| Trading Metrics calculated at close of trading on 09-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2018 |
09-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,737.00 |
2,762.00 |
25.00 |
0.9% |
2,721.00 |
| High |
2,766.25 |
2,788.00 |
21.75 |
0.8% |
2,766.25 |
| Low |
2,731.25 |
2,761.75 |
30.50 |
1.1% |
2,698.50 |
| Close |
2,763.00 |
2,787.50 |
24.50 |
0.9% |
2,763.00 |
| Range |
35.00 |
26.25 |
-8.75 |
-25.0% |
67.75 |
| ATR |
30.35 |
30.05 |
-0.29 |
-1.0% |
0.00 |
| Volume |
1,287,758 |
970,337 |
-317,421 |
-24.6% |
4,526,741 |
|
| Daily Pivots for day following 09-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,857.75 |
2,849.00 |
2,802.00 |
|
| R3 |
2,831.50 |
2,822.75 |
2,794.75 |
|
| R2 |
2,805.25 |
2,805.25 |
2,792.25 |
|
| R1 |
2,796.50 |
2,796.50 |
2,790.00 |
2,801.00 |
| PP |
2,779.00 |
2,779.00 |
2,779.00 |
2,781.25 |
| S1 |
2,770.25 |
2,770.25 |
2,785.00 |
2,774.50 |
| S2 |
2,752.75 |
2,752.75 |
2,782.75 |
|
| S3 |
2,726.50 |
2,744.00 |
2,780.25 |
|
| S4 |
2,700.25 |
2,717.75 |
2,773.00 |
|
|
| 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 |
2,788.00 |
2,698.50 |
89.50 |
3.2% |
30.00 |
1.1% |
99% |
True |
False |
1,099,415 |
| 10 |
2,788.00 |
2,693.25 |
94.75 |
3.4% |
33.75 |
1.2% |
99% |
True |
False |
1,454,138 |
| 20 |
2,796.00 |
2,693.25 |
102.75 |
3.7% |
29.00 |
1.0% |
92% |
False |
False |
1,405,130 |
| 40 |
2,796.00 |
2,679.25 |
116.75 |
4.2% |
27.25 |
1.0% |
93% |
False |
False |
767,833 |
| 60 |
2,796.00 |
2,595.75 |
200.25 |
7.2% |
29.50 |
1.1% |
96% |
False |
False |
514,631 |
| 80 |
2,796.00 |
2,556.75 |
239.25 |
8.6% |
35.25 |
1.3% |
96% |
False |
False |
388,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,899.50 |
|
2.618 |
2,856.75 |
|
1.618 |
2,830.50 |
|
1.000 |
2,814.25 |
|
0.618 |
2,804.25 |
|
HIGH |
2,788.00 |
|
0.618 |
2,778.00 |
|
0.500 |
2,775.00 |
|
0.382 |
2,771.75 |
|
LOW |
2,761.75 |
|
0.618 |
2,745.50 |
|
1.000 |
2,735.50 |
|
1.618 |
2,719.25 |
|
2.618 |
2,693.00 |
|
4.250 |
2,650.25 |
|
|
| Fisher Pivots for day following 09-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,783.25 |
2,774.75 |
| PP |
2,779.00 |
2,762.00 |
| S1 |
2,775.00 |
2,749.50 |
|