| 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 |
2,727.25 |
2,713.00 |
-14.25 |
-0.5% |
2,757.00 |
| High |
2,741.50 |
2,739.75 |
-1.75 |
-0.1% |
2,758.00 |
| Low |
2,712.00 |
2,710.75 |
-1.25 |
0.0% |
2,693.25 |
| Close |
2,713.25 |
2,738.50 |
25.25 |
0.9% |
2,721.50 |
| Range |
29.50 |
29.00 |
-0.50 |
-1.7% |
64.75 |
| ATR |
30.06 |
29.99 |
-0.08 |
-0.3% |
0.00 |
| Volume |
860,533 |
1,165,235 |
304,702 |
35.4% |
9,044,303 |
|
| Daily Pivots for day following 05-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,816.75 |
2,806.50 |
2,754.50 |
|
| R3 |
2,787.75 |
2,777.50 |
2,746.50 |
|
| R2 |
2,758.75 |
2,758.75 |
2,743.75 |
|
| R1 |
2,748.50 |
2,748.50 |
2,741.25 |
2,753.50 |
| PP |
2,729.75 |
2,729.75 |
2,729.75 |
2,732.25 |
| S1 |
2,719.50 |
2,719.50 |
2,735.75 |
2,724.50 |
| S2 |
2,700.75 |
2,700.75 |
2,733.25 |
|
| S3 |
2,671.75 |
2,690.50 |
2,730.50 |
|
| S4 |
2,642.75 |
2,661.50 |
2,722.50 |
|
|
| 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 |
2,745.50 |
2,693.25 |
52.25 |
1.9% |
30.00 |
1.1% |
87% |
False |
False |
1,311,907 |
| 10 |
2,785.25 |
2,693.25 |
92.00 |
3.4% |
33.25 |
1.2% |
49% |
False |
False |
1,488,529 |
| 20 |
2,796.00 |
2,693.25 |
102.75 |
3.8% |
28.25 |
1.0% |
44% |
False |
False |
1,395,132 |
| 40 |
2,796.00 |
2,671.00 |
125.00 |
4.6% |
27.25 |
1.0% |
54% |
False |
False |
711,647 |
| 60 |
2,796.00 |
2,595.75 |
200.25 |
7.3% |
29.75 |
1.1% |
71% |
False |
False |
477,129 |
| 80 |
2,814.00 |
2,556.75 |
257.25 |
9.4% |
35.50 |
1.3% |
71% |
False |
False |
359,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,863.00 |
|
2.618 |
2,815.75 |
|
1.618 |
2,786.75 |
|
1.000 |
2,768.75 |
|
0.618 |
2,757.75 |
|
HIGH |
2,739.75 |
|
0.618 |
2,728.75 |
|
0.500 |
2,725.25 |
|
0.382 |
2,721.75 |
|
LOW |
2,710.75 |
|
0.618 |
2,692.75 |
|
1.000 |
2,681.75 |
|
1.618 |
2,663.75 |
|
2.618 |
2,634.75 |
|
4.250 |
2,587.50 |
|
|
| Fisher Pivots for day following 05-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,734.00 |
2,732.25 |
| PP |
2,729.75 |
2,726.25 |
| S1 |
2,725.25 |
2,720.00 |
|