| 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 |
12,302.0 |
12,313.0 |
11.0 |
0.1% |
12,495.0 |
| High |
12,415.5 |
12,505.0 |
89.5 |
0.7% |
12,523.0 |
| Low |
12,262.0 |
12,294.5 |
32.5 |
0.3% |
12,086.5 |
| Close |
12,333.0 |
12,455.5 |
122.5 |
1.0% |
12,308.5 |
| Range |
153.5 |
210.5 |
57.0 |
37.1% |
436.5 |
| ATR |
204.7 |
205.1 |
0.4 |
0.2% |
0.0 |
| Volume |
44,267 |
72,650 |
28,383 |
64.1% |
537,070 |
|
| Daily Pivots for day following 05-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,049.8 |
12,963.2 |
12,571.3 |
|
| R3 |
12,839.3 |
12,752.7 |
12,513.4 |
|
| R2 |
12,628.8 |
12,628.8 |
12,494.1 |
|
| R1 |
12,542.2 |
12,542.2 |
12,474.8 |
12,585.5 |
| PP |
12,418.3 |
12,418.3 |
12,418.3 |
12,440.0 |
| S1 |
12,331.7 |
12,331.7 |
12,436.2 |
12,375.0 |
| S2 |
12,207.8 |
12,207.8 |
12,416.9 |
|
| S3 |
11,997.3 |
12,121.2 |
12,397.6 |
|
| S4 |
11,786.8 |
11,910.7 |
12,339.7 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,615.5 |
13,398.5 |
12,548.6 |
|
| R3 |
13,179.0 |
12,962.0 |
12,428.5 |
|
| R2 |
12,742.5 |
12,742.5 |
12,388.5 |
|
| R1 |
12,525.5 |
12,525.5 |
12,348.5 |
12,415.8 |
| PP |
12,306.0 |
12,306.0 |
12,306.0 |
12,251.1 |
| S1 |
12,089.0 |
12,089.0 |
12,268.5 |
11,979.3 |
| S2 |
11,869.5 |
11,869.5 |
12,228.5 |
|
| S3 |
11,433.0 |
11,652.5 |
12,188.5 |
|
| S4 |
10,996.5 |
11,216.0 |
12,068.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,505.0 |
12,086.5 |
418.5 |
3.4% |
189.9 |
1.5% |
88% |
True |
False |
76,526 |
| 10 |
12,705.0 |
12,086.5 |
618.5 |
5.0% |
212.8 |
1.7% |
60% |
False |
False |
93,951 |
| 20 |
13,170.0 |
12,086.5 |
1,083.5 |
8.7% |
201.5 |
1.6% |
34% |
False |
False |
86,007 |
| 40 |
13,186.0 |
12,086.5 |
1,099.5 |
8.8% |
167.1 |
1.3% |
34% |
False |
False |
43,521 |
| 60 |
13,186.0 |
12,086.5 |
1,099.5 |
8.8% |
154.2 |
1.2% |
34% |
False |
False |
29,050 |
| 80 |
13,186.0 |
11,719.5 |
1,466.5 |
11.8% |
159.2 |
1.3% |
50% |
False |
False |
21,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,399.6 |
|
2.618 |
13,056.1 |
|
1.618 |
12,845.6 |
|
1.000 |
12,715.5 |
|
0.618 |
12,635.1 |
|
HIGH |
12,505.0 |
|
0.618 |
12,424.6 |
|
0.500 |
12,399.8 |
|
0.382 |
12,374.9 |
|
LOW |
12,294.5 |
|
0.618 |
12,164.4 |
|
1.000 |
12,084.0 |
|
1.618 |
11,953.9 |
|
2.618 |
11,743.4 |
|
4.250 |
11,399.9 |
|
|
| Fisher Pivots for day following 05-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,436.9 |
12,407.0 |
| PP |
12,418.3 |
12,358.5 |
| S1 |
12,399.8 |
12,310.0 |
|