Trading Metrics calculated at close of trading on 05-Jul-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2019 |
05-Jul-2019 |
Change |
Change % |
Previous Week |
Open |
11,379.16 |
11,712.98 |
333.82 |
2.9% |
12,218.28 |
High |
12,049.01 |
11,738.96 |
-310.05 |
-2.6% |
12,437.83 |
Low |
11,312.92 |
10,796.88 |
-516.04 |
-4.6% |
9,681.22 |
Close |
11,712.98 |
11,032.55 |
-680.43 |
-5.8% |
11,032.55 |
Range |
736.09 |
942.08 |
205.99 |
28.0% |
2,756.61 |
ATR |
1,019.45 |
1,013.92 |
-5.53 |
-0.5% |
0.00 |
Volume |
95,238 |
90,752 |
-4,486 |
-4.7% |
560,981 |
|
Daily Pivots for day following 05-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,015.70 |
13,466.21 |
11,550.69 |
|
R3 |
13,073.62 |
12,524.13 |
11,291.62 |
|
R2 |
12,131.54 |
12,131.54 |
11,205.26 |
|
R1 |
11,582.05 |
11,582.05 |
11,118.91 |
11,385.76 |
PP |
11,189.46 |
11,189.46 |
11,189.46 |
11,091.32 |
S1 |
10,639.97 |
10,639.97 |
10,946.19 |
10,443.68 |
S2 |
10,247.38 |
10,247.38 |
10,859.84 |
|
S3 |
9,305.30 |
9,697.89 |
10,773.48 |
|
S4 |
8,363.22 |
8,755.81 |
10,514.41 |
|
|
Weekly Pivots for week ending 05-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,320.36 |
17,933.07 |
12,548.69 |
|
R3 |
16,563.75 |
15,176.46 |
11,790.62 |
|
R2 |
13,807.14 |
13,807.14 |
11,537.93 |
|
R1 |
12,419.85 |
12,419.85 |
11,285.24 |
11,735.19 |
PP |
11,050.53 |
11,050.53 |
11,050.53 |
10,708.21 |
S1 |
9,663.24 |
9,663.24 |
10,779.86 |
8,978.58 |
S2 |
8,293.92 |
8,293.92 |
10,527.17 |
|
S3 |
5,537.31 |
6,906.63 |
10,274.48 |
|
S4 |
2,780.70 |
4,150.02 |
9,516.41 |
|
|
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 |
25.0% |
1,259.91 |
11.4% |
49% |
False |
False |
112,196 |
10 |
13,844.30 |
9,681.22 |
4,163.08 |
37.7% |
1,571.26 |
14.2% |
32% |
False |
False |
132,587 |
20 |
13,844.30 |
7,517.72 |
6,326.58 |
57.3% |
1,009.33 |
9.1% |
56% |
False |
False |
91,895 |
40 |
13,844.30 |
6,305.14 |
7,539.16 |
68.3% |
824.06 |
7.5% |
63% |
False |
False |
89,581 |
60 |
13,844.30 |
4,967.19 |
8,877.11 |
80.5% |
623.51 |
5.7% |
68% |
False |
False |
77,195 |
80 |
13,844.30 |
3,880.93 |
9,963.37 |
90.3% |
524.47 |
4.8% |
72% |
False |
False |
72,531 |
100 |
13,844.30 |
3,555.71 |
10,288.59 |
93.3% |
443.93 |
4.0% |
73% |
False |
False |
65,828 |
120 |
13,844.30 |
3,355.25 |
10,489.05 |
95.1% |
387.77 |
3.5% |
73% |
False |
False |
62,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,742.80 |
2.618 |
14,205.33 |
1.618 |
13,263.25 |
1.000 |
12,681.04 |
0.618 |
12,321.17 |
HIGH |
11,738.96 |
0.618 |
11,379.09 |
0.500 |
11,267.92 |
0.382 |
11,156.75 |
LOW |
10,796.88 |
0.618 |
10,214.67 |
1.000 |
9,854.80 |
1.618 |
9,272.59 |
2.618 |
8,330.51 |
4.250 |
6,793.04 |
|
|
Fisher Pivots for day following 05-Jul-2019 |
Pivot |
1 day |
3 day |
R1 |
11,267.92 |
11,330.71 |
PP |
11,189.46 |
11,231.32 |
S1 |
11,111.01 |
11,131.94 |
|