| 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 |
2,725.00 |
2,726.75 |
1.75 |
0.1% |
2,761.00 |
| High |
2,748.50 |
2,731.25 |
-17.25 |
-0.6% |
2,761.00 |
| Low |
2,720.25 |
2,702.25 |
-18.00 |
-0.7% |
2,696.75 |
| Close |
2,725.00 |
2,730.50 |
5.50 |
0.2% |
2,725.00 |
| Range |
28.25 |
29.00 |
0.75 |
2.7% |
64.25 |
| ATR |
29.61 |
29.56 |
-0.04 |
-0.1% |
0.00 |
| Volume |
1,897 |
3,219 |
1,322 |
69.7% |
21,809 |
|
| Daily Pivots for day following 02-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,808.25 |
2,798.50 |
2,746.50 |
|
| R3 |
2,779.25 |
2,769.50 |
2,738.50 |
|
| R2 |
2,750.25 |
2,750.25 |
2,735.75 |
|
| R1 |
2,740.50 |
2,740.50 |
2,733.25 |
2,745.50 |
| PP |
2,721.25 |
2,721.25 |
2,721.25 |
2,723.75 |
| S1 |
2,711.50 |
2,711.50 |
2,727.75 |
2,716.50 |
| S2 |
2,692.25 |
2,692.25 |
2,725.25 |
|
| S3 |
2,663.25 |
2,682.50 |
2,722.50 |
|
| S4 |
2,634.25 |
2,653.50 |
2,714.50 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,920.25 |
2,887.00 |
2,760.25 |
|
| R3 |
2,856.00 |
2,822.75 |
2,742.75 |
|
| R2 |
2,791.75 |
2,791.75 |
2,736.75 |
|
| R1 |
2,758.50 |
2,758.50 |
2,731.00 |
2,743.00 |
| PP |
2,727.50 |
2,727.50 |
2,727.50 |
2,720.00 |
| S1 |
2,694.25 |
2,694.25 |
2,719.00 |
2,678.75 |
| S2 |
2,663.25 |
2,663.25 |
2,713.25 |
|
| S3 |
2,599.00 |
2,630.00 |
2,707.25 |
|
| S4 |
2,534.75 |
2,565.75 |
2,689.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,751.25 |
2,696.75 |
54.50 |
2.0% |
31.25 |
1.1% |
62% |
False |
False |
4,254 |
| 10 |
2,788.75 |
2,696.75 |
92.00 |
3.4% |
33.50 |
1.2% |
37% |
False |
False |
3,513 |
| 20 |
2,800.00 |
2,696.75 |
103.25 |
3.8% |
26.75 |
1.0% |
33% |
False |
False |
2,263 |
| 40 |
2,800.00 |
2,660.75 |
139.25 |
5.1% |
26.25 |
1.0% |
50% |
False |
False |
1,667 |
| 60 |
2,800.00 |
2,599.50 |
200.50 |
7.3% |
29.25 |
1.1% |
65% |
False |
False |
1,347 |
| 80 |
2,818.00 |
2,561.75 |
256.25 |
9.4% |
33.75 |
1.2% |
66% |
False |
False |
1,297 |
| 100 |
2,818.00 |
2,546.25 |
271.75 |
10.0% |
36.25 |
1.3% |
68% |
False |
False |
1,070 |
| 120 |
2,894.75 |
2,546.25 |
348.50 |
12.8% |
36.50 |
1.3% |
53% |
False |
False |
1,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,854.50 |
|
2.618 |
2,807.25 |
|
1.618 |
2,778.25 |
|
1.000 |
2,760.25 |
|
0.618 |
2,749.25 |
|
HIGH |
2,731.25 |
|
0.618 |
2,720.25 |
|
0.500 |
2,716.75 |
|
0.382 |
2,713.25 |
|
LOW |
2,702.25 |
|
0.618 |
2,684.25 |
|
1.000 |
2,673.25 |
|
1.618 |
2,655.25 |
|
2.618 |
2,626.25 |
|
4.250 |
2,579.00 |
|
|
| Fisher Pivots for day following 02-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,726.00 |
2,728.00 |
| PP |
2,721.25 |
2,725.25 |
| S1 |
2,716.75 |
2,722.50 |
|