Trading Metrics calculated at close of trading on 05-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2018 |
05-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
6,625.13 |
6,694.30 |
69.17 |
1.0% |
6,074.39 |
High |
6,670.01 |
6,708.42 |
38.41 |
0.6% |
6,333.82 |
Low |
6,542.30 |
6,470.80 |
-71.50 |
-1.1% |
5,803.02 |
Close |
6,613.98 |
6,515.47 |
-98.51 |
-1.5% |
5,918.49 |
Range |
127.71 |
237.62 |
109.91 |
86.1% |
530.80 |
ATR |
355.44 |
347.03 |
-8.42 |
-2.4% |
0.00 |
Volume |
43,620 |
54,746 |
11,126 |
25.5% |
312,602 |
|
Daily Pivots for day following 05-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,277.76 |
7,134.23 |
6,646.16 |
|
R3 |
7,040.14 |
6,896.61 |
6,580.82 |
|
R2 |
6,802.52 |
6,802.52 |
6,559.03 |
|
R1 |
6,658.99 |
6,658.99 |
6,537.25 |
6,611.95 |
PP |
6,564.90 |
6,564.90 |
6,564.90 |
6,541.37 |
S1 |
6,421.37 |
6,421.37 |
6,493.69 |
6,374.33 |
S2 |
6,327.28 |
6,327.28 |
6,471.91 |
|
S3 |
6,089.66 |
6,183.75 |
6,450.12 |
|
S4 |
5,852.04 |
5,946.13 |
6,384.78 |
|
|
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 |
6,708.42 |
5,821.49 |
886.93 |
13.6% |
299.42 |
4.6% |
78% |
True |
False |
57,230 |
10 |
6,790.25 |
5,803.02 |
987.23 |
15.2% |
321.56 |
4.9% |
72% |
False |
False |
61,421 |
20 |
7,749.99 |
5,803.02 |
1,946.97 |
29.9% |
349.01 |
5.4% |
37% |
False |
False |
62,817 |
40 |
9,385.75 |
5,803.02 |
3,582.73 |
55.0% |
369.29 |
5.7% |
20% |
False |
False |
71,096 |
60 |
9,966.78 |
5,803.02 |
4,163.76 |
63.9% |
415.35 |
6.4% |
17% |
False |
False |
76,201 |
80 |
9,966.78 |
5,803.02 |
4,163.76 |
63.9% |
475.28 |
7.3% |
17% |
False |
False |
87,642 |
100 |
11,770.87 |
5,803.02 |
5,967.85 |
91.6% |
567.15 |
8.7% |
12% |
False |
False |
94,700 |
120 |
12,998.57 |
5,803.02 |
7,195.55 |
110.4% |
712.33 |
10.9% |
10% |
False |
False |
108,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,718.31 |
2.618 |
7,330.51 |
1.618 |
7,092.89 |
1.000 |
6,946.04 |
0.618 |
6,855.27 |
HIGH |
6,708.42 |
0.618 |
6,617.65 |
0.500 |
6,589.61 |
0.382 |
6,561.57 |
LOW |
6,470.80 |
0.618 |
6,323.95 |
1.000 |
6,233.18 |
1.618 |
6,086.33 |
2.618 |
5,848.71 |
4.250 |
5,460.92 |
|
|
Fisher Pivots for day following 05-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
6,589.61 |
6,447.79 |
PP |
6,564.90 |
6,380.11 |
S1 |
6,540.18 |
6,312.44 |
|