| Trading Metrics calculated at close of trading on 12-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2018 |
12-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,780.75 |
2,776.75 |
-4.00 |
-0.1% |
2,721.00 |
| High |
2,787.75 |
2,801.00 |
13.25 |
0.5% |
2,766.25 |
| Low |
2,765.75 |
2,773.75 |
8.00 |
0.3% |
2,698.50 |
| Close |
2,774.00 |
2,798.50 |
24.50 |
0.9% |
2,763.00 |
| Range |
22.00 |
27.25 |
5.25 |
23.9% |
67.75 |
| ATR |
29.27 |
29.13 |
-0.14 |
-0.5% |
0.00 |
| Volume |
1,369,176 |
1,120,424 |
-248,752 |
-18.2% |
4,526,741 |
|
| Daily Pivots for day following 12-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,872.75 |
2,863.00 |
2,813.50 |
|
| R3 |
2,845.50 |
2,835.75 |
2,806.00 |
|
| R2 |
2,818.25 |
2,818.25 |
2,803.50 |
|
| R1 |
2,808.50 |
2,808.50 |
2,801.00 |
2,813.50 |
| PP |
2,791.00 |
2,791.00 |
2,791.00 |
2,793.50 |
| S1 |
2,781.25 |
2,781.25 |
2,796.00 |
2,786.00 |
| S2 |
2,763.75 |
2,763.75 |
2,793.50 |
|
| S3 |
2,736.50 |
2,754.00 |
2,791.00 |
|
| S4 |
2,709.25 |
2,726.75 |
2,783.50 |
|
|
| 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 |
2,801.00 |
2,731.25 |
69.75 |
2.5% |
25.50 |
0.9% |
96% |
True |
False |
1,134,680 |
| 10 |
2,801.00 |
2,693.25 |
107.75 |
3.9% |
27.75 |
1.0% |
98% |
True |
False |
1,223,294 |
| 20 |
2,801.00 |
2,693.25 |
107.75 |
3.9% |
29.75 |
1.1% |
98% |
True |
False |
1,353,944 |
| 40 |
2,801.00 |
2,679.25 |
121.75 |
4.4% |
27.25 |
1.0% |
98% |
True |
False |
852,594 |
| 60 |
2,801.00 |
2,595.75 |
205.25 |
7.3% |
29.00 |
1.0% |
99% |
True |
False |
571,276 |
| 80 |
2,801.00 |
2,556.75 |
244.25 |
8.7% |
35.00 |
1.2% |
99% |
True |
False |
430,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,916.75 |
|
2.618 |
2,872.25 |
|
1.618 |
2,845.00 |
|
1.000 |
2,828.25 |
|
0.618 |
2,817.75 |
|
HIGH |
2,801.00 |
|
0.618 |
2,790.50 |
|
0.500 |
2,787.50 |
|
0.382 |
2,784.25 |
|
LOW |
2,773.75 |
|
0.618 |
2,757.00 |
|
1.000 |
2,746.50 |
|
1.618 |
2,729.75 |
|
2.618 |
2,702.50 |
|
4.250 |
2,658.00 |
|
|
| Fisher Pivots for day following 12-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,794.75 |
2,793.50 |
| PP |
2,791.00 |
2,788.50 |
| S1 |
2,787.50 |
2,783.50 |
|