| 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 |
12,565.5 |
12,497.0 |
-68.5 |
-0.5% |
12,196.0 |
| High |
12,630.0 |
12,509.0 |
-121.0 |
-1.0% |
12,544.5 |
| Low |
12,516.5 |
12,376.5 |
-140.0 |
-1.1% |
12,115.0 |
| Close |
12,600.0 |
12,416.0 |
-184.0 |
-1.5% |
12,481.0 |
| Range |
113.5 |
132.5 |
19.0 |
16.7% |
429.5 |
| ATR |
186.1 |
188.8 |
2.7 |
1.4% |
0.0 |
| Volume |
95,619 |
80,539 |
-15,080 |
-15.8% |
264,197 |
|
| Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,831.3 |
12,756.2 |
12,488.9 |
|
| R3 |
12,698.8 |
12,623.7 |
12,452.4 |
|
| R2 |
12,566.3 |
12,566.3 |
12,440.3 |
|
| R1 |
12,491.2 |
12,491.2 |
12,428.1 |
12,462.5 |
| PP |
12,433.8 |
12,433.8 |
12,433.8 |
12,419.5 |
| S1 |
12,358.7 |
12,358.7 |
12,403.9 |
12,330.0 |
| S2 |
12,301.3 |
12,301.3 |
12,391.7 |
|
| S3 |
12,168.8 |
12,226.2 |
12,379.6 |
|
| S4 |
12,036.3 |
12,093.7 |
12,343.1 |
|
|
| 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 |
12,294.5 |
335.5 |
2.7% |
134.8 |
1.1% |
36% |
False |
False |
77,321 |
| 10 |
12,630.0 |
12,086.5 |
543.5 |
4.4% |
173.5 |
1.4% |
61% |
False |
False |
81,700 |
| 20 |
13,170.0 |
12,086.5 |
1,083.5 |
8.7% |
188.0 |
1.5% |
30% |
False |
False |
91,670 |
| 40 |
13,186.0 |
12,086.5 |
1,099.5 |
8.9% |
171.5 |
1.4% |
30% |
False |
False |
51,361 |
| 60 |
13,186.0 |
12,086.5 |
1,099.5 |
8.9% |
153.7 |
1.2% |
30% |
False |
False |
34,277 |
| 80 |
13,186.0 |
11,719.5 |
1,466.5 |
11.8% |
156.6 |
1.3% |
47% |
False |
False |
25,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,072.1 |
|
2.618 |
12,855.9 |
|
1.618 |
12,723.4 |
|
1.000 |
12,641.5 |
|
0.618 |
12,590.9 |
|
HIGH |
12,509.0 |
|
0.618 |
12,458.4 |
|
0.500 |
12,442.8 |
|
0.382 |
12,427.1 |
|
LOW |
12,376.5 |
|
0.618 |
12,294.6 |
|
1.000 |
12,244.0 |
|
1.618 |
12,162.1 |
|
2.618 |
12,029.6 |
|
4.250 |
11,813.4 |
|
|
| Fisher Pivots for day following 11-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,442.8 |
12,503.3 |
| PP |
12,433.8 |
12,474.2 |
| S1 |
12,424.9 |
12,445.1 |
|