Trading Metrics calculated at close of trading on 01-Jul-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2019 |
01-Jul-2019 |
Change |
Change % |
Previous Week |
Open |
10,694.09 |
12,218.28 |
1,524.19 |
14.3% |
9,933.10 |
High |
12,393.47 |
12,437.83 |
44.36 |
0.4% |
13,844.30 |
Low |
10,488.65 |
10,012.47 |
-476.18 |
-4.5% |
9,858.07 |
Close |
12,217.00 |
10,487.29 |
-1,729.71 |
-14.2% |
12,217.00 |
Range |
1,904.82 |
2,425.36 |
520.54 |
27.3% |
3,986.23 |
ATR |
925.95 |
1,033.05 |
107.10 |
11.6% |
0.00 |
Volume |
143,501 |
129,463 |
-14,038 |
-9.8% |
764,897 |
|
Daily Pivots for day following 01-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,255.28 |
16,796.64 |
11,821.24 |
|
R3 |
15,829.92 |
14,371.28 |
11,154.26 |
|
R2 |
13,404.56 |
13,404.56 |
10,931.94 |
|
R1 |
11,945.92 |
11,945.92 |
10,709.61 |
11,462.56 |
PP |
10,979.20 |
10,979.20 |
10,979.20 |
10,737.52 |
S1 |
9,520.56 |
9,520.56 |
10,264.97 |
9,037.20 |
S2 |
8,553.84 |
8,553.84 |
10,042.64 |
|
S3 |
6,128.48 |
7,095.20 |
9,820.32 |
|
S4 |
3,703.12 |
4,669.84 |
9,153.34 |
|
|
Weekly Pivots for week ending 28-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,931.81 |
22,060.64 |
14,409.43 |
|
R3 |
19,945.58 |
18,074.41 |
13,313.21 |
|
R2 |
15,959.35 |
15,959.35 |
12,947.81 |
|
R1 |
14,088.18 |
14,088.18 |
12,582.40 |
15,023.77 |
PP |
11,973.12 |
11,973.12 |
11,973.12 |
12,440.92 |
S1 |
10,101.95 |
10,101.95 |
11,851.60 |
11,037.54 |
S2 |
7,986.89 |
7,986.89 |
11,486.19 |
|
S3 |
4,000.66 |
6,115.72 |
11,120.79 |
|
S4 |
14.43 |
2,129.49 |
10,024.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,844.30 |
10,012.47 |
3,831.83 |
36.5% |
2,077.98 |
19.8% |
12% |
False |
True |
163,425 |
10 |
13,844.30 |
8,948.14 |
4,896.16 |
46.7% |
1,355.62 |
12.9% |
31% |
False |
False |
112,588 |
20 |
13,844.30 |
7,474.27 |
6,370.03 |
60.7% |
928.53 |
8.9% |
47% |
False |
False |
83,611 |
40 |
13,844.30 |
5,687.12 |
8,157.18 |
77.8% |
753.60 |
7.2% |
59% |
False |
False |
84,989 |
60 |
13,844.30 |
4,913.21 |
8,931.09 |
85.2% |
576.07 |
5.5% |
62% |
False |
False |
74,308 |
80 |
13,844.30 |
3,805.02 |
10,039.28 |
95.7% |
479.67 |
4.6% |
67% |
False |
False |
68,467 |
100 |
13,844.30 |
3,555.71 |
10,288.59 |
98.1% |
408.03 |
3.9% |
67% |
False |
False |
63,058 |
120 |
13,844.30 |
3,355.25 |
10,489.05 |
100.0% |
360.41 |
3.4% |
68% |
False |
False |
60,313 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,745.61 |
2.618 |
18,787.42 |
1.618 |
16,362.06 |
1.000 |
14,863.19 |
0.618 |
13,936.70 |
HIGH |
12,437.83 |
0.618 |
11,511.34 |
0.500 |
11,225.15 |
0.382 |
10,938.96 |
LOW |
10,012.47 |
0.618 |
8,513.60 |
1.000 |
7,587.11 |
1.618 |
6,088.24 |
2.618 |
3,662.88 |
4.250 |
-295.31 |
|
|
Fisher Pivots for day following 01-Jul-2019 |
Pivot |
1 day |
3 day |
R1 |
11,225.15 |
11,671.20 |
PP |
10,979.20 |
11,276.56 |
S1 |
10,733.24 |
10,881.93 |
|