| 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 |
24,352.47 |
24,519.20 |
166.73 |
0.7% |
24,161.53 |
| High |
24,520.29 |
24,796.52 |
276.23 |
1.1% |
24,520.29 |
| Low |
24,281.47 |
24,518.43 |
236.96 |
1.0% |
24,077.56 |
| Close |
24,456.48 |
24,776.59 |
320.11 |
1.3% |
24,456.48 |
| Range |
238.82 |
278.09 |
39.27 |
16.4% |
442.73 |
| ATR |
265.71 |
271.02 |
5.31 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25,531.45 |
25,432.11 |
24,929.54 |
|
| R3 |
25,253.36 |
25,154.02 |
24,853.06 |
|
| R2 |
24,975.27 |
24,975.27 |
24,827.57 |
|
| R1 |
24,875.93 |
24,875.93 |
24,802.08 |
24,925.60 |
| PP |
24,697.18 |
24,697.18 |
24,697.18 |
24,722.02 |
| S1 |
24,597.84 |
24,597.84 |
24,751.10 |
24,647.51 |
| S2 |
24,419.09 |
24,419.09 |
24,725.61 |
|
| S3 |
24,141.00 |
24,319.75 |
24,700.12 |
|
| S4 |
23,862.91 |
24,041.66 |
24,623.64 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25,679.63 |
25,510.79 |
24,699.98 |
|
| R3 |
25,236.90 |
25,068.06 |
24,578.23 |
|
| R2 |
24,794.17 |
24,794.17 |
24,537.65 |
|
| R1 |
24,625.33 |
24,625.33 |
24,497.06 |
24,709.75 |
| PP |
24,351.44 |
24,351.44 |
24,351.44 |
24,393.66 |
| S1 |
24,182.60 |
24,182.60 |
24,415.90 |
24,267.02 |
| S2 |
23,908.71 |
23,908.71 |
24,375.31 |
|
| S3 |
23,465.98 |
23,739.87 |
24,334.73 |
|
| S4 |
23,023.25 |
23,297.14 |
24,212.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
24,796.52 |
24,077.56 |
718.96 |
2.9% |
249.63 |
1.0% |
97% |
True |
False |
|
| 10 |
24,796.52 |
23,997.21 |
799.31 |
3.2% |
277.45 |
1.1% |
98% |
True |
False |
|
| 20 |
25,402.83 |
23,997.21 |
1,405.62 |
5.7% |
226.19 |
0.9% |
55% |
False |
False |
|
| 40 |
25,402.83 |
23,997.21 |
1,405.62 |
5.7% |
210.85 |
0.9% |
55% |
False |
False |
|
| 60 |
25,402.83 |
23,531.31 |
1,871.52 |
7.6% |
240.41 |
1.0% |
67% |
False |
False |
|
| 80 |
25,402.83 |
23,344.52 |
2,058.31 |
8.3% |
289.57 |
1.2% |
70% |
False |
False |
|
| 100 |
25,800.35 |
23,344.52 |
2,455.83 |
9.9% |
309.75 |
1.3% |
58% |
False |
False |
|
| 120 |
26,616.71 |
23,344.52 |
3,272.19 |
13.2% |
335.46 |
1.4% |
44% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25,978.40 |
|
2.618 |
25,524.56 |
|
1.618 |
25,246.47 |
|
1.000 |
25,074.61 |
|
0.618 |
24,968.38 |
|
HIGH |
24,796.52 |
|
0.618 |
24,690.29 |
|
0.500 |
24,657.48 |
|
0.382 |
24,624.66 |
|
LOW |
24,518.43 |
|
0.618 |
24,346.57 |
|
1.000 |
24,240.34 |
|
1.618 |
24,068.48 |
|
2.618 |
23,790.39 |
|
4.250 |
23,336.55 |
|
|
| Fisher Pivots for day following 09-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
24,736.89 |
24,680.05 |
| PP |
24,697.18 |
24,583.52 |
| S1 |
24,657.48 |
24,486.98 |
|