| Trading Metrics calculated at close of trading on 11-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2018 |
11-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,787.50 |
2,780.75 |
-6.75 |
-0.2% |
2,721.00 |
| High |
2,797.75 |
2,787.75 |
-10.00 |
-0.4% |
2,766.25 |
| Low |
2,780.50 |
2,765.75 |
-14.75 |
-0.5% |
2,698.50 |
| Close |
2,796.75 |
2,774.00 |
-22.75 |
-0.8% |
2,763.00 |
| Range |
17.25 |
22.00 |
4.75 |
27.5% |
67.75 |
| ATR |
29.14 |
29.27 |
0.13 |
0.5% |
0.00 |
| Volume |
925,706 |
1,369,176 |
443,470 |
47.9% |
4,526,741 |
|
| Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,841.75 |
2,830.00 |
2,786.00 |
|
| R3 |
2,819.75 |
2,808.00 |
2,780.00 |
|
| R2 |
2,797.75 |
2,797.75 |
2,778.00 |
|
| R1 |
2,786.00 |
2,786.00 |
2,776.00 |
2,781.00 |
| PP |
2,775.75 |
2,775.75 |
2,775.75 |
2,773.25 |
| S1 |
2,764.00 |
2,764.00 |
2,772.00 |
2,759.00 |
| S2 |
2,753.75 |
2,753.75 |
2,770.00 |
|
| S3 |
2,731.75 |
2,742.00 |
2,768.00 |
|
| S4 |
2,709.75 |
2,720.00 |
2,762.00 |
|
|
| 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 |
2,797.75 |
2,710.75 |
87.00 |
3.1% |
26.00 |
0.9% |
73% |
False |
False |
1,143,642 |
| 10 |
2,797.75 |
2,693.25 |
104.50 |
3.8% |
29.75 |
1.1% |
77% |
False |
False |
1,323,020 |
| 20 |
2,797.75 |
2,693.25 |
104.50 |
3.8% |
29.25 |
1.1% |
77% |
False |
False |
1,367,128 |
| 40 |
2,797.75 |
2,679.25 |
118.50 |
4.3% |
27.25 |
1.0% |
80% |
False |
False |
824,805 |
| 60 |
2,797.75 |
2,595.75 |
202.00 |
7.3% |
29.25 |
1.1% |
88% |
False |
False |
552,708 |
| 80 |
2,797.75 |
2,556.75 |
241.00 |
8.7% |
35.25 |
1.3% |
90% |
False |
False |
416,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,881.25 |
|
2.618 |
2,845.25 |
|
1.618 |
2,823.25 |
|
1.000 |
2,809.75 |
|
0.618 |
2,801.25 |
|
HIGH |
2,787.75 |
|
0.618 |
2,779.25 |
|
0.500 |
2,776.75 |
|
0.382 |
2,774.25 |
|
LOW |
2,765.75 |
|
0.618 |
2,752.25 |
|
1.000 |
2,743.75 |
|
1.618 |
2,730.25 |
|
2.618 |
2,708.25 |
|
4.250 |
2,672.25 |
|
|
| Fisher Pivots for day following 11-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,776.75 |
2,779.75 |
| PP |
2,775.75 |
2,777.75 |
| S1 |
2,775.00 |
2,776.00 |
|