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 |
5,918.49 |
6,625.13 |
706.64 |
11.9% |
6,074.39 |
High |
6,676.67 |
6,670.01 |
-6.66 |
-0.1% |
6,333.82 |
Low |
5,916.45 |
6,542.30 |
625.85 |
10.6% |
5,803.02 |
Close |
6,625.13 |
6,613.98 |
-11.15 |
-0.2% |
5,918.49 |
Range |
760.22 |
127.71 |
-632.51 |
-83.2% |
530.80 |
ATR |
372.96 |
355.44 |
-17.52 |
-4.7% |
0.00 |
Volume |
62,821 |
43,620 |
-19,201 |
-30.6% |
312,602 |
|
Daily Pivots for day following 03-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,991.89 |
6,930.65 |
6,684.22 |
|
R3 |
6,864.18 |
6,802.94 |
6,649.10 |
|
R2 |
6,736.47 |
6,736.47 |
6,637.39 |
|
R1 |
6,675.23 |
6,675.23 |
6,625.69 |
6,642.00 |
PP |
6,608.76 |
6,608.76 |
6,608.76 |
6,592.15 |
S1 |
6,547.52 |
6,547.52 |
6,602.27 |
6,514.29 |
S2 |
6,481.05 |
6,481.05 |
6,590.57 |
|
S3 |
6,353.34 |
6,419.81 |
6,578.86 |
|
S4 |
6,225.63 |
6,292.10 |
6,543.74 |
|
|
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% |
299.87 |
4.5% |
93% |
False |
False |
59,216 |
10 |
6,810.92 |
5,803.02 |
1,007.90 |
15.2% |
322.14 |
4.9% |
80% |
False |
False |
60,647 |
20 |
7,749.99 |
5,803.02 |
1,946.97 |
29.4% |
345.96 |
5.2% |
42% |
False |
False |
62,422 |
40 |
9,459.93 |
5,803.02 |
3,656.91 |
55.3% |
373.55 |
5.6% |
22% |
False |
False |
71,413 |
60 |
9,966.78 |
5,803.02 |
4,163.76 |
63.0% |
414.86 |
6.3% |
19% |
False |
False |
76,184 |
80 |
9,966.78 |
5,803.02 |
4,163.76 |
63.0% |
480.12 |
7.3% |
19% |
False |
False |
88,555 |
100 |
11,770.87 |
5,803.02 |
5,967.85 |
90.2% |
570.93 |
8.6% |
14% |
False |
False |
95,094 |
120 |
13,909.21 |
5,803.02 |
8,106.19 |
122.6% |
740.21 |
11.2% |
10% |
False |
False |
109,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,212.78 |
2.618 |
7,004.35 |
1.618 |
6,876.64 |
1.000 |
6,797.72 |
0.618 |
6,748.93 |
HIGH |
6,670.01 |
0.618 |
6,621.22 |
0.500 |
6,606.16 |
0.382 |
6,591.09 |
LOW |
6,542.30 |
0.618 |
6,463.38 |
1.000 |
6,414.59 |
1.618 |
6,335.67 |
2.618 |
6,207.96 |
4.250 |
5,999.53 |
|
|
Fisher Pivots for day following 03-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
6,611.37 |
6,492.35 |
PP |
6,608.76 |
6,370.71 |
S1 |
6,606.16 |
6,249.08 |
|