| Trading Metrics calculated at close of trading on 10-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2018 |
10-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
6,575.82 |
6,700.93 |
125.11 |
1.9% |
5,918.49 |
| High |
6,832.65 |
6,817.68 |
-14.97 |
-0.2% |
6,708.42 |
| Low |
6,530.17 |
6,342.30 |
-187.87 |
-2.9% |
5,916.45 |
| Close |
6,700.93 |
6,402.19 |
-298.74 |
-4.5% |
6,575.82 |
| Range |
302.48 |
475.38 |
172.90 |
57.2% |
791.97 |
| ATR |
333.74 |
343.86 |
10.12 |
3.0% |
0.00 |
| Volume |
35,457 |
64,230 |
28,773 |
81.1% |
199,957 |
|
| Daily Pivots for day following 10-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,946.86 |
7,649.91 |
6,663.65 |
|
| R3 |
7,471.48 |
7,174.53 |
6,532.92 |
|
| R2 |
6,996.10 |
6,996.10 |
6,489.34 |
|
| R1 |
6,699.15 |
6,699.15 |
6,445.77 |
6,609.94 |
| PP |
6,520.72 |
6,520.72 |
6,520.72 |
6,476.12 |
| S1 |
6,223.77 |
6,223.77 |
6,358.61 |
6,134.56 |
| S2 |
6,045.34 |
6,045.34 |
6,315.04 |
|
| S3 |
5,569.96 |
5,748.39 |
6,271.46 |
|
| S4 |
5,094.58 |
5,273.01 |
6,140.73 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,776.14 |
8,467.95 |
7,011.40 |
|
| R3 |
7,984.17 |
7,675.98 |
6,793.61 |
|
| R2 |
7,192.20 |
7,192.20 |
6,721.01 |
|
| R1 |
6,884.01 |
6,884.01 |
6,648.42 |
7,038.11 |
| PP |
6,400.23 |
6,400.23 |
6,400.23 |
6,477.28 |
| S1 |
6,092.04 |
6,092.04 |
6,503.22 |
6,246.14 |
| S2 |
5,608.26 |
5,608.26 |
6,430.63 |
|
| S3 |
4,816.29 |
5,300.07 |
6,358.03 |
|
| S4 |
4,024.32 |
4,508.10 |
6,140.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,832.65 |
6,342.30 |
490.35 |
7.7% |
267.58 |
4.2% |
12% |
False |
True |
47,364 |
| 10 |
6,832.65 |
5,821.49 |
1,011.16 |
15.8% |
284.20 |
4.4% |
57% |
False |
False |
53,740 |
| 20 |
6,883.05 |
5,803.02 |
1,080.03 |
16.9% |
331.87 |
5.2% |
55% |
False |
False |
62,164 |
| 40 |
8,883.95 |
5,803.02 |
3,080.93 |
48.1% |
357.35 |
5.6% |
19% |
False |
False |
68,538 |
| 60 |
9,966.78 |
5,803.02 |
4,163.76 |
65.0% |
398.36 |
6.2% |
14% |
False |
False |
72,316 |
| 80 |
9,966.78 |
5,803.02 |
4,163.76 |
65.0% |
457.45 |
7.1% |
14% |
False |
False |
83,780 |
| 100 |
11,770.87 |
5,803.02 |
5,967.85 |
93.2% |
552.61 |
8.6% |
10% |
False |
False |
92,408 |
| 120 |
12,998.57 |
5,803.02 |
7,195.55 |
112.4% |
678.42 |
10.6% |
8% |
False |
False |
104,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,838.05 |
|
2.618 |
8,062.22 |
|
1.618 |
7,586.84 |
|
1.000 |
7,293.06 |
|
0.618 |
7,111.46 |
|
HIGH |
6,817.68 |
|
0.618 |
6,636.08 |
|
0.500 |
6,579.99 |
|
0.382 |
6,523.90 |
|
LOW |
6,342.30 |
|
0.618 |
6,048.52 |
|
1.000 |
5,866.92 |
|
1.618 |
5,573.14 |
|
2.618 |
5,097.76 |
|
4.250 |
4,321.94 |
|
|
| Fisher Pivots for day following 10-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,579.99 |
6,587.48 |
| PP |
6,520.72 |
6,525.71 |
| S1 |
6,461.46 |
6,463.95 |
|