| 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 |
1,274.9 |
1,274.3 |
-0.6 |
0.0% |
1,271.2 |
| High |
1,275.0 |
1,284.1 |
9.1 |
0.7% |
1,278.7 |
| Low |
1,272.0 |
1,274.3 |
2.3 |
0.2% |
1,257.3 |
| Close |
1,273.2 |
1,277.1 |
3.9 |
0.3% |
1,273.2 |
| Range |
3.0 |
9.8 |
6.8 |
226.7% |
21.4 |
| ATR |
8.8 |
8.9 |
0.2 |
1.7% |
0.0 |
| Volume |
813 |
2,890 |
2,077 |
255.5% |
5,212 |
|
| Daily Pivots for day following 09-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,307.9 |
1,302.3 |
1,282.5 |
|
| R3 |
1,298.1 |
1,292.5 |
1,279.8 |
|
| R2 |
1,288.3 |
1,288.3 |
1,278.9 |
|
| R1 |
1,282.7 |
1,282.7 |
1,278.0 |
1,285.5 |
| PP |
1,278.5 |
1,278.5 |
1,278.5 |
1,279.9 |
| S1 |
1,272.9 |
1,272.9 |
1,276.2 |
1,275.7 |
| S2 |
1,268.7 |
1,268.7 |
1,275.3 |
|
| S3 |
1,258.9 |
1,263.1 |
1,274.4 |
|
| S4 |
1,249.1 |
1,253.3 |
1,271.7 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,333.9 |
1,325.0 |
1,285.0 |
|
| R3 |
1,312.5 |
1,303.6 |
1,279.1 |
|
| R2 |
1,291.1 |
1,291.1 |
1,277.1 |
|
| R1 |
1,282.2 |
1,282.2 |
1,275.2 |
1,286.7 |
| PP |
1,269.7 |
1,269.7 |
1,269.7 |
1,272.0 |
| S1 |
1,260.8 |
1,260.8 |
1,271.2 |
1,265.3 |
| S2 |
1,248.3 |
1,248.3 |
1,269.3 |
|
| S3 |
1,226.9 |
1,239.4 |
1,267.3 |
|
| S4 |
1,205.5 |
1,218.0 |
1,261.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,284.1 |
1,257.3 |
26.8 |
2.1% |
10.5 |
0.8% |
74% |
True |
False |
1,620 |
| 10 |
1,289.1 |
1,257.3 |
31.8 |
2.5% |
8.2 |
0.6% |
62% |
False |
False |
1,137 |
| 20 |
1,330.4 |
1,257.3 |
73.1 |
5.7% |
8.2 |
0.6% |
27% |
False |
False |
1,004 |
| 40 |
1,351.2 |
1,257.3 |
93.9 |
7.4% |
7.7 |
0.6% |
21% |
False |
False |
924 |
| 60 |
1,382.8 |
1,257.3 |
125.5 |
9.8% |
7.2 |
0.6% |
16% |
False |
False |
709 |
| 80 |
1,393.7 |
1,257.3 |
136.4 |
10.7% |
8.0 |
0.6% |
15% |
False |
False |
578 |
| 100 |
1,393.7 |
1,257.3 |
136.4 |
10.7% |
7.9 |
0.6% |
15% |
False |
False |
492 |
| 120 |
1,398.2 |
1,257.3 |
140.9 |
11.0% |
7.9 |
0.6% |
14% |
False |
False |
442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,325.8 |
|
2.618 |
1,309.8 |
|
1.618 |
1,300.0 |
|
1.000 |
1,293.9 |
|
0.618 |
1,290.2 |
|
HIGH |
1,284.1 |
|
0.618 |
1,280.4 |
|
0.500 |
1,279.2 |
|
0.382 |
1,278.0 |
|
LOW |
1,274.3 |
|
0.618 |
1,268.2 |
|
1.000 |
1,264.5 |
|
1.618 |
1,258.4 |
|
2.618 |
1,248.6 |
|
4.250 |
1,232.7 |
|
|
| Fisher Pivots for day following 09-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,279.2 |
1,277.3 |
| PP |
1,278.5 |
1,277.2 |
| S1 |
1,277.8 |
1,277.2 |
|