| 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 |
12,660.0 |
12,675.5 |
15.5 |
0.1% |
12,525.5 |
| High |
12,737.0 |
12,826.0 |
89.0 |
0.7% |
12,769.5 |
| Low |
12,524.5 |
12,670.0 |
145.5 |
1.2% |
12,454.5 |
| Close |
12,550.0 |
12,809.5 |
259.5 |
2.1% |
12,561.5 |
| Range |
212.5 |
156.0 |
-56.5 |
-26.6% |
315.0 |
| ATR |
172.2 |
179.7 |
7.4 |
4.3% |
0.0 |
| Volume |
103,436 |
75,807 |
-27,629 |
-26.7% |
412,911 |
|
| Daily Pivots for day following 26-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,236.5 |
13,179.0 |
12,895.3 |
|
| R3 |
13,080.5 |
13,023.0 |
12,852.4 |
|
| R2 |
12,924.5 |
12,924.5 |
12,838.1 |
|
| R1 |
12,867.0 |
12,867.0 |
12,823.8 |
12,895.8 |
| PP |
12,768.5 |
12,768.5 |
12,768.5 |
12,782.9 |
| S1 |
12,711.0 |
12,711.0 |
12,795.2 |
12,739.8 |
| S2 |
12,612.5 |
12,612.5 |
12,780.9 |
|
| S3 |
12,456.5 |
12,555.0 |
12,766.6 |
|
| S4 |
12,300.5 |
12,399.0 |
12,723.7 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,540.2 |
13,365.8 |
12,734.8 |
|
| R3 |
13,225.2 |
13,050.8 |
12,648.1 |
|
| R2 |
12,910.2 |
12,910.2 |
12,619.3 |
|
| R1 |
12,735.8 |
12,735.8 |
12,590.4 |
12,823.0 |
| PP |
12,595.2 |
12,595.2 |
12,595.2 |
12,638.8 |
| S1 |
12,420.8 |
12,420.8 |
12,532.6 |
12,508.0 |
| S2 |
12,280.2 |
12,280.2 |
12,503.8 |
|
| S3 |
11,965.2 |
12,105.8 |
12,474.9 |
|
| S4 |
11,650.2 |
11,790.8 |
12,388.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,826.0 |
12,454.5 |
371.5 |
2.9% |
179.2 |
1.4% |
96% |
True |
False |
85,540 |
| 10 |
12,826.0 |
12,454.5 |
371.5 |
2.9% |
148.6 |
1.2% |
96% |
True |
False |
84,529 |
| 20 |
12,826.0 |
12,086.5 |
739.5 |
5.8% |
150.4 |
1.2% |
98% |
True |
False |
80,614 |
| 40 |
13,170.0 |
12,086.5 |
1,083.5 |
8.5% |
173.6 |
1.4% |
67% |
False |
False |
74,159 |
| 60 |
13,186.0 |
12,086.5 |
1,099.5 |
8.6% |
156.3 |
1.2% |
66% |
False |
False |
49,519 |
| 80 |
13,186.0 |
11,798.0 |
1,388.0 |
10.8% |
152.9 |
1.2% |
73% |
False |
False |
37,162 |
| 100 |
13,186.0 |
11,719.5 |
1,466.5 |
11.4% |
157.7 |
1.2% |
74% |
False |
False |
29,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,489.0 |
|
2.618 |
13,234.4 |
|
1.618 |
13,078.4 |
|
1.000 |
12,982.0 |
|
0.618 |
12,922.4 |
|
HIGH |
12,826.0 |
|
0.618 |
12,766.4 |
|
0.500 |
12,748.0 |
|
0.382 |
12,729.6 |
|
LOW |
12,670.0 |
|
0.618 |
12,573.6 |
|
1.000 |
12,514.0 |
|
1.618 |
12,417.6 |
|
2.618 |
12,261.6 |
|
4.250 |
12,007.0 |
|
|
| Fisher Pivots for day following 26-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,789.0 |
12,764.8 |
| PP |
12,768.5 |
12,720.0 |
| S1 |
12,748.0 |
12,675.3 |
|