| Trading Metrics calculated at close of trading on 06-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2018 |
06-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,716.00 |
2,740.00 |
24.00 |
0.9% |
2,726.75 |
| High |
2,743.00 |
2,770.00 |
27.00 |
1.0% |
2,770.00 |
| Low |
2,714.75 |
2,734.75 |
20.00 |
0.7% |
2,702.25 |
| Close |
2,742.25 |
2,766.50 |
24.25 |
0.9% |
2,766.50 |
| Range |
28.25 |
35.25 |
7.00 |
24.8% |
67.75 |
| ATR |
29.41 |
29.83 |
0.42 |
1.4% |
0.00 |
| Volume |
1,345 |
1,897 |
552 |
41.0% |
7,595 |
|
| Daily Pivots for day following 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,862.75 |
2,850.00 |
2,786.00 |
|
| R3 |
2,827.50 |
2,814.75 |
2,776.25 |
|
| R2 |
2,792.25 |
2,792.25 |
2,773.00 |
|
| R1 |
2,779.50 |
2,779.50 |
2,769.75 |
2,786.00 |
| PP |
2,757.00 |
2,757.00 |
2,757.00 |
2,760.25 |
| S1 |
2,744.25 |
2,744.25 |
2,763.25 |
2,750.50 |
| S2 |
2,721.75 |
2,721.75 |
2,760.00 |
|
| S3 |
2,686.50 |
2,709.00 |
2,756.75 |
|
| S4 |
2,651.25 |
2,673.75 |
2,747.00 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,949.50 |
2,925.75 |
2,803.75 |
|
| R3 |
2,881.75 |
2,858.00 |
2,785.25 |
|
| R2 |
2,814.00 |
2,814.00 |
2,779.00 |
|
| R1 |
2,790.25 |
2,790.25 |
2,772.75 |
2,802.00 |
| PP |
2,746.25 |
2,746.25 |
2,746.25 |
2,752.25 |
| S1 |
2,722.50 |
2,722.50 |
2,760.25 |
2,734.50 |
| S2 |
2,678.50 |
2,678.50 |
2,754.00 |
|
| S3 |
2,610.75 |
2,654.75 |
2,747.75 |
|
| S4 |
2,543.00 |
2,587.00 |
2,729.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,770.00 |
2,702.25 |
67.75 |
2.4% |
30.00 |
1.1% |
95% |
True |
False |
1,898 |
| 10 |
2,772.00 |
2,696.75 |
75.25 |
2.7% |
32.50 |
1.2% |
93% |
False |
False |
3,032 |
| 20 |
2,800.00 |
2,696.75 |
103.25 |
3.7% |
28.50 |
1.0% |
68% |
False |
False |
2,460 |
| 40 |
2,800.00 |
2,683.00 |
117.00 |
4.2% |
26.75 |
1.0% |
71% |
False |
False |
1,740 |
| 60 |
2,800.00 |
2,599.50 |
200.50 |
7.2% |
28.75 |
1.0% |
83% |
False |
False |
1,359 |
| 80 |
2,800.00 |
2,561.75 |
238.25 |
8.6% |
34.00 |
1.2% |
86% |
False |
False |
1,350 |
| 100 |
2,818.00 |
2,561.75 |
256.25 |
9.3% |
34.75 |
1.3% |
80% |
False |
False |
1,110 |
| 120 |
2,894.75 |
2,546.25 |
348.50 |
12.6% |
37.00 |
1.3% |
63% |
False |
False |
1,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,919.75 |
|
2.618 |
2,862.25 |
|
1.618 |
2,827.00 |
|
1.000 |
2,805.25 |
|
0.618 |
2,791.75 |
|
HIGH |
2,770.00 |
|
0.618 |
2,756.50 |
|
0.500 |
2,752.50 |
|
0.382 |
2,748.25 |
|
LOW |
2,734.75 |
|
0.618 |
2,713.00 |
|
1.000 |
2,699.50 |
|
1.618 |
2,677.75 |
|
2.618 |
2,642.50 |
|
4.250 |
2,585.00 |
|
|
| Fisher Pivots for day following 06-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,761.75 |
2,758.50 |
| PP |
2,757.00 |
2,750.50 |
| S1 |
2,752.50 |
2,742.50 |
|