| Trading Metrics calculated at close of trading on 03-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2018 |
03-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,721.00 |
2,727.25 |
6.25 |
0.2% |
2,757.00 |
| High |
2,728.50 |
2,741.50 |
13.00 |
0.5% |
2,758.00 |
| Low |
2,698.50 |
2,712.00 |
13.50 |
0.5% |
2,693.25 |
| Close |
2,727.25 |
2,713.25 |
-14.00 |
-0.5% |
2,721.50 |
| Range |
30.00 |
29.50 |
-0.50 |
-1.7% |
64.75 |
| ATR |
30.11 |
30.06 |
-0.04 |
-0.1% |
0.00 |
| Volume |
1,213,215 |
860,533 |
-352,682 |
-29.1% |
9,044,303 |
|
| Daily Pivots for day following 03-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,810.75 |
2,791.50 |
2,729.50 |
|
| R3 |
2,781.25 |
2,762.00 |
2,721.25 |
|
| R2 |
2,751.75 |
2,751.75 |
2,718.75 |
|
| R1 |
2,732.50 |
2,732.50 |
2,716.00 |
2,727.50 |
| PP |
2,722.25 |
2,722.25 |
2,722.25 |
2,719.75 |
| S1 |
2,703.00 |
2,703.00 |
2,710.50 |
2,698.00 |
| S2 |
2,692.75 |
2,692.75 |
2,707.75 |
|
| S3 |
2,663.25 |
2,673.50 |
2,705.25 |
|
| S4 |
2,633.75 |
2,644.00 |
2,697.00 |
|
|
| 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% |
33.75 |
1.2% |
37% |
False |
False |
1,502,398 |
| 10 |
2,785.25 |
2,693.25 |
92.00 |
3.4% |
32.50 |
1.2% |
22% |
False |
False |
1,480,285 |
| 20 |
2,796.00 |
2,693.25 |
102.75 |
3.8% |
28.25 |
1.0% |
19% |
False |
False |
1,347,883 |
| 40 |
2,796.00 |
2,656.75 |
139.25 |
5.1% |
27.00 |
1.0% |
41% |
False |
False |
682,617 |
| 60 |
2,796.00 |
2,595.75 |
200.25 |
7.4% |
30.00 |
1.1% |
59% |
False |
False |
457,787 |
| 80 |
2,814.00 |
2,556.75 |
257.25 |
9.5% |
35.50 |
1.3% |
61% |
False |
False |
345,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,867.00 |
|
2.618 |
2,818.75 |
|
1.618 |
2,789.25 |
|
1.000 |
2,771.00 |
|
0.618 |
2,759.75 |
|
HIGH |
2,741.50 |
|
0.618 |
2,730.25 |
|
0.500 |
2,726.75 |
|
0.382 |
2,723.25 |
|
LOW |
2,712.00 |
|
0.618 |
2,693.75 |
|
1.000 |
2,682.50 |
|
1.618 |
2,664.25 |
|
2.618 |
2,634.75 |
|
4.250 |
2,586.50 |
|
|
| Fisher Pivots for day following 03-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,726.75 |
2,722.00 |
| PP |
2,722.25 |
2,719.00 |
| S1 |
2,717.75 |
2,716.25 |
|