| Trading Metrics calculated at close of trading on 11-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2018 |
11-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1,258.5 |
1,256.7 |
-1.8 |
-0.1% |
1,253.4 |
| High |
1,261.0 |
1,257.3 |
-3.7 |
-0.3% |
1,262.4 |
| Low |
1,247.7 |
1,241.7 |
-6.0 |
-0.5% |
1,238.8 |
| Close |
1,255.4 |
1,244.4 |
-11.0 |
-0.9% |
1,255.8 |
| Range |
13.3 |
15.6 |
2.3 |
17.3% |
23.6 |
| ATR |
11.5 |
11.8 |
0.3 |
2.5% |
0.0 |
| Volume |
272,630 |
299,639 |
27,009 |
9.9% |
1,153,355 |
|
| Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,294.6 |
1,285.1 |
1,253.0 |
|
| R3 |
1,279.0 |
1,269.5 |
1,248.7 |
|
| R2 |
1,263.4 |
1,263.4 |
1,247.3 |
|
| R1 |
1,253.9 |
1,253.9 |
1,245.8 |
1,250.9 |
| PP |
1,247.8 |
1,247.8 |
1,247.8 |
1,246.3 |
| S1 |
1,238.3 |
1,238.3 |
1,243.0 |
1,235.3 |
| S2 |
1,232.2 |
1,232.2 |
1,241.5 |
|
| S3 |
1,216.6 |
1,222.7 |
1,240.1 |
|
| S4 |
1,201.0 |
1,207.1 |
1,235.8 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,323.1 |
1,313.1 |
1,268.8 |
|
| R3 |
1,299.5 |
1,289.5 |
1,262.3 |
|
| R2 |
1,275.9 |
1,275.9 |
1,260.1 |
|
| R1 |
1,265.9 |
1,265.9 |
1,258.0 |
1,270.9 |
| PP |
1,252.3 |
1,252.3 |
1,252.3 |
1,254.9 |
| S1 |
1,242.3 |
1,242.3 |
1,253.6 |
1,247.3 |
| S2 |
1,228.7 |
1,228.7 |
1,251.5 |
|
| S3 |
1,205.1 |
1,218.7 |
1,249.3 |
|
| S4 |
1,181.5 |
1,195.1 |
1,242.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,266.9 |
1,241.7 |
25.2 |
2.0% |
11.4 |
0.9% |
11% |
False |
True |
280,875 |
| 10 |
1,266.9 |
1,238.8 |
28.1 |
2.3% |
12.0 |
1.0% |
20% |
False |
False |
268,951 |
| 20 |
1,313.0 |
1,238.8 |
74.2 |
6.0% |
11.8 |
1.0% |
8% |
False |
False |
273,330 |
| 40 |
1,320.8 |
1,238.8 |
82.0 |
6.6% |
11.4 |
0.9% |
7% |
False |
False |
223,540 |
| 60 |
1,365.1 |
1,238.8 |
126.3 |
10.1% |
11.5 |
0.9% |
4% |
False |
False |
154,560 |
| 80 |
1,375.1 |
1,238.8 |
136.3 |
11.0% |
12.5 |
1.0% |
4% |
False |
False |
117,379 |
| 100 |
1,375.1 |
1,238.8 |
136.3 |
11.0% |
12.4 |
1.0% |
4% |
False |
False |
94,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,323.6 |
|
2.618 |
1,298.1 |
|
1.618 |
1,282.5 |
|
1.000 |
1,272.9 |
|
0.618 |
1,266.9 |
|
HIGH |
1,257.3 |
|
0.618 |
1,251.3 |
|
0.500 |
1,249.5 |
|
0.382 |
1,247.7 |
|
LOW |
1,241.7 |
|
0.618 |
1,232.1 |
|
1.000 |
1,226.1 |
|
1.618 |
1,216.5 |
|
2.618 |
1,200.9 |
|
4.250 |
1,175.4 |
|
|
| Fisher Pivots for day following 11-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,249.5 |
1,254.3 |
| PP |
1,247.8 |
1,251.0 |
| S1 |
1,246.1 |
1,247.7 |
|