| Trading Metrics calculated at close of trading on 03-Jul-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2019 |
03-Jul-2019 |
Change |
Change % |
Previous Week |
| Open |
10,488.39 |
10,696.66 |
208.27 |
2.0% |
9,933.10 |
| High |
10,928.00 |
11,561.67 |
633.67 |
5.8% |
13,844.30 |
| Low |
9,681.22 |
10,612.41 |
931.19 |
9.6% |
9,858.07 |
| Close |
10,695.37 |
11,379.16 |
683.79 |
6.4% |
12,217.00 |
| Range |
1,246.78 |
949.26 |
-297.52 |
-23.9% |
3,986.23 |
| ATR |
1,048.32 |
1,041.24 |
-7.08 |
-0.7% |
0.00 |
| Volume |
130,459 |
115,069 |
-15,390 |
-11.8% |
764,897 |
|
| Daily Pivots for day following 03-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,032.19 |
13,654.94 |
11,901.25 |
|
| R3 |
13,082.93 |
12,705.68 |
11,640.21 |
|
| R2 |
12,133.67 |
12,133.67 |
11,553.19 |
|
| R1 |
11,756.42 |
11,756.42 |
11,466.18 |
11,945.05 |
| PP |
11,184.41 |
11,184.41 |
11,184.41 |
11,278.73 |
| S1 |
10,807.16 |
10,807.16 |
11,292.14 |
10,995.79 |
| S2 |
10,235.15 |
10,235.15 |
11,205.13 |
|
| S3 |
9,285.89 |
9,857.90 |
11,118.11 |
|
| S4 |
8,336.63 |
8,908.64 |
10,857.07 |
|
|
| 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 |
13,329.92 |
9,681.22 |
3,648.70 |
32.1% |
1,899.19 |
16.7% |
47% |
False |
False |
153,584 |
| 10 |
13,844.30 |
9,136.56 |
4,707.74 |
41.4% |
1,497.45 |
13.2% |
48% |
False |
False |
126,798 |
| 20 |
13,844.30 |
7,474.27 |
6,370.03 |
56.0% |
967.27 |
8.5% |
61% |
False |
False |
87,016 |
| 40 |
13,844.30 |
5,891.39 |
7,952.91 |
69.9% |
796.34 |
7.0% |
69% |
False |
False |
88,456 |
| 60 |
13,844.30 |
4,913.21 |
8,931.09 |
78.5% |
605.08 |
5.3% |
72% |
False |
False |
76,246 |
| 80 |
13,844.30 |
3,830.53 |
10,013.77 |
88.0% |
505.61 |
4.4% |
75% |
False |
False |
70,916 |
| 100 |
13,844.30 |
3,555.71 |
10,288.59 |
90.4% |
428.23 |
3.8% |
76% |
False |
False |
64,599 |
| 120 |
13,844.30 |
3,355.25 |
10,489.05 |
92.2% |
375.76 |
3.3% |
76% |
False |
False |
61,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,596.03 |
|
2.618 |
14,046.83 |
|
1.618 |
13,097.57 |
|
1.000 |
12,510.93 |
|
0.618 |
12,148.31 |
|
HIGH |
11,561.67 |
|
0.618 |
11,199.05 |
|
0.500 |
11,087.04 |
|
0.382 |
10,975.03 |
|
LOW |
10,612.41 |
|
0.618 |
10,025.77 |
|
1.000 |
9,663.15 |
|
1.618 |
9,076.51 |
|
2.618 |
8,127.25 |
|
4.250 |
6,578.06 |
|
|
| Fisher Pivots for day following 03-Jul-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,281.79 |
11,272.62 |
| PP |
11,184.41 |
11,166.07 |
| S1 |
11,087.04 |
11,059.53 |
|