| Trading Metrics calculated at close of trading on 10-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2018 |
10-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,762.00 |
2,787.50 |
25.50 |
0.9% |
2,721.00 |
| High |
2,788.00 |
2,797.75 |
9.75 |
0.3% |
2,766.25 |
| Low |
2,761.75 |
2,780.50 |
18.75 |
0.7% |
2,698.50 |
| Close |
2,787.50 |
2,796.75 |
9.25 |
0.3% |
2,763.00 |
| Range |
26.25 |
17.25 |
-9.00 |
-34.3% |
67.75 |
| ATR |
30.05 |
29.14 |
-0.91 |
-3.0% |
0.00 |
| Volume |
970,337 |
925,706 |
-44,631 |
-4.6% |
4,526,741 |
|
| Daily Pivots for day following 10-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,843.50 |
2,837.25 |
2,806.25 |
|
| R3 |
2,826.25 |
2,820.00 |
2,801.50 |
|
| R2 |
2,809.00 |
2,809.00 |
2,800.00 |
|
| R1 |
2,802.75 |
2,802.75 |
2,798.25 |
2,806.00 |
| PP |
2,791.75 |
2,791.75 |
2,791.75 |
2,793.25 |
| S1 |
2,785.50 |
2,785.50 |
2,795.25 |
2,788.50 |
| S2 |
2,774.50 |
2,774.50 |
2,793.50 |
|
| S3 |
2,757.25 |
2,768.25 |
2,792.00 |
|
| S4 |
2,740.00 |
2,751.00 |
2,787.25 |
|
|
| 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 |
2,797.75 |
2,710.75 |
87.00 |
3.1% |
27.50 |
1.0% |
99% |
True |
False |
1,041,913 |
| 10 |
2,797.75 |
2,693.25 |
104.50 |
3.7% |
29.50 |
1.1% |
99% |
True |
False |
1,326,009 |
| 20 |
2,797.75 |
2,693.25 |
104.50 |
3.7% |
28.75 |
1.0% |
99% |
True |
False |
1,373,476 |
| 40 |
2,797.75 |
2,679.25 |
118.50 |
4.2% |
27.25 |
1.0% |
99% |
True |
False |
790,830 |
| 60 |
2,797.75 |
2,595.75 |
202.00 |
7.2% |
29.25 |
1.0% |
100% |
True |
False |
529,954 |
| 80 |
2,797.75 |
2,556.75 |
241.00 |
8.6% |
35.25 |
1.3% |
100% |
True |
False |
399,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,871.00 |
|
2.618 |
2,843.00 |
|
1.618 |
2,825.75 |
|
1.000 |
2,815.00 |
|
0.618 |
2,808.50 |
|
HIGH |
2,797.75 |
|
0.618 |
2,791.25 |
|
0.500 |
2,789.00 |
|
0.382 |
2,787.00 |
|
LOW |
2,780.50 |
|
0.618 |
2,769.75 |
|
1.000 |
2,763.25 |
|
1.618 |
2,752.50 |
|
2.618 |
2,735.25 |
|
4.250 |
2,707.25 |
|
|
| Fisher Pivots for day following 10-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,794.25 |
2,786.00 |
| PP |
2,791.75 |
2,775.25 |
| S1 |
2,789.00 |
2,764.50 |
|