| Trading Metrics calculated at close of trading on 02-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2018 |
02-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
12,239.0 |
12,196.0 |
-43.0 |
-0.4% |
12,495.0 |
| High |
12,369.5 |
12,295.0 |
-74.5 |
-0.6% |
12,523.0 |
| Low |
12,239.0 |
12,115.0 |
-124.0 |
-1.0% |
12,086.5 |
| Close |
12,308.5 |
12,233.5 |
-75.0 |
-0.6% |
12,308.5 |
| Range |
130.5 |
180.0 |
49.5 |
37.9% |
436.5 |
| ATR |
207.4 |
206.4 |
-1.0 |
-0.5% |
0.0 |
| Volume |
86,178 |
83,334 |
-2,844 |
-3.3% |
537,070 |
|
| Daily Pivots for day following 02-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,754.5 |
12,674.0 |
12,332.5 |
|
| R3 |
12,574.5 |
12,494.0 |
12,283.0 |
|
| R2 |
12,394.5 |
12,394.5 |
12,266.5 |
|
| R1 |
12,314.0 |
12,314.0 |
12,250.0 |
12,354.3 |
| PP |
12,214.5 |
12,214.5 |
12,214.5 |
12,234.6 |
| S1 |
12,134.0 |
12,134.0 |
12,217.0 |
12,174.3 |
| S2 |
12,034.5 |
12,034.5 |
12,200.5 |
|
| S3 |
11,854.5 |
11,954.0 |
12,184.0 |
|
| S4 |
11,674.5 |
11,774.0 |
12,134.5 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,615.5 |
13,398.5 |
12,548.6 |
|
| R3 |
13,179.0 |
12,962.0 |
12,428.5 |
|
| R2 |
12,742.5 |
12,742.5 |
12,388.5 |
|
| R1 |
12,525.5 |
12,525.5 |
12,348.5 |
12,415.8 |
| PP |
12,306.0 |
12,306.0 |
12,306.0 |
12,251.1 |
| S1 |
12,089.0 |
12,089.0 |
12,268.5 |
11,979.3 |
| S2 |
11,869.5 |
11,869.5 |
12,228.5 |
|
| S3 |
11,433.0 |
11,652.5 |
12,188.5 |
|
| S4 |
10,996.5 |
11,216.0 |
12,068.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,427.5 |
12,086.5 |
341.0 |
2.8% |
215.8 |
1.8% |
43% |
False |
False |
104,393 |
| 10 |
12,749.0 |
12,086.5 |
662.5 |
5.4% |
201.1 |
1.6% |
22% |
False |
False |
101,356 |
| 20 |
13,170.0 |
12,086.5 |
1,083.5 |
8.9% |
200.0 |
1.6% |
14% |
False |
False |
80,580 |
| 40 |
13,186.0 |
12,086.5 |
1,099.5 |
9.0% |
164.4 |
1.3% |
13% |
False |
False |
40,606 |
| 60 |
13,186.0 |
12,086.5 |
1,099.5 |
9.0% |
153.8 |
1.3% |
13% |
False |
False |
27,103 |
| 80 |
13,186.0 |
11,719.5 |
1,466.5 |
12.0% |
159.4 |
1.3% |
35% |
False |
False |
20,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,060.0 |
|
2.618 |
12,766.2 |
|
1.618 |
12,586.2 |
|
1.000 |
12,475.0 |
|
0.618 |
12,406.2 |
|
HIGH |
12,295.0 |
|
0.618 |
12,226.2 |
|
0.500 |
12,205.0 |
|
0.382 |
12,183.8 |
|
LOW |
12,115.0 |
|
0.618 |
12,003.8 |
|
1.000 |
11,935.0 |
|
1.618 |
11,823.8 |
|
2.618 |
11,643.8 |
|
4.250 |
11,350.0 |
|
|
| Fisher Pivots for day following 02-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,224.0 |
12,231.7 |
| PP |
12,214.5 |
12,229.8 |
| S1 |
12,205.0 |
12,228.0 |
|