| Trading Metrics calculated at close of trading on 05-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2018 |
05-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1,242.9 |
1,253.5 |
10.6 |
0.9% |
1,272.2 |
| High |
1,258.5 |
1,262.4 |
3.9 |
0.3% |
1,274.4 |
| Low |
1,238.8 |
1,252.2 |
13.4 |
1.1% |
1,246.9 |
| Close |
1,253.5 |
1,258.8 |
5.3 |
0.4% |
1,254.5 |
| Range |
19.7 |
10.2 |
-9.5 |
-48.2% |
27.5 |
| ATR |
11.9 |
11.8 |
-0.1 |
-1.0% |
0.0 |
| Volume |
297,343 |
392,947 |
95,604 |
32.2% |
1,180,499 |
|
| Daily Pivots for day following 05-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,288.4 |
1,283.8 |
1,264.4 |
|
| R3 |
1,278.2 |
1,273.6 |
1,261.6 |
|
| R2 |
1,268.0 |
1,268.0 |
1,260.7 |
|
| R1 |
1,263.4 |
1,263.4 |
1,259.7 |
1,265.7 |
| PP |
1,257.8 |
1,257.8 |
1,257.8 |
1,259.0 |
| S1 |
1,253.2 |
1,253.2 |
1,257.9 |
1,255.5 |
| S2 |
1,247.6 |
1,247.6 |
1,256.9 |
|
| S3 |
1,237.4 |
1,243.0 |
1,256.0 |
|
| S4 |
1,227.2 |
1,232.8 |
1,253.2 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,341.1 |
1,325.3 |
1,269.6 |
|
| R3 |
1,313.6 |
1,297.8 |
1,262.1 |
|
| R2 |
1,286.1 |
1,286.1 |
1,259.5 |
|
| R1 |
1,270.3 |
1,270.3 |
1,257.0 |
1,264.5 |
| PP |
1,258.6 |
1,258.6 |
1,258.6 |
1,255.7 |
| S1 |
1,242.8 |
1,242.8 |
1,252.0 |
1,237.0 |
| S2 |
1,231.1 |
1,231.1 |
1,249.5 |
|
| S3 |
1,203.6 |
1,215.3 |
1,246.9 |
|
| S4 |
1,176.1 |
1,187.8 |
1,239.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,262.4 |
1,238.8 |
23.6 |
1.9% |
12.7 |
1.0% |
85% |
True |
False |
284,236 |
| 10 |
1,274.4 |
1,238.8 |
35.6 |
2.8% |
11.0 |
0.9% |
56% |
False |
False |
259,969 |
| 20 |
1,313.0 |
1,238.8 |
74.2 |
5.9% |
11.3 |
0.9% |
27% |
False |
False |
269,023 |
| 40 |
1,332.4 |
1,238.8 |
93.6 |
7.4% |
11.3 |
0.9% |
21% |
False |
False |
201,167 |
| 60 |
1,375.1 |
1,238.8 |
136.3 |
10.8% |
11.9 |
0.9% |
15% |
False |
False |
138,237 |
| 80 |
1,375.1 |
1,238.8 |
136.3 |
10.8% |
12.5 |
1.0% |
15% |
False |
False |
104,919 |
| 100 |
1,375.1 |
1,238.8 |
136.3 |
10.8% |
12.6 |
1.0% |
15% |
False |
False |
84,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,305.8 |
|
2.618 |
1,289.1 |
|
1.618 |
1,278.9 |
|
1.000 |
1,272.6 |
|
0.618 |
1,268.7 |
|
HIGH |
1,262.4 |
|
0.618 |
1,258.5 |
|
0.500 |
1,257.3 |
|
0.382 |
1,256.1 |
|
LOW |
1,252.2 |
|
0.618 |
1,245.9 |
|
1.000 |
1,242.0 |
|
1.618 |
1,235.7 |
|
2.618 |
1,225.5 |
|
4.250 |
1,208.9 |
|
|
| Fisher Pivots for day following 05-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,258.3 |
1,256.1 |
| PP |
1,257.8 |
1,253.3 |
| S1 |
1,257.3 |
1,250.6 |
|