| Trading Metrics calculated at close of trading on 02-Jul-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2019 |
02-Jul-2019 |
Change |
Change % |
Previous Week |
| Open |
12,218.28 |
10,488.39 |
-1,729.89 |
-14.2% |
9,933.10 |
| High |
12,437.83 |
10,928.00 |
-1,509.83 |
-12.1% |
13,844.30 |
| Low |
10,012.47 |
9,681.22 |
-331.25 |
-3.3% |
9,858.07 |
| Close |
10,487.29 |
10,695.37 |
208.08 |
2.0% |
12,217.00 |
| Range |
2,425.36 |
1,246.78 |
-1,178.58 |
-48.6% |
3,986.23 |
| ATR |
1,033.05 |
1,048.32 |
15.27 |
1.5% |
0.00 |
| Volume |
129,463 |
130,459 |
996 |
0.8% |
764,897 |
|
| Daily Pivots for day following 02-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,175.20 |
13,682.07 |
11,381.10 |
|
| R3 |
12,928.42 |
12,435.29 |
11,038.23 |
|
| R2 |
11,681.64 |
11,681.64 |
10,923.95 |
|
| R1 |
11,188.51 |
11,188.51 |
10,809.66 |
11,435.08 |
| PP |
10,434.86 |
10,434.86 |
10,434.86 |
10,558.15 |
| S1 |
9,941.73 |
9,941.73 |
10,581.08 |
10,188.30 |
| S2 |
9,188.08 |
9,188.08 |
10,466.79 |
|
| S3 |
7,941.30 |
8,694.95 |
10,352.51 |
|
| S4 |
6,694.52 |
7,448.17 |
10,009.64 |
|
|
| 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 |
9,681.22 |
4,163.08 |
38.9% |
2,203.44 |
20.6% |
24% |
False |
True |
174,176 |
| 10 |
13,844.30 |
8,949.04 |
4,895.26 |
45.8% |
1,428.54 |
13.4% |
36% |
False |
False |
118,898 |
| 20 |
13,844.30 |
7,474.27 |
6,370.03 |
59.6% |
941.69 |
8.8% |
51% |
False |
False |
83,844 |
| 40 |
13,844.30 |
5,730.17 |
8,114.13 |
75.9% |
777.52 |
7.3% |
61% |
False |
False |
86,672 |
| 60 |
13,844.30 |
4,913.21 |
8,931.09 |
83.5% |
594.18 |
5.6% |
65% |
False |
False |
75,742 |
| 80 |
13,844.30 |
3,830.53 |
10,013.77 |
93.6% |
494.27 |
4.6% |
69% |
False |
False |
69,761 |
| 100 |
13,844.30 |
3,555.71 |
10,288.59 |
96.2% |
419.57 |
3.9% |
69% |
False |
False |
63,969 |
| 120 |
13,844.30 |
3,355.25 |
10,489.05 |
98.1% |
369.89 |
3.5% |
70% |
False |
False |
60,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,226.82 |
|
2.618 |
14,192.07 |
|
1.618 |
12,945.29 |
|
1.000 |
12,174.78 |
|
0.618 |
11,698.51 |
|
HIGH |
10,928.00 |
|
0.618 |
10,451.73 |
|
0.500 |
10,304.61 |
|
0.382 |
10,157.49 |
|
LOW |
9,681.22 |
|
0.618 |
8,910.71 |
|
1.000 |
8,434.44 |
|
1.618 |
7,663.93 |
|
2.618 |
6,417.15 |
|
4.250 |
4,382.41 |
|
|
| Fisher Pivots for day following 02-Jul-2019 |
| Pivot |
1 day |
3 day |
| R1 |
10,565.12 |
11,059.53 |
| PP |
10,434.86 |
10,938.14 |
| S1 |
10,304.61 |
10,816.76 |
|