| 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 |
1,255.3 |
1,265.0 |
9.7 |
0.8% |
1,283.6 |
| High |
1,269.8 |
1,273.0 |
3.2 |
0.3% |
1,285.9 |
| Low |
1,250.1 |
1,263.7 |
13.6 |
1.1% |
1,259.3 |
| Close |
1,264.8 |
1,270.0 |
5.2 |
0.4% |
1,266.3 |
| Range |
19.7 |
9.3 |
-10.4 |
-52.8% |
26.6 |
| ATR |
11.5 |
11.4 |
-0.2 |
-1.4% |
0.0 |
| Volume |
19,871 |
31,002 |
11,131 |
56.0% |
36,786 |
|
| Daily Pivots for day following 05-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,296.8 |
1,292.7 |
1,275.1 |
|
| R3 |
1,287.5 |
1,283.4 |
1,272.6 |
|
| R2 |
1,278.2 |
1,278.2 |
1,271.7 |
|
| R1 |
1,274.1 |
1,274.1 |
1,270.9 |
1,276.2 |
| PP |
1,268.9 |
1,268.9 |
1,268.9 |
1,269.9 |
| S1 |
1,264.8 |
1,264.8 |
1,269.1 |
1,266.9 |
| S2 |
1,259.6 |
1,259.6 |
1,268.3 |
|
| S3 |
1,250.3 |
1,255.5 |
1,267.4 |
|
| S4 |
1,241.0 |
1,246.2 |
1,264.9 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,350.3 |
1,334.9 |
1,280.9 |
|
| R3 |
1,323.7 |
1,308.3 |
1,273.6 |
|
| R2 |
1,297.1 |
1,297.1 |
1,271.2 |
|
| R1 |
1,281.7 |
1,281.7 |
1,268.7 |
1,276.1 |
| PP |
1,270.5 |
1,270.5 |
1,270.5 |
1,267.7 |
| S1 |
1,255.1 |
1,255.1 |
1,263.9 |
1,249.5 |
| S2 |
1,243.9 |
1,243.9 |
1,261.4 |
|
| S3 |
1,217.3 |
1,228.5 |
1,259.0 |
|
| S4 |
1,190.7 |
1,201.9 |
1,251.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,273.0 |
1,250.1 |
22.9 |
1.8% |
12.2 |
1.0% |
87% |
True |
False |
19,470 |
| 10 |
1,285.9 |
1,250.1 |
35.8 |
2.8% |
10.4 |
0.8% |
56% |
False |
False |
13,274 |
| 20 |
1,325.4 |
1,250.1 |
75.3 |
5.9% |
10.9 |
0.9% |
26% |
False |
False |
10,448 |
| 40 |
1,345.0 |
1,250.1 |
94.9 |
7.5% |
10.9 |
0.9% |
21% |
False |
False |
8,034 |
| 60 |
1,388.2 |
1,250.1 |
138.1 |
10.9% |
11.4 |
0.9% |
14% |
False |
False |
6,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,312.5 |
|
2.618 |
1,297.3 |
|
1.618 |
1,288.0 |
|
1.000 |
1,282.3 |
|
0.618 |
1,278.7 |
|
HIGH |
1,273.0 |
|
0.618 |
1,269.4 |
|
0.500 |
1,268.4 |
|
0.382 |
1,267.3 |
|
LOW |
1,263.7 |
|
0.618 |
1,258.0 |
|
1.000 |
1,254.4 |
|
1.618 |
1,248.7 |
|
2.618 |
1,239.4 |
|
4.250 |
1,224.2 |
|
|
| Fisher Pivots for day following 05-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,269.5 |
1,267.2 |
| PP |
1,268.9 |
1,264.4 |
| S1 |
1,268.4 |
1,261.6 |
|