| Trading Metrics calculated at close of trading on 05-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2018 |
05-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,728.75 |
2,716.00 |
-12.75 |
-0.5% |
2,761.00 |
| High |
2,744.50 |
2,743.00 |
-1.50 |
-0.1% |
2,761.00 |
| Low |
2,715.75 |
2,714.75 |
-1.00 |
0.0% |
2,696.75 |
| Close |
2,716.75 |
2,742.25 |
25.50 |
0.9% |
2,725.00 |
| Range |
28.75 |
28.25 |
-0.50 |
-1.7% |
64.25 |
| ATR |
29.50 |
29.41 |
-0.09 |
-0.3% |
0.00 |
| Volume |
1,134 |
1,345 |
211 |
18.6% |
21,809 |
|
| Daily Pivots for day following 05-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,818.00 |
2,808.50 |
2,757.75 |
|
| R3 |
2,789.75 |
2,780.25 |
2,750.00 |
|
| R2 |
2,761.50 |
2,761.50 |
2,747.50 |
|
| R1 |
2,752.00 |
2,752.00 |
2,744.75 |
2,756.75 |
| PP |
2,733.25 |
2,733.25 |
2,733.25 |
2,735.75 |
| S1 |
2,723.75 |
2,723.75 |
2,739.75 |
2,728.50 |
| S2 |
2,705.00 |
2,705.00 |
2,737.00 |
|
| S3 |
2,676.75 |
2,695.50 |
2,734.50 |
|
| S4 |
2,648.50 |
2,667.25 |
2,726.75 |
|
|
| 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 |
2,748.50 |
2,696.75 |
51.75 |
1.9% |
29.25 |
1.1% |
88% |
False |
False |
3,146 |
| 10 |
2,788.75 |
2,696.75 |
92.00 |
3.4% |
32.75 |
1.2% |
49% |
False |
False |
3,185 |
| 20 |
2,800.00 |
2,696.75 |
103.25 |
3.8% |
27.75 |
1.0% |
44% |
False |
False |
2,373 |
| 40 |
2,800.00 |
2,675.75 |
124.25 |
4.5% |
26.75 |
1.0% |
54% |
False |
False |
1,696 |
| 60 |
2,800.00 |
2,599.50 |
200.50 |
7.3% |
28.75 |
1.0% |
71% |
False |
False |
1,348 |
| 80 |
2,818.00 |
2,561.75 |
256.25 |
9.3% |
34.00 |
1.2% |
70% |
False |
False |
1,326 |
| 100 |
2,818.00 |
2,561.75 |
256.25 |
9.3% |
35.00 |
1.3% |
70% |
False |
False |
1,091 |
| 120 |
2,894.75 |
2,546.25 |
348.50 |
12.7% |
37.00 |
1.3% |
56% |
False |
False |
1,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,863.00 |
|
2.618 |
2,817.00 |
|
1.618 |
2,788.75 |
|
1.000 |
2,771.25 |
|
0.618 |
2,760.50 |
|
HIGH |
2,743.00 |
|
0.618 |
2,732.25 |
|
0.500 |
2,729.00 |
|
0.382 |
2,725.50 |
|
LOW |
2,714.75 |
|
0.618 |
2,697.25 |
|
1.000 |
2,686.50 |
|
1.618 |
2,669.00 |
|
2.618 |
2,640.75 |
|
4.250 |
2,594.75 |
|
|
| Fisher Pivots for day following 05-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,737.75 |
2,736.00 |
| PP |
2,733.25 |
2,729.75 |
| S1 |
2,729.00 |
2,723.50 |
|