| Trading Metrics calculated at close of trading on 12-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2018 |
12-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
6,399.92 |
6,363.83 |
-36.09 |
-0.6% |
5,918.49 |
| High |
6,415.83 |
6,386.21 |
-29.62 |
-0.5% |
6,708.42 |
| Low |
6,286.92 |
6,150.73 |
-136.19 |
-2.2% |
5,916.45 |
| Close |
6,363.83 |
6,176.39 |
-187.44 |
-2.9% |
6,575.82 |
| Range |
128.91 |
235.48 |
106.57 |
82.7% |
791.97 |
| ATR |
328.51 |
321.86 |
-6.64 |
-2.0% |
0.00 |
| Volume |
45,470 |
49,470 |
4,000 |
8.8% |
199,957 |
|
| Daily Pivots for day following 12-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,944.22 |
6,795.78 |
6,305.90 |
|
| R3 |
6,708.74 |
6,560.30 |
6,241.15 |
|
| R2 |
6,473.26 |
6,473.26 |
6,219.56 |
|
| R1 |
6,324.82 |
6,324.82 |
6,197.98 |
6,281.30 |
| PP |
6,237.78 |
6,237.78 |
6,237.78 |
6,216.02 |
| S1 |
6,089.34 |
6,089.34 |
6,154.80 |
6,045.82 |
| S2 |
6,002.30 |
6,002.30 |
6,133.22 |
|
| S3 |
5,766.82 |
5,853.86 |
6,111.63 |
|
| S4 |
5,531.34 |
5,618.38 |
6,046.88 |
|
|
| 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 |
6,150.73 |
681.92 |
11.0% |
267.39 |
4.3% |
4% |
False |
True |
46,679 |
| 10 |
6,832.65 |
5,821.49 |
1,011.16 |
16.4% |
283.41 |
4.6% |
35% |
False |
False |
51,954 |
| 20 |
6,843.03 |
5,803.02 |
1,040.01 |
16.8% |
306.08 |
5.0% |
36% |
False |
False |
57,419 |
| 40 |
8,577.01 |
5,803.02 |
2,773.99 |
44.9% |
339.83 |
5.5% |
13% |
False |
False |
66,603 |
| 60 |
9,966.78 |
5,803.02 |
4,163.76 |
67.4% |
388.96 |
6.3% |
9% |
False |
False |
71,424 |
| 80 |
9,966.78 |
5,803.02 |
4,163.76 |
67.4% |
436.10 |
7.1% |
9% |
False |
False |
81,154 |
| 100 |
11,770.87 |
5,803.02 |
5,967.85 |
96.6% |
537.14 |
8.7% |
6% |
False |
False |
91,301 |
| 120 |
11,815.61 |
5,803.02 |
6,012.59 |
97.3% |
644.95 |
10.4% |
6% |
False |
False |
102,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,387.00 |
|
2.618 |
7,002.70 |
|
1.618 |
6,767.22 |
|
1.000 |
6,621.69 |
|
0.618 |
6,531.74 |
|
HIGH |
6,386.21 |
|
0.618 |
6,296.26 |
|
0.500 |
6,268.47 |
|
0.382 |
6,240.68 |
|
LOW |
6,150.73 |
|
0.618 |
6,005.20 |
|
1.000 |
5,915.25 |
|
1.618 |
5,769.72 |
|
2.618 |
5,534.24 |
|
4.250 |
5,149.94 |
|
|
| Fisher Pivots for day following 12-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,268.47 |
6,484.21 |
| PP |
6,237.78 |
6,381.60 |
| S1 |
6,207.08 |
6,279.00 |
|