| Trading Metrics calculated at close of trading on 11-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2018 |
11-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,791.00 |
2,785.50 |
-5.50 |
-0.2% |
2,726.75 |
| High |
2,801.50 |
2,791.00 |
-10.50 |
-0.4% |
2,770.00 |
| Low |
2,785.00 |
2,769.75 |
-15.25 |
-0.5% |
2,702.25 |
| Close |
2,800.50 |
2,777.75 |
-22.75 |
-0.8% |
2,766.50 |
| Range |
16.50 |
21.25 |
4.75 |
28.8% |
67.75 |
| ATR |
28.64 |
28.79 |
0.15 |
0.5% |
0.00 |
| Volume |
2,641 |
4,523 |
1,882 |
71.3% |
7,595 |
|
| Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,843.25 |
2,831.75 |
2,789.50 |
|
| R3 |
2,822.00 |
2,810.50 |
2,783.50 |
|
| R2 |
2,800.75 |
2,800.75 |
2,781.75 |
|
| R1 |
2,789.25 |
2,789.25 |
2,779.75 |
2,784.50 |
| PP |
2,779.50 |
2,779.50 |
2,779.50 |
2,777.00 |
| S1 |
2,768.00 |
2,768.00 |
2,775.75 |
2,763.00 |
| S2 |
2,758.25 |
2,758.25 |
2,773.75 |
|
| S3 |
2,737.00 |
2,746.75 |
2,772.00 |
|
| S4 |
2,715.75 |
2,725.50 |
2,766.00 |
|
|
| 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 |
2,801.50 |
2,714.75 |
86.75 |
3.1% |
25.50 |
0.9% |
73% |
False |
False |
2,506 |
| 10 |
2,801.50 |
2,696.75 |
104.75 |
3.8% |
29.25 |
1.1% |
77% |
False |
False |
3,106 |
| 20 |
2,801.50 |
2,696.75 |
104.75 |
3.8% |
29.00 |
1.0% |
77% |
False |
False |
2,704 |
| 40 |
2,801.50 |
2,683.00 |
118.50 |
4.3% |
26.75 |
1.0% |
80% |
False |
False |
1,890 |
| 60 |
2,801.50 |
2,599.50 |
202.00 |
7.3% |
28.25 |
1.0% |
88% |
False |
False |
1,488 |
| 80 |
2,801.50 |
2,561.75 |
239.75 |
8.6% |
34.00 |
1.2% |
90% |
False |
False |
1,464 |
| 100 |
2,818.00 |
2,561.75 |
256.25 |
9.2% |
34.25 |
1.2% |
84% |
False |
False |
1,200 |
| 120 |
2,894.75 |
2,546.25 |
348.50 |
12.5% |
37.00 |
1.3% |
66% |
False |
False |
1,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,881.25 |
|
2.618 |
2,846.75 |
|
1.618 |
2,825.50 |
|
1.000 |
2,812.25 |
|
0.618 |
2,804.25 |
|
HIGH |
2,791.00 |
|
0.618 |
2,783.00 |
|
0.500 |
2,780.50 |
|
0.382 |
2,777.75 |
|
LOW |
2,769.75 |
|
0.618 |
2,756.50 |
|
1.000 |
2,748.50 |
|
1.618 |
2,735.25 |
|
2.618 |
2,714.00 |
|
4.250 |
2,679.50 |
|
|
| Fisher Pivots for day following 11-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,780.50 |
2,783.50 |
| PP |
2,779.50 |
2,781.50 |
| S1 |
2,778.50 |
2,779.75 |
|