| Trading Metrics calculated at close of trading on 05-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2018 |
05-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1,659.7 |
1,665.7 |
6.0 |
0.4% |
1,689.0 |
| High |
1,673.1 |
1,685.3 |
12.2 |
0.7% |
1,690.7 |
| Low |
1,655.6 |
1,664.0 |
8.4 |
0.5% |
1,632.5 |
| Close |
1,667.3 |
1,684.1 |
16.8 |
1.0% |
1,647.5 |
| Range |
17.5 |
21.3 |
3.8 |
21.7% |
58.2 |
| ATR |
20.7 |
20.8 |
0.0 |
0.2% |
0.0 |
| Volume |
93,989 |
123,183 |
29,194 |
31.1% |
829,093 |
|
| Daily Pivots for day following 05-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,741.7 |
1,734.2 |
1,695.8 |
|
| R3 |
1,720.4 |
1,712.9 |
1,690.0 |
|
| R2 |
1,699.1 |
1,699.1 |
1,688.0 |
|
| R1 |
1,691.6 |
1,691.6 |
1,686.1 |
1,695.4 |
| PP |
1,677.8 |
1,677.8 |
1,677.8 |
1,679.7 |
| S1 |
1,670.3 |
1,670.3 |
1,682.1 |
1,674.1 |
| S2 |
1,656.5 |
1,656.5 |
1,680.2 |
|
| S3 |
1,635.2 |
1,649.0 |
1,678.2 |
|
| S4 |
1,613.9 |
1,627.7 |
1,672.4 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,831.5 |
1,797.7 |
1,679.5 |
|
| R3 |
1,773.3 |
1,739.5 |
1,663.5 |
|
| R2 |
1,715.1 |
1,715.1 |
1,658.2 |
|
| R1 |
1,681.3 |
1,681.3 |
1,652.8 |
1,669.1 |
| PP |
1,656.9 |
1,656.9 |
1,656.9 |
1,650.8 |
| S1 |
1,623.1 |
1,623.1 |
1,642.2 |
1,610.9 |
| S2 |
1,598.7 |
1,598.7 |
1,636.8 |
|
| S3 |
1,540.5 |
1,564.9 |
1,631.5 |
|
| S4 |
1,482.3 |
1,506.7 |
1,615.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,685.3 |
1,632.5 |
52.8 |
3.1% |
20.2 |
1.2% |
98% |
True |
False |
128,496 |
| 10 |
1,720.8 |
1,632.5 |
88.3 |
5.2% |
24.3 |
1.4% |
58% |
False |
False |
151,961 |
| 20 |
1,720.8 |
1,632.5 |
88.3 |
5.2% |
20.7 |
1.2% |
58% |
False |
False |
150,225 |
| 40 |
1,720.8 |
1,589.0 |
131.8 |
7.8% |
18.0 |
1.1% |
72% |
False |
False |
75,890 |
| 60 |
1,720.8 |
1,532.2 |
188.6 |
11.2% |
18.6 |
1.1% |
81% |
False |
False |
50,605 |
| 80 |
1,720.8 |
1,488.2 |
232.6 |
13.8% |
19.9 |
1.2% |
84% |
False |
False |
37,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,775.8 |
|
2.618 |
1,741.1 |
|
1.618 |
1,719.8 |
|
1.000 |
1,706.6 |
|
0.618 |
1,698.5 |
|
HIGH |
1,685.3 |
|
0.618 |
1,677.2 |
|
0.500 |
1,674.7 |
|
0.382 |
1,672.1 |
|
LOW |
1,664.0 |
|
0.618 |
1,650.8 |
|
1.000 |
1,642.7 |
|
1.618 |
1,629.5 |
|
2.618 |
1,608.2 |
|
4.250 |
1,573.5 |
|
|
| Fisher Pivots for day following 05-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,681.0 |
1,675.8 |
| PP |
1,677.8 |
1,667.6 |
| S1 |
1,674.7 |
1,659.3 |
|