Trading Metrics calculated at close of trading on 02-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2018 |
02-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
6,062.63 |
5,918.49 |
-144.14 |
-2.4% |
6,074.39 |
High |
6,063.82 |
6,676.67 |
612.85 |
10.1% |
6,333.82 |
Low |
5,821.49 |
5,916.45 |
94.96 |
1.6% |
5,803.02 |
Close |
5,918.49 |
6,625.13 |
706.64 |
11.9% |
5,918.49 |
Range |
242.33 |
760.22 |
517.89 |
213.7% |
530.80 |
ATR |
343.17 |
372.96 |
29.79 |
8.7% |
0.00 |
Volume |
83,267 |
62,821 |
-20,446 |
-24.6% |
312,602 |
|
Daily Pivots for day following 02-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,686.74 |
8,416.16 |
7,043.25 |
|
R3 |
7,926.52 |
7,655.94 |
6,834.19 |
|
R2 |
7,166.30 |
7,166.30 |
6,764.50 |
|
R1 |
6,895.72 |
6,895.72 |
6,694.82 |
7,031.01 |
PP |
6,406.08 |
6,406.08 |
6,406.08 |
6,473.73 |
S1 |
6,135.50 |
6,135.50 |
6,555.44 |
6,270.79 |
S2 |
5,645.86 |
5,645.86 |
6,485.76 |
|
S3 |
4,885.64 |
5,375.28 |
6,416.07 |
|
S4 |
4,125.42 |
4,615.06 |
6,207.01 |
|
|
Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,610.84 |
7,295.47 |
6,210.43 |
|
R3 |
7,080.04 |
6,764.67 |
6,064.46 |
|
R2 |
6,549.24 |
6,549.24 |
6,015.80 |
|
R1 |
6,233.87 |
6,233.87 |
5,967.15 |
6,126.16 |
PP |
6,018.44 |
6,018.44 |
6,018.44 |
5,964.59 |
S1 |
5,703.07 |
5,703.07 |
5,869.83 |
5,595.36 |
S2 |
5,487.64 |
5,487.64 |
5,821.18 |
|
S3 |
4,956.84 |
5,172.27 |
5,772.52 |
|
S4 |
4,426.04 |
4,641.47 |
5,626.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,676.67 |
5,821.49 |
855.18 |
12.9% |
300.82 |
4.5% |
94% |
True |
False |
60,115 |
10 |
6,843.03 |
5,803.02 |
1,040.01 |
15.7% |
325.62 |
4.9% |
79% |
False |
False |
60,887 |
20 |
7,749.99 |
5,803.02 |
1,946.97 |
29.4% |
353.44 |
5.3% |
42% |
False |
False |
62,724 |
40 |
9,966.78 |
5,803.02 |
4,163.76 |
62.8% |
389.73 |
5.9% |
20% |
False |
False |
71,929 |
60 |
9,966.78 |
5,803.02 |
4,163.76 |
62.8% |
423.55 |
6.4% |
20% |
False |
False |
77,544 |
80 |
9,966.78 |
5,803.02 |
4,163.76 |
62.8% |
496.03 |
7.5% |
20% |
False |
False |
89,749 |
100 |
11,770.87 |
5,803.02 |
5,967.85 |
90.1% |
581.83 |
8.8% |
14% |
False |
False |
95,743 |
120 |
14,557.96 |
5,803.02 |
8,754.94 |
132.1% |
752.05 |
11.4% |
9% |
False |
False |
109,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,907.61 |
2.618 |
8,666.93 |
1.618 |
7,906.71 |
1.000 |
7,436.89 |
0.618 |
7,146.49 |
HIGH |
6,676.67 |
0.618 |
6,386.27 |
0.500 |
6,296.56 |
0.382 |
6,206.85 |
LOW |
5,916.45 |
0.618 |
5,446.63 |
1.000 |
5,156.23 |
1.618 |
4,686.41 |
2.618 |
3,926.19 |
4.250 |
2,685.52 |
|
|
Fisher Pivots for day following 02-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
6,515.61 |
6,499.78 |
PP |
6,406.08 |
6,374.43 |
S1 |
6,296.56 |
6,249.08 |
|