| Trading Metrics calculated at close of trading on 04-Jul-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2019 |
04-Jul-2019 |
Change |
Change % |
Previous Week |
| Open |
10,696.66 |
11,379.16 |
682.50 |
6.4% |
9,933.10 |
| High |
11,561.67 |
12,049.01 |
487.34 |
4.2% |
13,844.30 |
| Low |
10,612.41 |
11,312.92 |
700.51 |
6.6% |
9,858.07 |
| Close |
11,379.16 |
11,712.98 |
333.82 |
2.9% |
12,217.00 |
| Range |
949.26 |
736.09 |
-213.17 |
-22.5% |
3,986.23 |
| ATR |
1,041.24 |
1,019.45 |
-21.80 |
-2.1% |
0.00 |
| Volume |
115,069 |
95,238 |
-19,831 |
-17.2% |
764,897 |
|
| Daily Pivots for day following 04-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,899.91 |
13,542.53 |
12,117.83 |
|
| R3 |
13,163.82 |
12,806.44 |
11,915.40 |
|
| R2 |
12,427.73 |
12,427.73 |
11,847.93 |
|
| R1 |
12,070.35 |
12,070.35 |
11,780.45 |
12,249.04 |
| PP |
11,691.64 |
11,691.64 |
11,691.64 |
11,780.98 |
| S1 |
11,334.26 |
11,334.26 |
11,645.51 |
11,512.95 |
| S2 |
10,955.55 |
10,955.55 |
11,578.03 |
|
| S3 |
10,219.46 |
10,598.17 |
11,510.56 |
|
| S4 |
9,483.37 |
9,862.08 |
11,308.13 |
|
|
| 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 |
12,437.83 |
9,681.22 |
2,756.61 |
23.5% |
1,452.46 |
12.4% |
74% |
False |
False |
122,746 |
| 10 |
13,844.30 |
9,465.91 |
4,378.39 |
37.4% |
1,524.73 |
13.0% |
51% |
False |
False |
131,520 |
| 20 |
13,844.30 |
7,517.72 |
6,326.58 |
54.0% |
984.27 |
8.4% |
66% |
False |
False |
89,734 |
| 40 |
13,844.30 |
6,084.66 |
7,759.64 |
66.2% |
809.52 |
6.9% |
73% |
False |
False |
89,332 |
| 60 |
13,844.30 |
4,913.21 |
8,931.09 |
76.2% |
611.31 |
5.2% |
76% |
False |
False |
76,336 |
| 80 |
13,844.30 |
3,852.86 |
9,991.44 |
85.3% |
513.68 |
4.4% |
79% |
False |
False |
71,733 |
| 100 |
13,844.30 |
3,555.71 |
10,288.59 |
87.8% |
434.89 |
3.7% |
79% |
False |
False |
65,191 |
| 120 |
13,844.30 |
3,355.25 |
10,489.05 |
89.6% |
380.89 |
3.3% |
80% |
False |
False |
61,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,177.39 |
|
2.618 |
13,976.09 |
|
1.618 |
13,240.00 |
|
1.000 |
12,785.10 |
|
0.618 |
12,503.91 |
|
HIGH |
12,049.01 |
|
0.618 |
11,767.82 |
|
0.500 |
11,680.97 |
|
0.382 |
11,594.11 |
|
LOW |
11,312.92 |
|
0.618 |
10,858.02 |
|
1.000 |
10,576.83 |
|
1.618 |
10,121.93 |
|
2.618 |
9,385.84 |
|
4.250 |
8,184.54 |
|
|
| Fisher Pivots for day following 04-Jul-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,702.31 |
11,430.36 |
| PP |
11,691.64 |
11,147.74 |
| S1 |
11,680.97 |
10,865.12 |
|