| 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 |
2,713.00 |
2,737.00 |
24.00 |
0.9% |
2,721.00 |
| High |
2,739.75 |
2,766.25 |
26.50 |
1.0% |
2,766.25 |
| Low |
2,710.75 |
2,731.25 |
20.50 |
0.8% |
2,698.50 |
| Close |
2,738.50 |
2,763.00 |
24.50 |
0.9% |
2,763.00 |
| Range |
29.00 |
35.00 |
6.00 |
20.7% |
67.75 |
| ATR |
29.99 |
30.35 |
0.36 |
1.2% |
0.00 |
| Volume |
1,165,235 |
1,287,758 |
122,523 |
10.5% |
4,526,741 |
|
| Daily Pivots for day following 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,858.50 |
2,845.75 |
2,782.25 |
|
| R3 |
2,823.50 |
2,810.75 |
2,772.50 |
|
| R2 |
2,788.50 |
2,788.50 |
2,769.50 |
|
| R1 |
2,775.75 |
2,775.75 |
2,766.25 |
2,782.00 |
| PP |
2,753.50 |
2,753.50 |
2,753.50 |
2,756.75 |
| S1 |
2,740.75 |
2,740.75 |
2,759.75 |
2,747.00 |
| S2 |
2,718.50 |
2,718.50 |
2,756.50 |
|
| S3 |
2,683.50 |
2,705.75 |
2,753.50 |
|
| S4 |
2,648.50 |
2,670.75 |
2,743.75 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,945.75 |
2,922.25 |
2,800.25 |
|
| R3 |
2,878.00 |
2,854.50 |
2,781.75 |
|
| R2 |
2,810.25 |
2,810.25 |
2,775.50 |
|
| R1 |
2,786.75 |
2,786.75 |
2,769.25 |
2,798.50 |
| PP |
2,742.50 |
2,742.50 |
2,742.50 |
2,748.50 |
| S1 |
2,719.00 |
2,719.00 |
2,756.75 |
2,730.75 |
| S2 |
2,674.75 |
2,674.75 |
2,750.50 |
|
| S3 |
2,607.00 |
2,651.25 |
2,744.25 |
|
| S4 |
2,539.25 |
2,583.50 |
2,725.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,766.25 |
2,698.50 |
67.75 |
2.5% |
30.50 |
1.1% |
95% |
True |
False |
1,233,726 |
| 10 |
2,768.50 |
2,693.25 |
75.25 |
2.7% |
33.00 |
1.2% |
93% |
False |
False |
1,467,981 |
| 20 |
2,796.00 |
2,693.25 |
102.75 |
3.7% |
29.00 |
1.1% |
68% |
False |
False |
1,420,665 |
| 40 |
2,796.00 |
2,679.25 |
116.75 |
4.2% |
27.25 |
1.0% |
72% |
False |
False |
743,771 |
| 60 |
2,796.00 |
2,595.75 |
200.25 |
7.2% |
29.75 |
1.1% |
84% |
False |
False |
498,536 |
| 80 |
2,796.00 |
2,556.75 |
239.25 |
8.7% |
35.50 |
1.3% |
86% |
False |
False |
376,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,915.00 |
|
2.618 |
2,858.00 |
|
1.618 |
2,823.00 |
|
1.000 |
2,801.25 |
|
0.618 |
2,788.00 |
|
HIGH |
2,766.25 |
|
0.618 |
2,753.00 |
|
0.500 |
2,748.75 |
|
0.382 |
2,744.50 |
|
LOW |
2,731.25 |
|
0.618 |
2,709.50 |
|
1.000 |
2,696.25 |
|
1.618 |
2,674.50 |
|
2.618 |
2,639.50 |
|
4.250 |
2,582.50 |
|
|
| Fisher Pivots for day following 06-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,758.25 |
2,754.75 |
| PP |
2,753.50 |
2,746.75 |
| S1 |
2,748.75 |
2,738.50 |
|