| 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 |
12,550.0 |
12,565.5 |
15.5 |
0.1% |
12,196.0 |
| High |
12,560.5 |
12,630.0 |
69.5 |
0.6% |
12,544.5 |
| Low |
12,475.0 |
12,516.5 |
41.5 |
0.3% |
12,115.0 |
| Close |
12,542.0 |
12,600.0 |
58.0 |
0.5% |
12,481.0 |
| Range |
85.5 |
113.5 |
28.0 |
32.7% |
429.5 |
| ATR |
191.7 |
186.1 |
-5.6 |
-2.9% |
0.0 |
| Volume |
73,852 |
95,619 |
21,767 |
29.5% |
264,197 |
|
| Daily Pivots for day following 10-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,922.7 |
12,874.8 |
12,662.4 |
|
| R3 |
12,809.2 |
12,761.3 |
12,631.2 |
|
| R2 |
12,695.7 |
12,695.7 |
12,620.8 |
|
| R1 |
12,647.8 |
12,647.8 |
12,610.4 |
12,671.8 |
| PP |
12,582.2 |
12,582.2 |
12,582.2 |
12,594.1 |
| S1 |
12,534.3 |
12,534.3 |
12,589.6 |
12,558.3 |
| S2 |
12,468.7 |
12,468.7 |
12,579.2 |
|
| S3 |
12,355.2 |
12,420.8 |
12,568.8 |
|
| S4 |
12,241.7 |
12,307.3 |
12,537.6 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,668.7 |
13,504.3 |
12,717.2 |
|
| R3 |
13,239.2 |
13,074.8 |
12,599.1 |
|
| R2 |
12,809.7 |
12,809.7 |
12,559.7 |
|
| R1 |
12,645.3 |
12,645.3 |
12,520.4 |
12,727.5 |
| PP |
12,380.2 |
12,380.2 |
12,380.2 |
12,421.3 |
| S1 |
12,215.8 |
12,215.8 |
12,441.6 |
12,298.0 |
| S2 |
11,950.7 |
11,950.7 |
12,402.3 |
|
| S3 |
11,521.2 |
11,786.3 |
12,362.9 |
|
| S4 |
11,091.7 |
11,356.8 |
12,244.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,630.0 |
12,262.0 |
368.0 |
2.9% |
139.0 |
1.1% |
92% |
True |
False |
70,066 |
| 10 |
12,630.0 |
12,086.5 |
543.5 |
4.3% |
177.4 |
1.4% |
94% |
True |
False |
87,229 |
| 20 |
13,170.0 |
12,086.5 |
1,083.5 |
8.6% |
188.5 |
1.5% |
47% |
False |
False |
90,254 |
| 40 |
13,186.0 |
12,086.5 |
1,099.5 |
8.7% |
169.8 |
1.3% |
47% |
False |
False |
49,351 |
| 60 |
13,186.0 |
12,086.5 |
1,099.5 |
8.7% |
154.2 |
1.2% |
47% |
False |
False |
32,936 |
| 80 |
13,186.0 |
11,719.5 |
1,466.5 |
11.6% |
158.9 |
1.3% |
60% |
False |
False |
24,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,112.4 |
|
2.618 |
12,927.1 |
|
1.618 |
12,813.6 |
|
1.000 |
12,743.5 |
|
0.618 |
12,700.1 |
|
HIGH |
12,630.0 |
|
0.618 |
12,586.6 |
|
0.500 |
12,573.3 |
|
0.382 |
12,559.9 |
|
LOW |
12,516.5 |
|
0.618 |
12,446.4 |
|
1.000 |
12,403.0 |
|
1.618 |
12,332.9 |
|
2.618 |
12,219.4 |
|
4.250 |
12,034.1 |
|
|
| Fisher Pivots for day following 10-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,591.1 |
12,573.8 |
| PP |
12,582.2 |
12,547.5 |
| S1 |
12,573.3 |
12,521.3 |
|