| 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 |
1,277.0 |
1,272.4 |
-4.6 |
-0.4% |
1,271.2 |
| High |
1,277.0 |
1,273.1 |
-3.9 |
-0.3% |
1,278.7 |
| Low |
1,265.2 |
1,260.1 |
-5.1 |
-0.4% |
1,257.3 |
| Close |
1,273.0 |
1,261.6 |
-11.4 |
-0.9% |
1,273.2 |
| Range |
11.8 |
13.0 |
1.2 |
10.2% |
21.4 |
| ATR |
9.1 |
9.4 |
0.3 |
3.0% |
0.0 |
| Volume |
3,288 |
3,707 |
419 |
12.7% |
5,212 |
|
| Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,303.9 |
1,295.8 |
1,268.8 |
|
| R3 |
1,290.9 |
1,282.8 |
1,265.2 |
|
| R2 |
1,277.9 |
1,277.9 |
1,264.0 |
|
| R1 |
1,269.8 |
1,269.8 |
1,262.8 |
1,267.4 |
| PP |
1,264.9 |
1,264.9 |
1,264.9 |
1,263.7 |
| S1 |
1,256.8 |
1,256.8 |
1,260.4 |
1,254.4 |
| S2 |
1,251.9 |
1,251.9 |
1,259.2 |
|
| S3 |
1,238.9 |
1,243.8 |
1,258.0 |
|
| S4 |
1,225.9 |
1,230.8 |
1,254.5 |
|
|
| 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 |
1,260.1 |
24.0 |
1.9% |
9.2 |
0.7% |
6% |
False |
True |
2,358 |
| 10 |
1,284.1 |
1,257.3 |
26.8 |
2.1% |
9.4 |
0.7% |
16% |
False |
False |
1,734 |
| 20 |
1,330.4 |
1,257.3 |
73.1 |
5.8% |
8.8 |
0.7% |
6% |
False |
False |
1,258 |
| 40 |
1,336.6 |
1,257.3 |
79.3 |
6.3% |
8.2 |
0.6% |
5% |
False |
False |
1,065 |
| 60 |
1,382.8 |
1,257.3 |
125.5 |
9.9% |
7.5 |
0.6% |
3% |
False |
False |
821 |
| 80 |
1,393.7 |
1,257.3 |
136.4 |
10.8% |
8.1 |
0.6% |
3% |
False |
False |
662 |
| 100 |
1,393.7 |
1,257.3 |
136.4 |
10.8% |
7.8 |
0.6% |
3% |
False |
False |
558 |
| 120 |
1,398.2 |
1,257.3 |
140.9 |
11.2% |
8.1 |
0.6% |
3% |
False |
False |
498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,328.4 |
|
2.618 |
1,307.1 |
|
1.618 |
1,294.1 |
|
1.000 |
1,286.1 |
|
0.618 |
1,281.1 |
|
HIGH |
1,273.1 |
|
0.618 |
1,268.1 |
|
0.500 |
1,266.6 |
|
0.382 |
1,265.1 |
|
LOW |
1,260.1 |
|
0.618 |
1,252.1 |
|
1.000 |
1,247.1 |
|
1.618 |
1,239.1 |
|
2.618 |
1,226.1 |
|
4.250 |
1,204.9 |
|
|
| Fisher Pivots for day following 11-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,266.6 |
1,272.1 |
| PP |
1,264.9 |
1,268.6 |
| S1 |
1,263.3 |
1,265.1 |
|