| Trading Metrics calculated at close of trading on 03-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2018 |
03-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,726.75 |
2,728.75 |
2.00 |
0.1% |
2,761.00 |
| High |
2,731.25 |
2,744.50 |
13.25 |
0.5% |
2,761.00 |
| Low |
2,702.25 |
2,715.75 |
13.50 |
0.5% |
2,696.75 |
| Close |
2,730.50 |
2,716.75 |
-13.75 |
-0.5% |
2,725.00 |
| Range |
29.00 |
28.75 |
-0.25 |
-0.9% |
64.25 |
| ATR |
29.56 |
29.50 |
-0.06 |
-0.2% |
0.00 |
| Volume |
3,219 |
1,134 |
-2,085 |
-64.8% |
21,809 |
|
| Daily Pivots for day following 03-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,812.00 |
2,793.00 |
2,732.50 |
|
| R3 |
2,783.25 |
2,764.25 |
2,724.75 |
|
| R2 |
2,754.50 |
2,754.50 |
2,722.00 |
|
| R1 |
2,735.50 |
2,735.50 |
2,719.50 |
2,730.50 |
| PP |
2,725.75 |
2,725.75 |
2,725.75 |
2,723.25 |
| S1 |
2,706.75 |
2,706.75 |
2,714.00 |
2,702.00 |
| S2 |
2,697.00 |
2,697.00 |
2,711.50 |
|
| S3 |
2,668.25 |
2,678.00 |
2,708.75 |
|
| S4 |
2,639.50 |
2,649.25 |
2,701.00 |
|
|
| 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% |
33.00 |
1.2% |
37% |
False |
False |
3,707 |
| 10 |
2,788.75 |
2,696.75 |
92.00 |
3.4% |
32.00 |
1.2% |
22% |
False |
False |
3,160 |
| 20 |
2,800.00 |
2,696.75 |
103.25 |
3.8% |
27.75 |
1.0% |
19% |
False |
False |
2,311 |
| 40 |
2,800.00 |
2,660.75 |
139.25 |
5.1% |
26.50 |
1.0% |
40% |
False |
False |
1,673 |
| 60 |
2,800.00 |
2,599.50 |
200.50 |
7.4% |
29.00 |
1.1% |
58% |
False |
False |
1,361 |
| 80 |
2,818.00 |
2,561.75 |
256.25 |
9.4% |
33.75 |
1.2% |
60% |
False |
False |
1,310 |
| 100 |
2,818.00 |
2,546.25 |
271.75 |
10.0% |
35.50 |
1.3% |
63% |
False |
False |
1,080 |
| 120 |
2,894.75 |
2,546.25 |
348.50 |
12.8% |
36.75 |
1.4% |
49% |
False |
False |
1,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,866.75 |
|
2.618 |
2,819.75 |
|
1.618 |
2,791.00 |
|
1.000 |
2,773.25 |
|
0.618 |
2,762.25 |
|
HIGH |
2,744.50 |
|
0.618 |
2,733.50 |
|
0.500 |
2,730.00 |
|
0.382 |
2,726.75 |
|
LOW |
2,715.75 |
|
0.618 |
2,698.00 |
|
1.000 |
2,687.00 |
|
1.618 |
2,669.25 |
|
2.618 |
2,640.50 |
|
4.250 |
2,593.50 |
|
|
| Fisher Pivots for day following 03-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,730.00 |
2,725.50 |
| PP |
2,725.75 |
2,722.50 |
| S1 |
2,721.25 |
2,719.50 |
|