| 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 |
1,268.0 |
1,269.8 |
1.8 |
0.1% |
1,265.0 |
| High |
1,278.2 |
1,272.3 |
-5.9 |
-0.5% |
1,273.0 |
| Low |
1,267.7 |
1,259.1 |
-8.6 |
-0.7% |
1,250.1 |
| Close |
1,271.1 |
1,266.9 |
-4.2 |
-0.3% |
1,267.2 |
| Range |
10.5 |
13.2 |
2.7 |
25.7% |
22.9 |
| ATR |
11.0 |
11.1 |
0.2 |
1.5% |
0.0 |
| Volume |
32,416 |
25,659 |
-6,757 |
-20.8% |
93,174 |
|
| Daily Pivots for day following 10-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,305.7 |
1,299.5 |
1,274.2 |
|
| R3 |
1,292.5 |
1,286.3 |
1,270.5 |
|
| R2 |
1,279.3 |
1,279.3 |
1,269.3 |
|
| R1 |
1,273.1 |
1,273.1 |
1,268.1 |
1,269.6 |
| PP |
1,266.1 |
1,266.1 |
1,266.1 |
1,264.4 |
| S1 |
1,259.9 |
1,259.9 |
1,265.7 |
1,256.4 |
| S2 |
1,252.9 |
1,252.9 |
1,264.5 |
|
| S3 |
1,239.7 |
1,246.7 |
1,263.3 |
|
| S4 |
1,226.5 |
1,233.5 |
1,259.6 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,332.1 |
1,322.6 |
1,279.8 |
|
| R3 |
1,309.2 |
1,299.7 |
1,273.5 |
|
| R2 |
1,286.3 |
1,286.3 |
1,271.4 |
|
| R1 |
1,276.8 |
1,276.8 |
1,269.3 |
1,281.6 |
| PP |
1,263.4 |
1,263.4 |
1,263.4 |
1,265.8 |
| S1 |
1,253.9 |
1,253.9 |
1,265.1 |
1,258.7 |
| S2 |
1,240.5 |
1,240.5 |
1,263.0 |
|
| S3 |
1,217.6 |
1,231.0 |
1,260.9 |
|
| S4 |
1,194.7 |
1,208.1 |
1,254.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,278.2 |
1,250.1 |
28.1 |
2.2% |
11.7 |
0.9% |
60% |
False |
False |
24,641 |
| 10 |
1,281.0 |
1,250.1 |
30.9 |
2.4% |
11.3 |
0.9% |
54% |
False |
False |
18,064 |
| 20 |
1,325.4 |
1,250.1 |
75.3 |
5.9% |
11.0 |
0.9% |
22% |
False |
False |
13,024 |
| 40 |
1,341.1 |
1,250.1 |
91.0 |
7.2% |
10.8 |
0.8% |
18% |
False |
False |
9,556 |
| 60 |
1,377.8 |
1,250.1 |
127.7 |
10.1% |
10.9 |
0.9% |
13% |
False |
False |
7,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,328.4 |
|
2.618 |
1,306.9 |
|
1.618 |
1,293.7 |
|
1.000 |
1,285.5 |
|
0.618 |
1,280.5 |
|
HIGH |
1,272.3 |
|
0.618 |
1,267.3 |
|
0.500 |
1,265.7 |
|
0.382 |
1,264.1 |
|
LOW |
1,259.1 |
|
0.618 |
1,250.9 |
|
1.000 |
1,245.9 |
|
1.618 |
1,237.7 |
|
2.618 |
1,224.5 |
|
4.250 |
1,203.0 |
|
|
| Fisher Pivots for day following 10-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,266.5 |
1,268.7 |
| PP |
1,266.1 |
1,268.1 |
| S1 |
1,265.7 |
1,267.5 |
|