| Trading Metrics calculated at close of trading on 12-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2018 |
12-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
7,612.0 |
7,526.0 |
-86.0 |
-1.1% |
7,572.0 |
| High |
7,612.0 |
7,614.0 |
2.0 |
0.0% |
7,589.0 |
| Low |
7,505.5 |
7,526.0 |
20.5 |
0.3% |
7,475.0 |
| Close |
7,532.5 |
7,593.0 |
60.5 |
0.8% |
7,548.0 |
| Range |
106.5 |
88.0 |
-18.5 |
-17.4% |
114.0 |
| ATR |
92.1 |
91.8 |
-0.3 |
-0.3% |
0.0 |
| Volume |
97,617 |
71,216 |
-26,401 |
-27.0% |
384,016 |
|
| Daily Pivots for day following 12-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,841.5 |
7,805.5 |
7,641.5 |
|
| R3 |
7,753.5 |
7,717.5 |
7,617.0 |
|
| R2 |
7,665.5 |
7,665.5 |
7,609.0 |
|
| R1 |
7,629.5 |
7,629.5 |
7,601.0 |
7,647.5 |
| PP |
7,577.5 |
7,577.5 |
7,577.5 |
7,587.0 |
| S1 |
7,541.5 |
7,541.5 |
7,585.0 |
7,559.5 |
| S2 |
7,489.5 |
7,489.5 |
7,577.0 |
|
| S3 |
7,401.5 |
7,453.5 |
7,569.0 |
|
| S4 |
7,313.5 |
7,365.5 |
7,544.5 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,879.5 |
7,827.5 |
7,610.5 |
|
| R3 |
7,765.5 |
7,713.5 |
7,579.5 |
|
| R2 |
7,651.5 |
7,651.5 |
7,569.0 |
|
| R1 |
7,599.5 |
7,599.5 |
7,558.5 |
7,568.5 |
| PP |
7,537.5 |
7,537.5 |
7,537.5 |
7,522.0 |
| S1 |
7,485.5 |
7,485.5 |
7,537.5 |
7,454.5 |
| S2 |
7,423.5 |
7,423.5 |
7,527.0 |
|
| S3 |
7,309.5 |
7,371.5 |
7,516.5 |
|
| S4 |
7,195.5 |
7,257.5 |
7,485.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,654.5 |
7,505.5 |
149.0 |
2.0% |
81.0 |
1.1% |
59% |
False |
False |
79,122 |
| 10 |
7,654.5 |
7,475.0 |
179.5 |
2.4% |
78.0 |
1.0% |
66% |
False |
False |
83,385 |
| 20 |
7,716.0 |
7,421.5 |
294.5 |
3.9% |
98.0 |
1.3% |
58% |
False |
False |
98,581 |
| 40 |
7,810.0 |
7,421.5 |
388.5 |
5.1% |
85.0 |
1.1% |
44% |
False |
False |
81,890 |
| 60 |
7,810.0 |
7,112.5 |
697.5 |
9.2% |
68.5 |
0.9% |
69% |
False |
False |
54,801 |
| 80 |
7,810.0 |
6,720.5 |
1,089.5 |
14.3% |
61.5 |
0.8% |
80% |
False |
False |
41,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,988.0 |
|
2.618 |
7,844.5 |
|
1.618 |
7,756.5 |
|
1.000 |
7,702.0 |
|
0.618 |
7,668.5 |
|
HIGH |
7,614.0 |
|
0.618 |
7,580.5 |
|
0.500 |
7,570.0 |
|
0.382 |
7,559.5 |
|
LOW |
7,526.0 |
|
0.618 |
7,471.5 |
|
1.000 |
7,438.0 |
|
1.618 |
7,383.5 |
|
2.618 |
7,295.5 |
|
4.250 |
7,152.0 |
|
|
| Fisher Pivots for day following 12-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,585.5 |
7,588.5 |
| PP |
7,577.5 |
7,584.5 |
| S1 |
7,570.0 |
7,580.0 |
|