| 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 |
1,710.7 |
1,692.6 |
-18.1 |
-1.1% |
1,646.5 |
| High |
1,715.0 |
1,702.1 |
-12.9 |
-0.8% |
1,701.8 |
| Low |
1,690.4 |
1,683.6 |
-6.8 |
-0.4% |
1,633.3 |
| Close |
1,700.2 |
1,686.7 |
-13.5 |
-0.8% |
1,701.0 |
| Range |
24.6 |
18.5 |
-6.1 |
-24.8% |
68.5 |
| ATR |
20.5 |
20.4 |
-0.1 |
-0.7% |
0.0 |
| Volume |
94,478 |
117,140 |
22,662 |
24.0% |
435,840 |
|
| Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,746.3 |
1,735.0 |
1,696.9 |
|
| R3 |
1,727.8 |
1,716.5 |
1,691.8 |
|
| R2 |
1,709.3 |
1,709.3 |
1,690.1 |
|
| R1 |
1,698.0 |
1,698.0 |
1,688.4 |
1,694.4 |
| PP |
1,690.8 |
1,690.8 |
1,690.8 |
1,689.0 |
| S1 |
1,679.5 |
1,679.5 |
1,685.0 |
1,675.9 |
| S2 |
1,672.3 |
1,672.3 |
1,683.3 |
|
| S3 |
1,653.8 |
1,661.0 |
1,681.6 |
|
| S4 |
1,635.3 |
1,642.5 |
1,676.5 |
|
|
| 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 |
1,715.0 |
1,664.0 |
51.0 |
3.0% |
19.7 |
1.2% |
45% |
False |
False |
101,306 |
| 10 |
1,715.0 |
1,632.5 |
82.5 |
4.9% |
21.1 |
1.2% |
66% |
False |
False |
118,824 |
| 20 |
1,720.8 |
1,632.5 |
88.3 |
5.2% |
21.5 |
1.3% |
61% |
False |
False |
132,176 |
| 40 |
1,720.8 |
1,596.6 |
124.2 |
7.4% |
18.5 |
1.1% |
73% |
False |
False |
85,473 |
| 60 |
1,720.8 |
1,532.2 |
188.6 |
11.2% |
18.8 |
1.1% |
82% |
False |
False |
56,988 |
| 80 |
1,720.8 |
1,488.2 |
232.6 |
13.8% |
20.7 |
1.2% |
85% |
False |
False |
42,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,780.7 |
|
2.618 |
1,750.5 |
|
1.618 |
1,732.0 |
|
1.000 |
1,720.6 |
|
0.618 |
1,713.5 |
|
HIGH |
1,702.1 |
|
0.618 |
1,695.0 |
|
0.500 |
1,692.9 |
|
0.382 |
1,690.7 |
|
LOW |
1,683.6 |
|
0.618 |
1,672.2 |
|
1.000 |
1,665.1 |
|
1.618 |
1,653.7 |
|
2.618 |
1,635.2 |
|
4.250 |
1,605.0 |
|
|
| Fisher Pivots for day following 11-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,692.9 |
1,699.3 |
| PP |
1,690.8 |
1,695.1 |
| S1 |
1,688.8 |
1,690.9 |
|