| Trading Metrics calculated at close of trading on 03-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2018 |
03-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1,646.5 |
1,659.7 |
13.2 |
0.8% |
1,689.0 |
| High |
1,660.9 |
1,673.1 |
12.2 |
0.7% |
1,690.7 |
| Low |
1,633.3 |
1,655.6 |
22.3 |
1.4% |
1,632.5 |
| Close |
1,660.0 |
1,667.3 |
7.3 |
0.4% |
1,647.5 |
| Range |
27.6 |
17.5 |
-10.1 |
-36.6% |
58.2 |
| ATR |
21.0 |
20.7 |
-0.2 |
-1.2% |
0.0 |
| Volume |
122,569 |
93,989 |
-28,580 |
-23.3% |
829,093 |
|
| Daily Pivots for day following 03-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,717.8 |
1,710.1 |
1,676.9 |
|
| R3 |
1,700.3 |
1,692.6 |
1,672.1 |
|
| R2 |
1,682.8 |
1,682.8 |
1,670.5 |
|
| R1 |
1,675.1 |
1,675.1 |
1,668.9 |
1,679.0 |
| PP |
1,665.3 |
1,665.3 |
1,665.3 |
1,667.3 |
| S1 |
1,657.6 |
1,657.6 |
1,665.7 |
1,661.5 |
| S2 |
1,647.8 |
1,647.8 |
1,664.1 |
|
| S3 |
1,630.3 |
1,640.1 |
1,662.5 |
|
| S4 |
1,612.8 |
1,622.6 |
1,657.7 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,831.5 |
1,797.7 |
1,679.5 |
|
| R3 |
1,773.3 |
1,739.5 |
1,663.5 |
|
| R2 |
1,715.1 |
1,715.1 |
1,658.2 |
|
| R1 |
1,681.3 |
1,681.3 |
1,652.8 |
1,669.1 |
| PP |
1,656.9 |
1,656.9 |
1,656.9 |
1,650.8 |
| S1 |
1,623.1 |
1,623.1 |
1,642.2 |
1,610.9 |
| S2 |
1,598.7 |
1,598.7 |
1,636.8 |
|
| S3 |
1,540.5 |
1,564.9 |
1,631.5 |
|
| S4 |
1,482.3 |
1,506.7 |
1,615.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,675.8 |
1,632.5 |
43.3 |
2.6% |
22.4 |
1.3% |
80% |
False |
False |
136,341 |
| 10 |
1,720.8 |
1,632.5 |
88.3 |
5.3% |
24.0 |
1.4% |
39% |
False |
False |
150,983 |
| 20 |
1,720.8 |
1,632.5 |
88.3 |
5.3% |
20.4 |
1.2% |
39% |
False |
False |
144,619 |
| 40 |
1,720.8 |
1,580.6 |
140.2 |
8.4% |
17.8 |
1.1% |
62% |
False |
False |
72,811 |
| 60 |
1,720.8 |
1,519.8 |
201.0 |
12.1% |
18.8 |
1.1% |
73% |
False |
False |
48,554 |
| 80 |
1,720.8 |
1,488.2 |
232.6 |
14.0% |
19.6 |
1.2% |
77% |
False |
False |
36,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,747.5 |
|
2.618 |
1,718.9 |
|
1.618 |
1,701.4 |
|
1.000 |
1,690.6 |
|
0.618 |
1,683.9 |
|
HIGH |
1,673.1 |
|
0.618 |
1,666.4 |
|
0.500 |
1,664.4 |
|
0.382 |
1,662.3 |
|
LOW |
1,655.6 |
|
0.618 |
1,644.8 |
|
1.000 |
1,638.1 |
|
1.618 |
1,627.3 |
|
2.618 |
1,609.8 |
|
4.250 |
1,581.2 |
|
|
| Fisher Pivots for day following 03-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,666.3 |
1,662.6 |
| PP |
1,665.3 |
1,657.9 |
| S1 |
1,664.4 |
1,653.2 |
|