| Trading Metrics calculated at close of trading on 09-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2018 |
09-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
12,509.0 |
12,550.0 |
41.0 |
0.3% |
12,196.0 |
| High |
12,544.5 |
12,560.5 |
16.0 |
0.1% |
12,544.5 |
| Low |
12,412.5 |
12,475.0 |
62.5 |
0.5% |
12,115.0 |
| Close |
12,481.0 |
12,542.0 |
61.0 |
0.5% |
12,481.0 |
| Range |
132.0 |
85.5 |
-46.5 |
-35.2% |
429.5 |
| ATR |
199.9 |
191.7 |
-8.2 |
-4.1% |
0.0 |
| Volume |
63,946 |
73,852 |
9,906 |
15.5% |
264,197 |
|
| Daily Pivots for day following 09-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,782.3 |
12,747.7 |
12,589.0 |
|
| R3 |
12,696.8 |
12,662.2 |
12,565.5 |
|
| R2 |
12,611.3 |
12,611.3 |
12,557.7 |
|
| R1 |
12,576.7 |
12,576.7 |
12,549.8 |
12,551.3 |
| PP |
12,525.8 |
12,525.8 |
12,525.8 |
12,513.1 |
| S1 |
12,491.2 |
12,491.2 |
12,534.2 |
12,465.8 |
| S2 |
12,440.3 |
12,440.3 |
12,526.3 |
|
| S3 |
12,354.8 |
12,405.7 |
12,518.5 |
|
| S4 |
12,269.3 |
12,320.2 |
12,495.0 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,668.7 |
13,504.3 |
12,717.2 |
|
| R3 |
13,239.2 |
13,074.8 |
12,599.1 |
|
| R2 |
12,809.7 |
12,809.7 |
12,559.7 |
|
| R1 |
12,645.3 |
12,645.3 |
12,520.4 |
12,727.5 |
| PP |
12,380.2 |
12,380.2 |
12,380.2 |
12,421.3 |
| S1 |
12,215.8 |
12,215.8 |
12,441.6 |
12,298.0 |
| S2 |
11,950.7 |
11,950.7 |
12,402.3 |
|
| S3 |
11,521.2 |
11,786.3 |
12,362.9 |
|
| S4 |
11,091.7 |
11,356.8 |
12,244.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,560.5 |
12,115.0 |
445.5 |
3.6% |
152.3 |
1.2% |
96% |
True |
False |
67,609 |
| 10 |
12,560.5 |
12,086.5 |
474.0 |
3.8% |
195.0 |
1.6% |
96% |
True |
False |
87,511 |
| 20 |
13,170.0 |
12,086.5 |
1,083.5 |
8.6% |
190.2 |
1.5% |
42% |
False |
False |
89,549 |
| 40 |
13,186.0 |
12,086.5 |
1,099.5 |
8.8% |
169.1 |
1.3% |
41% |
False |
False |
46,962 |
| 60 |
13,186.0 |
12,086.5 |
1,099.5 |
8.8% |
154.3 |
1.2% |
41% |
False |
False |
31,344 |
| 80 |
13,186.0 |
11,719.5 |
1,466.5 |
11.7% |
158.4 |
1.3% |
56% |
False |
False |
23,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,923.9 |
|
2.618 |
12,784.3 |
|
1.618 |
12,698.8 |
|
1.000 |
12,646.0 |
|
0.618 |
12,613.3 |
|
HIGH |
12,560.5 |
|
0.618 |
12,527.8 |
|
0.500 |
12,517.8 |
|
0.382 |
12,507.7 |
|
LOW |
12,475.0 |
|
0.618 |
12,422.2 |
|
1.000 |
12,389.5 |
|
1.618 |
12,336.7 |
|
2.618 |
12,251.2 |
|
4.250 |
12,111.6 |
|
|
| Fisher Pivots for day following 09-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,533.9 |
12,503.8 |
| PP |
12,525.8 |
12,465.7 |
| S1 |
12,517.8 |
12,427.5 |
|