| 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 |
1,256.7 |
1,242.3 |
-14.4 |
-1.1% |
1,253.4 |
| High |
1,257.3 |
1,248.8 |
-8.5 |
-0.7% |
1,262.4 |
| Low |
1,241.7 |
1,241.4 |
-0.3 |
0.0% |
1,238.8 |
| Close |
1,244.4 |
1,246.6 |
2.2 |
0.2% |
1,255.8 |
| Range |
15.6 |
7.4 |
-8.2 |
-52.6% |
23.6 |
| ATR |
11.8 |
11.5 |
-0.3 |
-2.7% |
0.0 |
| Volume |
299,639 |
220,956 |
-78,683 |
-26.3% |
1,153,355 |
|
| Daily Pivots for day following 12-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,267.8 |
1,264.6 |
1,250.7 |
|
| R3 |
1,260.4 |
1,257.2 |
1,248.6 |
|
| R2 |
1,253.0 |
1,253.0 |
1,248.0 |
|
| R1 |
1,249.8 |
1,249.8 |
1,247.3 |
1,251.4 |
| PP |
1,245.6 |
1,245.6 |
1,245.6 |
1,246.4 |
| S1 |
1,242.4 |
1,242.4 |
1,245.9 |
1,244.0 |
| S2 |
1,238.2 |
1,238.2 |
1,245.2 |
|
| S3 |
1,230.8 |
1,235.0 |
1,244.6 |
|
| S4 |
1,223.4 |
1,227.6 |
1,242.5 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,323.1 |
1,313.1 |
1,268.8 |
|
| R3 |
1,299.5 |
1,289.5 |
1,262.3 |
|
| R2 |
1,275.9 |
1,275.9 |
1,260.1 |
|
| R1 |
1,265.9 |
1,265.9 |
1,258.0 |
1,270.9 |
| PP |
1,252.3 |
1,252.3 |
1,252.3 |
1,254.9 |
| S1 |
1,242.3 |
1,242.3 |
1,253.6 |
1,247.3 |
| S2 |
1,228.7 |
1,228.7 |
1,251.5 |
|
| S3 |
1,205.1 |
1,218.7 |
1,249.3 |
|
| S4 |
1,181.5 |
1,195.1 |
1,242.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,266.9 |
1,241.4 |
25.5 |
2.0% |
10.8 |
0.9% |
20% |
False |
True |
246,477 |
| 10 |
1,266.9 |
1,238.8 |
28.1 |
2.3% |
11.8 |
0.9% |
28% |
False |
False |
265,356 |
| 20 |
1,313.0 |
1,238.8 |
74.2 |
6.0% |
11.7 |
0.9% |
11% |
False |
False |
271,186 |
| 40 |
1,313.0 |
1,238.8 |
74.2 |
6.0% |
10.9 |
0.9% |
11% |
False |
False |
228,071 |
| 60 |
1,365.1 |
1,238.8 |
126.3 |
10.1% |
11.4 |
0.9% |
6% |
False |
False |
158,190 |
| 80 |
1,375.1 |
1,238.8 |
136.3 |
10.9% |
12.4 |
1.0% |
6% |
False |
False |
120,129 |
| 100 |
1,375.1 |
1,238.8 |
136.3 |
10.9% |
12.3 |
1.0% |
6% |
False |
False |
96,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,280.3 |
|
2.618 |
1,268.2 |
|
1.618 |
1,260.8 |
|
1.000 |
1,256.2 |
|
0.618 |
1,253.4 |
|
HIGH |
1,248.8 |
|
0.618 |
1,246.0 |
|
0.500 |
1,245.1 |
|
0.382 |
1,244.2 |
|
LOW |
1,241.4 |
|
0.618 |
1,236.8 |
|
1.000 |
1,234.0 |
|
1.618 |
1,229.4 |
|
2.618 |
1,222.0 |
|
4.250 |
1,210.0 |
|
|
| Fisher Pivots for day following 12-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,246.1 |
1,251.2 |
| PP |
1,245.6 |
1,249.7 |
| S1 |
1,245.1 |
1,248.1 |
|