| Trading Metrics calculated at close of trading on 09-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2018 |
09-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,740.00 |
2,765.50 |
25.50 |
0.9% |
2,726.75 |
| High |
2,770.00 |
2,791.75 |
21.75 |
0.8% |
2,770.00 |
| Low |
2,734.75 |
2,765.50 |
30.75 |
1.1% |
2,702.25 |
| Close |
2,766.50 |
2,791.25 |
24.75 |
0.9% |
2,766.50 |
| Range |
35.25 |
26.25 |
-9.00 |
-25.5% |
67.75 |
| ATR |
29.83 |
29.58 |
-0.26 |
-0.9% |
0.00 |
| Volume |
1,897 |
2,128 |
231 |
12.2% |
7,595 |
|
| Daily Pivots for day following 09-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,861.50 |
2,852.75 |
2,805.75 |
|
| R3 |
2,835.25 |
2,826.50 |
2,798.50 |
|
| R2 |
2,809.00 |
2,809.00 |
2,796.00 |
|
| R1 |
2,800.25 |
2,800.25 |
2,793.75 |
2,804.50 |
| PP |
2,782.75 |
2,782.75 |
2,782.75 |
2,785.00 |
| S1 |
2,774.00 |
2,774.00 |
2,788.75 |
2,778.50 |
| S2 |
2,756.50 |
2,756.50 |
2,786.50 |
|
| S3 |
2,730.25 |
2,747.75 |
2,784.00 |
|
| S4 |
2,704.00 |
2,721.50 |
2,776.75 |
|
|
| 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 |
2,791.75 |
2,702.25 |
89.50 |
3.2% |
29.50 |
1.1% |
99% |
True |
False |
1,944 |
| 10 |
2,791.75 |
2,696.75 |
95.00 |
3.4% |
33.25 |
1.2% |
99% |
True |
False |
3,153 |
| 20 |
2,800.00 |
2,696.75 |
103.25 |
3.7% |
28.50 |
1.0% |
92% |
False |
False |
2,530 |
| 40 |
2,800.00 |
2,683.00 |
117.00 |
4.2% |
26.75 |
1.0% |
93% |
False |
False |
1,789 |
| 60 |
2,800.00 |
2,599.50 |
200.50 |
7.2% |
28.50 |
1.0% |
96% |
False |
False |
1,380 |
| 80 |
2,800.00 |
2,561.75 |
238.25 |
8.5% |
34.00 |
1.2% |
96% |
False |
False |
1,375 |
| 100 |
2,818.00 |
2,561.75 |
256.25 |
9.2% |
34.75 |
1.2% |
90% |
False |
False |
1,131 |
| 120 |
2,894.75 |
2,546.25 |
348.50 |
12.5% |
37.00 |
1.3% |
70% |
False |
False |
1,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,903.25 |
|
2.618 |
2,860.50 |
|
1.618 |
2,834.25 |
|
1.000 |
2,818.00 |
|
0.618 |
2,808.00 |
|
HIGH |
2,791.75 |
|
0.618 |
2,781.75 |
|
0.500 |
2,778.50 |
|
0.382 |
2,775.50 |
|
LOW |
2,765.50 |
|
0.618 |
2,749.25 |
|
1.000 |
2,739.25 |
|
1.618 |
2,723.00 |
|
2.618 |
2,696.75 |
|
4.250 |
2,654.00 |
|
|
| Fisher Pivots for day following 09-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,787.00 |
2,778.50 |
| PP |
2,782.75 |
2,766.00 |
| S1 |
2,778.50 |
2,753.25 |
|