| Trading Metrics calculated at close of trading on 12-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2018 |
12-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
2,785.50 |
2,780.50 |
-5.00 |
-0.2% |
2,726.75 |
| High |
2,791.00 |
2,804.75 |
13.75 |
0.5% |
2,770.00 |
| Low |
2,769.75 |
2,778.00 |
8.25 |
0.3% |
2,702.25 |
| Close |
2,777.75 |
2,802.25 |
24.50 |
0.9% |
2,766.50 |
| Range |
21.25 |
26.75 |
5.50 |
25.9% |
67.75 |
| ATR |
28.79 |
28.66 |
-0.13 |
-0.4% |
0.00 |
| Volume |
4,523 |
1,879 |
-2,644 |
-58.5% |
7,595 |
|
| Daily Pivots for day following 12-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,875.25 |
2,865.50 |
2,817.00 |
|
| R3 |
2,848.50 |
2,838.75 |
2,809.50 |
|
| R2 |
2,821.75 |
2,821.75 |
2,807.25 |
|
| R1 |
2,812.00 |
2,812.00 |
2,804.75 |
2,817.00 |
| PP |
2,795.00 |
2,795.00 |
2,795.00 |
2,797.50 |
| S1 |
2,785.25 |
2,785.25 |
2,799.75 |
2,790.00 |
| S2 |
2,768.25 |
2,768.25 |
2,797.25 |
|
| S3 |
2,741.50 |
2,758.50 |
2,795.00 |
|
| S4 |
2,714.75 |
2,731.75 |
2,787.50 |
|
|
| 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 |
2,804.75 |
2,734.75 |
70.00 |
2.5% |
25.25 |
0.9% |
96% |
True |
False |
2,613 |
| 10 |
2,804.75 |
2,696.75 |
108.00 |
3.9% |
27.25 |
1.0% |
98% |
True |
False |
2,880 |
| 20 |
2,804.75 |
2,696.75 |
108.00 |
3.9% |
29.50 |
1.0% |
98% |
True |
False |
2,759 |
| 40 |
2,804.75 |
2,683.00 |
121.75 |
4.3% |
26.75 |
1.0% |
98% |
True |
False |
1,921 |
| 60 |
2,804.75 |
2,599.50 |
205.25 |
7.3% |
28.25 |
1.0% |
99% |
True |
False |
1,503 |
| 80 |
2,804.75 |
2,561.75 |
243.00 |
8.7% |
33.75 |
1.2% |
99% |
True |
False |
1,487 |
| 100 |
2,818.00 |
2,561.75 |
256.25 |
9.1% |
34.25 |
1.2% |
94% |
False |
False |
1,218 |
| 120 |
2,894.75 |
2,546.25 |
348.50 |
12.4% |
37.25 |
1.3% |
73% |
False |
False |
1,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,918.50 |
|
2.618 |
2,874.75 |
|
1.618 |
2,848.00 |
|
1.000 |
2,831.50 |
|
0.618 |
2,821.25 |
|
HIGH |
2,804.75 |
|
0.618 |
2,794.50 |
|
0.500 |
2,791.50 |
|
0.382 |
2,788.25 |
|
LOW |
2,778.00 |
|
0.618 |
2,761.50 |
|
1.000 |
2,751.25 |
|
1.618 |
2,734.75 |
|
2.618 |
2,708.00 |
|
4.250 |
2,664.25 |
|
|
| Fisher Pivots for day following 12-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,798.50 |
2,797.25 |
| PP |
2,795.00 |
2,792.25 |
| S1 |
2,791.50 |
2,787.25 |
|