| Trading Metrics calculated at close of trading on 06-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2018 |
06-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
1,265.0 |
1,269.8 |
4.8 |
0.4% |
1,265.0 |
| High |
1,273.0 |
1,271.0 |
-2.0 |
-0.2% |
1,273.0 |
| Low |
1,263.7 |
1,265.3 |
1.6 |
0.1% |
1,250.1 |
| Close |
1,270.0 |
1,267.2 |
-2.8 |
-0.2% |
1,267.2 |
| Range |
9.3 |
5.7 |
-3.6 |
-38.7% |
22.9 |
| ATR |
11.4 |
11.0 |
-0.4 |
-3.6% |
0.0 |
| Volume |
31,002 |
14,258 |
-16,744 |
-54.0% |
93,174 |
|
| Daily Pivots for day following 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,284.9 |
1,281.8 |
1,270.3 |
|
| R3 |
1,279.2 |
1,276.1 |
1,268.8 |
|
| R2 |
1,273.5 |
1,273.5 |
1,268.2 |
|
| R1 |
1,270.4 |
1,270.4 |
1,267.7 |
1,269.1 |
| PP |
1,267.8 |
1,267.8 |
1,267.8 |
1,267.2 |
| S1 |
1,264.7 |
1,264.7 |
1,266.7 |
1,263.4 |
| S2 |
1,262.1 |
1,262.1 |
1,266.2 |
|
| S3 |
1,256.4 |
1,259.0 |
1,265.6 |
|
| S4 |
1,250.7 |
1,253.3 |
1,264.1 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,332.1 |
1,322.6 |
1,279.8 |
|
| R3 |
1,309.2 |
1,299.7 |
1,273.5 |
|
| R2 |
1,286.3 |
1,286.3 |
1,271.4 |
|
| R1 |
1,276.8 |
1,276.8 |
1,269.3 |
1,281.6 |
| PP |
1,263.4 |
1,263.4 |
1,263.4 |
1,265.8 |
| S1 |
1,253.9 |
1,253.9 |
1,265.1 |
1,258.7 |
| S2 |
1,240.5 |
1,240.5 |
1,263.0 |
|
| S3 |
1,217.6 |
1,231.0 |
1,260.9 |
|
| S4 |
1,194.7 |
1,208.1 |
1,254.6 |
|
|
| 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% |
11.7 |
0.9% |
75% |
False |
False |
20,843 |
| 10 |
1,285.9 |
1,250.1 |
35.8 |
2.8% |
10.1 |
0.8% |
48% |
False |
False |
13,901 |
| 20 |
1,325.4 |
1,250.1 |
75.3 |
5.9% |
10.7 |
0.8% |
23% |
False |
False |
10,771 |
| 40 |
1,345.0 |
1,250.1 |
94.9 |
7.5% |
10.7 |
0.8% |
18% |
False |
False |
8,277 |
| 60 |
1,377.8 |
1,250.1 |
127.7 |
10.1% |
11.1 |
0.9% |
13% |
False |
False |
6,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,295.2 |
|
2.618 |
1,285.9 |
|
1.618 |
1,280.2 |
|
1.000 |
1,276.7 |
|
0.618 |
1,274.5 |
|
HIGH |
1,271.0 |
|
0.618 |
1,268.8 |
|
0.500 |
1,268.2 |
|
0.382 |
1,267.5 |
|
LOW |
1,265.3 |
|
0.618 |
1,261.8 |
|
1.000 |
1,259.6 |
|
1.618 |
1,256.1 |
|
2.618 |
1,250.4 |
|
4.250 |
1,241.1 |
|
|
| Fisher Pivots for day following 06-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,268.2 |
1,265.3 |
| PP |
1,267.8 |
1,263.4 |
| S1 |
1,267.5 |
1,261.6 |
|