| Trading Metrics calculated at close of trading on 02-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2018 |
02-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
3,374.0 |
3,355.0 |
-19.0 |
-0.6% |
3,406.0 |
| High |
3,412.0 |
3,378.0 |
-34.0 |
-1.0% |
3,415.0 |
| Low |
3,369.0 |
3,334.0 |
-35.0 |
-1.0% |
3,330.0 |
| Close |
3,391.0 |
3,363.0 |
-28.0 |
-0.8% |
3,391.0 |
| Range |
43.0 |
44.0 |
1.0 |
2.3% |
85.0 |
| ATR |
51.4 |
51.8 |
0.4 |
0.8% |
0.0 |
| Volume |
1,199,288 |
912,513 |
-286,775 |
-23.9% |
5,740,844 |
|
| Daily Pivots for day following 02-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,490.3 |
3,470.7 |
3,387.2 |
|
| R3 |
3,446.3 |
3,426.7 |
3,375.1 |
|
| R2 |
3,402.3 |
3,402.3 |
3,371.1 |
|
| R1 |
3,382.7 |
3,382.7 |
3,367.0 |
3,392.5 |
| PP |
3,358.3 |
3,358.3 |
3,358.3 |
3,363.3 |
| S1 |
3,338.7 |
3,338.7 |
3,359.0 |
3,348.5 |
| S2 |
3,314.3 |
3,314.3 |
3,354.9 |
|
| S3 |
3,270.3 |
3,294.7 |
3,350.9 |
|
| S4 |
3,226.3 |
3,250.7 |
3,338.8 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,633.7 |
3,597.3 |
3,437.8 |
|
| R3 |
3,548.7 |
3,512.3 |
3,414.4 |
|
| R2 |
3,463.7 |
3,463.7 |
3,406.6 |
|
| R1 |
3,427.3 |
3,427.3 |
3,398.8 |
3,403.0 |
| PP |
3,378.7 |
3,378.7 |
3,378.7 |
3,366.5 |
| S1 |
3,342.3 |
3,342.3 |
3,383.2 |
3,318.0 |
| S2 |
3,293.7 |
3,293.7 |
3,375.4 |
|
| S3 |
3,208.7 |
3,257.3 |
3,367.6 |
|
| S4 |
3,123.7 |
3,172.3 |
3,344.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,415.0 |
3,330.0 |
85.0 |
2.5% |
52.2 |
1.6% |
39% |
False |
False |
1,130,607 |
| 10 |
3,452.0 |
3,330.0 |
122.0 |
3.6% |
49.8 |
1.5% |
27% |
False |
False |
1,060,981 |
| 20 |
3,537.0 |
3,330.0 |
207.0 |
6.2% |
48.7 |
1.4% |
16% |
False |
False |
1,031,775 |
| 40 |
3,564.0 |
3,330.0 |
234.0 |
7.0% |
41.1 |
1.2% |
14% |
False |
False |
527,672 |
| 60 |
3,564.0 |
3,288.0 |
276.0 |
8.2% |
36.2 |
1.1% |
27% |
False |
False |
355,417 |
| 80 |
3,564.0 |
3,163.0 |
401.0 |
11.9% |
38.8 |
1.2% |
50% |
False |
False |
267,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,565.0 |
|
2.618 |
3,493.2 |
|
1.618 |
3,449.2 |
|
1.000 |
3,422.0 |
|
0.618 |
3,405.2 |
|
HIGH |
3,378.0 |
|
0.618 |
3,361.2 |
|
0.500 |
3,356.0 |
|
0.382 |
3,350.8 |
|
LOW |
3,334.0 |
|
0.618 |
3,306.8 |
|
1.000 |
3,290.0 |
|
1.618 |
3,262.8 |
|
2.618 |
3,218.8 |
|
4.250 |
3,147.0 |
|
|
| Fisher Pivots for day following 02-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,360.7 |
3,373.0 |
| PP |
3,358.3 |
3,369.7 |
| S1 |
3,356.0 |
3,366.3 |
|