| Trading Metrics calculated at close of trading on 03-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2018 |
03-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
12,196.0 |
12,302.0 |
106.0 |
0.9% |
12,495.0 |
| High |
12,295.0 |
12,415.5 |
120.5 |
1.0% |
12,523.0 |
| Low |
12,115.0 |
12,262.0 |
147.0 |
1.2% |
12,086.5 |
| Close |
12,233.5 |
12,333.0 |
99.5 |
0.8% |
12,308.5 |
| Range |
180.0 |
153.5 |
-26.5 |
-14.7% |
436.5 |
| ATR |
206.4 |
204.7 |
-1.7 |
-0.8% |
0.0 |
| Volume |
83,334 |
44,267 |
-39,067 |
-46.9% |
537,070 |
|
| Daily Pivots for day following 03-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,797.3 |
12,718.7 |
12,417.4 |
|
| R3 |
12,643.8 |
12,565.2 |
12,375.2 |
|
| R2 |
12,490.3 |
12,490.3 |
12,361.1 |
|
| R1 |
12,411.7 |
12,411.7 |
12,347.1 |
12,451.0 |
| PP |
12,336.8 |
12,336.8 |
12,336.8 |
12,356.5 |
| S1 |
12,258.2 |
12,258.2 |
12,318.9 |
12,297.5 |
| S2 |
12,183.3 |
12,183.3 |
12,304.9 |
|
| S3 |
12,029.8 |
12,104.7 |
12,290.8 |
|
| S4 |
11,876.3 |
11,951.2 |
12,248.6 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,615.5 |
13,398.5 |
12,548.6 |
|
| R3 |
13,179.0 |
12,962.0 |
12,428.5 |
|
| R2 |
12,742.5 |
12,742.5 |
12,388.5 |
|
| R1 |
12,525.5 |
12,525.5 |
12,348.5 |
12,415.8 |
| PP |
12,306.0 |
12,306.0 |
12,306.0 |
12,251.1 |
| S1 |
12,089.0 |
12,089.0 |
12,268.5 |
11,979.3 |
| S2 |
11,869.5 |
11,869.5 |
12,228.5 |
|
| S3 |
11,433.0 |
11,652.5 |
12,188.5 |
|
| S4 |
10,996.5 |
11,216.0 |
12,068.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,427.5 |
12,086.5 |
341.0 |
2.8% |
212.2 |
1.7% |
72% |
False |
False |
86,079 |
| 10 |
12,749.0 |
12,086.5 |
662.5 |
5.4% |
201.7 |
1.6% |
37% |
False |
False |
98,066 |
| 20 |
13,170.0 |
12,086.5 |
1,083.5 |
8.8% |
199.2 |
1.6% |
23% |
False |
False |
82,662 |
| 40 |
13,186.0 |
12,086.5 |
1,099.5 |
8.9% |
164.9 |
1.3% |
22% |
False |
False |
41,709 |
| 60 |
13,186.0 |
12,086.5 |
1,099.5 |
8.9% |
152.7 |
1.2% |
22% |
False |
False |
27,839 |
| 80 |
13,186.0 |
11,719.5 |
1,466.5 |
11.9% |
159.7 |
1.3% |
42% |
False |
False |
20,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,067.9 |
|
2.618 |
12,817.4 |
|
1.618 |
12,663.9 |
|
1.000 |
12,569.0 |
|
0.618 |
12,510.4 |
|
HIGH |
12,415.5 |
|
0.618 |
12,356.9 |
|
0.500 |
12,338.8 |
|
0.382 |
12,320.6 |
|
LOW |
12,262.0 |
|
0.618 |
12,167.1 |
|
1.000 |
12,108.5 |
|
1.618 |
12,013.6 |
|
2.618 |
11,860.1 |
|
4.250 |
11,609.6 |
|
|
| Fisher Pivots for day following 03-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
12,338.8 |
12,310.4 |
| PP |
12,336.8 |
12,287.8 |
| S1 |
12,334.9 |
12,265.3 |
|