Trading Metrics calculated at close of trading on 06-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2018 |
06-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
6,694.30 |
6,515.40 |
-178.90 |
-2.7% |
5,918.49 |
High |
6,708.42 |
6,653.52 |
-54.90 |
-0.8% |
6,708.42 |
Low |
6,470.80 |
6,458.80 |
-12.00 |
-0.2% |
5,916.45 |
Close |
6,515.47 |
6,575.82 |
60.35 |
0.9% |
6,575.82 |
Range |
237.62 |
194.72 |
-42.90 |
-18.1% |
791.97 |
ATR |
347.03 |
336.15 |
-10.88 |
-3.1% |
0.00 |
Volume |
54,746 |
38,770 |
-15,976 |
-29.2% |
199,957 |
|
Daily Pivots for day following 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,146.87 |
7,056.07 |
6,682.92 |
|
R3 |
6,952.15 |
6,861.35 |
6,629.37 |
|
R2 |
6,757.43 |
6,757.43 |
6,611.52 |
|
R1 |
6,666.63 |
6,666.63 |
6,593.67 |
6,712.03 |
PP |
6,562.71 |
6,562.71 |
6,562.71 |
6,585.42 |
S1 |
6,471.91 |
6,471.91 |
6,557.97 |
6,517.31 |
S2 |
6,367.99 |
6,367.99 |
6,540.12 |
|
S3 |
6,173.27 |
6,277.19 |
6,522.27 |
|
S4 |
5,978.55 |
6,082.47 |
6,468.72 |
|
|
Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,776.14 |
8,467.95 |
7,011.40 |
|
R3 |
7,984.17 |
7,675.98 |
6,793.61 |
|
R2 |
7,192.20 |
7,192.20 |
6,721.01 |
|
R1 |
6,884.01 |
6,884.01 |
6,648.42 |
7,038.11 |
PP |
6,400.23 |
6,400.23 |
6,400.23 |
6,477.28 |
S1 |
6,092.04 |
6,092.04 |
6,503.22 |
6,246.14 |
S2 |
5,608.26 |
5,608.26 |
6,430.63 |
|
S3 |
4,816.29 |
5,300.07 |
6,358.03 |
|
S4 |
4,024.32 |
4,508.10 |
6,140.24 |
|
|
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 |
13.5% |
312.52 |
4.8% |
85% |
False |
False |
56,644 |
10 |
6,752.42 |
5,803.02 |
949.40 |
14.4% |
331.18 |
5.0% |
81% |
False |
False |
61,819 |
20 |
7,696.52 |
5,803.02 |
1,893.50 |
28.8% |
352.09 |
5.4% |
41% |
False |
False |
62,646 |
40 |
9,385.75 |
5,803.02 |
3,582.73 |
54.5% |
364.53 |
5.5% |
22% |
False |
False |
70,530 |
60 |
9,966.78 |
5,803.02 |
4,163.76 |
63.3% |
415.41 |
6.3% |
19% |
False |
False |
75,859 |
80 |
9,966.78 |
5,803.02 |
4,163.76 |
63.3% |
463.59 |
7.0% |
19% |
False |
False |
86,405 |
100 |
11,770.87 |
5,803.02 |
5,967.85 |
90.8% |
560.28 |
8.5% |
13% |
False |
False |
93,932 |
120 |
12,998.57 |
5,803.02 |
7,195.55 |
109.4% |
692.52 |
10.5% |
11% |
False |
False |
105,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,481.08 |
2.618 |
7,163.30 |
1.618 |
6,968.58 |
1.000 |
6,848.24 |
0.618 |
6,773.86 |
HIGH |
6,653.52 |
0.618 |
6,579.14 |
0.500 |
6,556.16 |
0.382 |
6,533.18 |
LOW |
6,458.80 |
0.618 |
6,338.46 |
1.000 |
6,264.08 |
1.618 |
6,143.74 |
2.618 |
5,949.02 |
4.250 |
5,631.24 |
|
|
Fisher Pivots for day following 06-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
6,569.27 |
6,583.61 |
PP |
6,562.71 |
6,581.01 |
S1 |
6,556.16 |
6,578.42 |
|