| 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 |
2,720.00 |
2,721.00 |
1.00 |
0.0% |
2,757.00 |
| High |
2,745.50 |
2,728.50 |
-17.00 |
-0.6% |
2,758.00 |
| Low |
2,716.75 |
2,698.50 |
-18.25 |
-0.7% |
2,693.25 |
| Close |
2,721.50 |
2,727.25 |
5.75 |
0.2% |
2,721.50 |
| Range |
28.75 |
30.00 |
1.25 |
4.3% |
64.75 |
| ATR |
30.12 |
30.11 |
-0.01 |
0.0% |
0.00 |
| Volume |
1,641,889 |
1,213,215 |
-428,674 |
-26.1% |
9,044,303 |
|
| Daily Pivots for day following 02-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,808.00 |
2,797.75 |
2,743.75 |
|
| R3 |
2,778.00 |
2,767.75 |
2,735.50 |
|
| R2 |
2,748.00 |
2,748.00 |
2,732.75 |
|
| R1 |
2,737.75 |
2,737.75 |
2,730.00 |
2,743.00 |
| PP |
2,718.00 |
2,718.00 |
2,718.00 |
2,720.75 |
| S1 |
2,707.75 |
2,707.75 |
2,724.50 |
2,713.00 |
| S2 |
2,688.00 |
2,688.00 |
2,721.75 |
|
| S3 |
2,658.00 |
2,677.75 |
2,719.00 |
|
| S4 |
2,628.00 |
2,647.75 |
2,710.75 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,918.50 |
2,884.75 |
2,757.00 |
|
| R3 |
2,853.75 |
2,820.00 |
2,739.25 |
|
| R2 |
2,789.00 |
2,789.00 |
2,733.25 |
|
| R1 |
2,755.25 |
2,755.25 |
2,727.50 |
2,739.75 |
| PP |
2,724.25 |
2,724.25 |
2,724.25 |
2,716.50 |
| S1 |
2,690.50 |
2,690.50 |
2,715.50 |
2,675.00 |
| S2 |
2,659.50 |
2,659.50 |
2,709.75 |
|
| S3 |
2,594.75 |
2,625.75 |
2,703.75 |
|
| S4 |
2,530.00 |
2,561.00 |
2,686.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,748.00 |
2,693.25 |
54.75 |
2.0% |
31.75 |
1.2% |
62% |
False |
False |
1,610,104 |
| 10 |
2,785.25 |
2,693.25 |
92.00 |
3.4% |
34.00 |
1.2% |
37% |
False |
False |
1,559,940 |
| 20 |
2,796.00 |
2,693.25 |
102.75 |
3.8% |
27.50 |
1.0% |
33% |
False |
False |
1,307,969 |
| 40 |
2,796.00 |
2,656.75 |
139.25 |
5.1% |
26.75 |
1.0% |
51% |
False |
False |
661,294 |
| 60 |
2,796.00 |
2,595.75 |
200.25 |
7.3% |
30.25 |
1.1% |
66% |
False |
False |
443,627 |
| 80 |
2,814.00 |
2,556.75 |
257.25 |
9.4% |
35.75 |
1.3% |
66% |
False |
False |
334,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,856.00 |
|
2.618 |
2,807.00 |
|
1.618 |
2,777.00 |
|
1.000 |
2,758.50 |
|
0.618 |
2,747.00 |
|
HIGH |
2,728.50 |
|
0.618 |
2,717.00 |
|
0.500 |
2,713.50 |
|
0.382 |
2,710.00 |
|
LOW |
2,698.50 |
|
0.618 |
2,680.00 |
|
1.000 |
2,668.50 |
|
1.618 |
2,650.00 |
|
2.618 |
2,620.00 |
|
4.250 |
2,571.00 |
|
|
| Fisher Pivots for day following 02-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,722.75 |
2,724.50 |
| PP |
2,718.00 |
2,722.00 |
| S1 |
2,713.50 |
2,719.50 |
|