| Daily Pivots for day following 31-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,893.50 |
2,882.00 |
2,834.75 |
|
| R3 |
2,869.00 |
2,857.50 |
2,828.00 |
|
| R2 |
2,844.50 |
2,844.50 |
2,825.75 |
|
| R1 |
2,833.00 |
2,833.00 |
2,823.50 |
2,838.75 |
| PP |
2,820.00 |
2,820.00 |
2,820.00 |
2,823.00 |
| S1 |
2,808.50 |
2,808.50 |
2,819.00 |
2,814.25 |
| S2 |
2,795.50 |
2,795.50 |
2,816.75 |
|
| S3 |
2,771.00 |
2,784.00 |
2,814.50 |
|
| S4 |
2,746.50 |
2,759.50 |
2,807.75 |
|
|
| 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% |
26.75 |
0.9% |
37% |
False |
False |
2,685 |
| 10 |
2,853.50 |
2,796.75 |
56.75 |
2.0% |
21.75 |
0.8% |
43% |
False |
False |
2,001 |
| 20 |
2,853.50 |
2,714.75 |
138.75 |
4.9% |
22.75 |
0.8% |
77% |
False |
False |
2,282 |
| 40 |
2,853.50 |
2,696.75 |
156.75 |
5.6% |
24.75 |
0.9% |
79% |
False |
False |
2,272 |
| 60 |
2,853.50 |
2,660.75 |
192.75 |
6.8% |
25.00 |
0.9% |
83% |
False |
False |
1,872 |
| 80 |
2,853.50 |
2,599.50 |
254.00 |
9.0% |
27.50 |
1.0% |
87% |
False |
False |
1,581 |
| 100 |
2,853.50 |
2,561.75 |
291.75 |
10.3% |
31.50 |
1.1% |
89% |
False |
False |
1,494 |
| 120 |
2,853.50 |
2,546.25 |
307.25 |
10.9% |
34.00 |
1.2% |
90% |
False |
False |
1,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,936.00 |
|
2.618 |
2,896.00 |
|
1.618 |
2,871.50 |
|
1.000 |
2,856.25 |
|
0.618 |
2,847.00 |
|
HIGH |
2,831.75 |
|
0.618 |
2,822.50 |
|
0.500 |
2,819.50 |
|
0.382 |
2,816.50 |
|
LOW |
2,807.25 |
|
0.618 |
2,792.00 |
|
1.000 |
2,782.75 |
|
1.618 |
2,767.50 |
|
2.618 |
2,743.00 |
|
4.250 |
2,703.00 |
|
|
| Fisher Pivots for day following 31-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,820.75 |
2,827.00 |
| PP |
2,820.00 |
2,825.00 |
| S1 |
2,819.50 |
2,823.00 |
|