| Trading Metrics calculated at close of trading on 10-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2018 |
10-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,765.50 |
2,791.00 |
25.50 |
0.9% |
2,726.75 |
| High |
2,791.75 |
2,801.50 |
9.75 |
0.3% |
2,770.00 |
| Low |
2,765.50 |
2,785.00 |
19.50 |
0.7% |
2,702.25 |
| Close |
2,791.25 |
2,800.50 |
9.25 |
0.3% |
2,766.50 |
| Range |
26.25 |
16.50 |
-9.75 |
-37.1% |
67.75 |
| ATR |
29.58 |
28.64 |
-0.93 |
-3.2% |
0.00 |
| Volume |
2,128 |
2,641 |
513 |
24.1% |
7,595 |
|
| Daily Pivots for day following 10-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,845.25 |
2,839.25 |
2,809.50 |
|
| R3 |
2,828.75 |
2,822.75 |
2,805.00 |
|
| R2 |
2,812.25 |
2,812.25 |
2,803.50 |
|
| R1 |
2,806.25 |
2,806.25 |
2,802.00 |
2,809.25 |
| PP |
2,795.75 |
2,795.75 |
2,795.75 |
2,797.00 |
| S1 |
2,789.75 |
2,789.75 |
2,799.00 |
2,792.75 |
| S2 |
2,779.25 |
2,779.25 |
2,797.50 |
|
| S3 |
2,762.75 |
2,773.25 |
2,796.00 |
|
| S4 |
2,746.25 |
2,756.75 |
2,791.50 |
|
|
| 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 |
2,801.50 |
2,714.75 |
86.75 |
3.1% |
27.00 |
1.0% |
99% |
True |
False |
1,829 |
| 10 |
2,801.50 |
2,696.75 |
104.75 |
3.7% |
29.25 |
1.0% |
99% |
True |
False |
3,041 |
| 20 |
2,801.50 |
2,696.75 |
104.75 |
3.7% |
28.50 |
1.0% |
99% |
True |
False |
2,550 |
| 40 |
2,801.50 |
2,683.00 |
118.50 |
4.2% |
26.75 |
1.0% |
99% |
True |
False |
1,852 |
| 60 |
2,801.50 |
2,599.50 |
202.00 |
7.2% |
28.25 |
1.0% |
100% |
True |
False |
1,421 |
| 80 |
2,801.50 |
2,561.75 |
239.75 |
8.6% |
34.00 |
1.2% |
100% |
True |
False |
1,408 |
| 100 |
2,818.00 |
2,561.75 |
256.25 |
9.2% |
34.50 |
1.2% |
93% |
False |
False |
1,155 |
| 120 |
2,894.75 |
2,546.25 |
348.50 |
12.4% |
37.00 |
1.3% |
73% |
False |
False |
1,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,871.50 |
|
2.618 |
2,844.75 |
|
1.618 |
2,828.25 |
|
1.000 |
2,818.00 |
|
0.618 |
2,811.75 |
|
HIGH |
2,801.50 |
|
0.618 |
2,795.25 |
|
0.500 |
2,793.25 |
|
0.382 |
2,791.25 |
|
LOW |
2,785.00 |
|
0.618 |
2,774.75 |
|
1.000 |
2,768.50 |
|
1.618 |
2,758.25 |
|
2.618 |
2,741.75 |
|
4.250 |
2,715.00 |
|
|
| Fisher Pivots for day following 10-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,798.00 |
2,789.75 |
| PP |
2,795.75 |
2,779.00 |
| S1 |
2,793.25 |
2,768.00 |
|