| Trading Metrics calculated at close of trading on 06-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2018 |
06-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1,665.7 |
1,681.7 |
16.0 |
1.0% |
1,646.5 |
| High |
1,685.3 |
1,701.8 |
16.5 |
1.0% |
1,701.8 |
| Low |
1,664.0 |
1,678.7 |
14.7 |
0.9% |
1,633.3 |
| Close |
1,684.1 |
1,701.0 |
16.9 |
1.0% |
1,701.0 |
| Range |
21.3 |
23.1 |
1.8 |
8.5% |
68.5 |
| ATR |
20.8 |
20.9 |
0.2 |
0.8% |
0.0 |
| Volume |
123,183 |
96,099 |
-27,084 |
-22.0% |
435,840 |
|
| Daily Pivots for day following 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,763.1 |
1,755.2 |
1,713.7 |
|
| R3 |
1,740.0 |
1,732.1 |
1,707.4 |
|
| R2 |
1,716.9 |
1,716.9 |
1,705.2 |
|
| R1 |
1,709.0 |
1,709.0 |
1,703.1 |
1,713.0 |
| PP |
1,693.8 |
1,693.8 |
1,693.8 |
1,695.8 |
| S1 |
1,685.9 |
1,685.9 |
1,698.9 |
1,689.9 |
| S2 |
1,670.7 |
1,670.7 |
1,696.8 |
|
| S3 |
1,647.6 |
1,662.8 |
1,694.6 |
|
| S4 |
1,624.5 |
1,639.7 |
1,688.3 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,884.2 |
1,861.1 |
1,738.7 |
|
| R3 |
1,815.7 |
1,792.6 |
1,719.8 |
|
| R2 |
1,747.2 |
1,747.2 |
1,713.6 |
|
| R1 |
1,724.1 |
1,724.1 |
1,707.3 |
1,735.7 |
| PP |
1,678.7 |
1,678.7 |
1,678.7 |
1,684.5 |
| S1 |
1,655.6 |
1,655.6 |
1,694.7 |
1,667.2 |
| S2 |
1,610.2 |
1,610.2 |
1,688.4 |
|
| S3 |
1,541.7 |
1,587.1 |
1,682.2 |
|
| S4 |
1,473.2 |
1,518.6 |
1,663.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,701.8 |
1,633.3 |
68.5 |
4.0% |
20.8 |
1.2% |
99% |
True |
False |
116,618 |
| 10 |
1,703.1 |
1,632.5 |
70.6 |
4.2% |
23.4 |
1.4% |
97% |
False |
False |
146,172 |
| 20 |
1,720.8 |
1,632.5 |
88.3 |
5.2% |
20.8 |
1.2% |
78% |
False |
False |
151,042 |
| 40 |
1,720.8 |
1,596.6 |
124.2 |
7.3% |
18.2 |
1.1% |
84% |
False |
False |
78,292 |
| 60 |
1,720.8 |
1,532.2 |
188.6 |
11.1% |
18.6 |
1.1% |
90% |
False |
False |
52,201 |
| 80 |
1,720.8 |
1,488.2 |
232.6 |
13.7% |
20.2 |
1.2% |
91% |
False |
False |
39,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,800.0 |
|
2.618 |
1,762.3 |
|
1.618 |
1,739.2 |
|
1.000 |
1,724.9 |
|
0.618 |
1,716.1 |
|
HIGH |
1,701.8 |
|
0.618 |
1,693.0 |
|
0.500 |
1,690.3 |
|
0.382 |
1,687.5 |
|
LOW |
1,678.7 |
|
0.618 |
1,664.4 |
|
1.000 |
1,655.6 |
|
1.618 |
1,641.3 |
|
2.618 |
1,618.2 |
|
4.250 |
1,580.5 |
|
|
| Fisher Pivots for day following 06-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,697.4 |
1,693.6 |
| PP |
1,693.8 |
1,686.1 |
| S1 |
1,690.3 |
1,678.7 |
|