Trading Metrics calculated at close of trading on 02-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2018 |
02-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
1,249.5 |
1,253.4 |
3.9 |
0.3% |
1,272.2 |
High |
1,257.1 |
1,255.6 |
-1.5 |
-0.1% |
1,274.4 |
Low |
1,246.9 |
1,240.6 |
-6.3 |
-0.5% |
1,246.9 |
Close |
1,254.5 |
1,241.7 |
-12.8 |
-1.0% |
1,254.5 |
Range |
10.2 |
15.0 |
4.8 |
47.1% |
27.5 |
ATR |
11.0 |
11.3 |
0.3 |
2.6% |
0.0 |
Volume |
226,196 |
262,872 |
36,676 |
16.2% |
1,180,499 |
|
Daily Pivots for day following 02-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,291.0 |
1,281.3 |
1,250.0 |
|
R3 |
1,276.0 |
1,266.3 |
1,245.8 |
|
R2 |
1,261.0 |
1,261.0 |
1,244.5 |
|
R1 |
1,251.3 |
1,251.3 |
1,243.1 |
1,248.7 |
PP |
1,246.0 |
1,246.0 |
1,246.0 |
1,244.6 |
S1 |
1,236.3 |
1,236.3 |
1,240.3 |
1,233.7 |
S2 |
1,231.0 |
1,231.0 |
1,239.0 |
|
S3 |
1,216.0 |
1,221.3 |
1,237.6 |
|
S4 |
1,201.0 |
1,206.3 |
1,233.5 |
|
|
Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,341.1 |
1,325.3 |
1,269.6 |
|
R3 |
1,313.6 |
1,297.8 |
1,262.1 |
|
R2 |
1,286.1 |
1,286.1 |
1,259.5 |
|
R1 |
1,270.3 |
1,270.3 |
1,257.0 |
1,264.5 |
PP |
1,258.6 |
1,258.6 |
1,258.6 |
1,255.7 |
S1 |
1,242.8 |
1,242.8 |
1,252.0 |
1,237.0 |
S2 |
1,231.1 |
1,231.1 |
1,249.5 |
|
S3 |
1,203.6 |
1,215.3 |
1,246.9 |
|
S4 |
1,176.1 |
1,187.8 |
1,239.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,269.4 |
1,240.6 |
28.8 |
2.3% |
11.3 |
0.9% |
4% |
False |
True |
248,361 |
10 |
1,286.8 |
1,240.6 |
46.2 |
3.7% |
10.3 |
0.8% |
2% |
False |
True |
243,216 |
20 |
1,313.0 |
1,240.6 |
72.4 |
5.8% |
10.8 |
0.9% |
2% |
False |
True |
260,675 |
40 |
1,332.4 |
1,240.6 |
91.8 |
7.4% |
11.1 |
0.9% |
1% |
False |
True |
185,713 |
60 |
1,375.1 |
1,240.6 |
134.5 |
10.8% |
11.8 |
0.9% |
1% |
False |
True |
126,926 |
80 |
1,375.1 |
1,240.6 |
134.5 |
10.8% |
12.4 |
1.0% |
1% |
False |
True |
96,474 |
100 |
1,375.1 |
1,240.6 |
134.5 |
10.8% |
12.5 |
1.0% |
1% |
False |
True |
77,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,319.4 |
2.618 |
1,294.9 |
1.618 |
1,279.9 |
1.000 |
1,270.6 |
0.618 |
1,264.9 |
HIGH |
1,255.6 |
0.618 |
1,249.9 |
0.500 |
1,248.1 |
0.382 |
1,246.3 |
LOW |
1,240.6 |
0.618 |
1,231.3 |
1.000 |
1,225.6 |
1.618 |
1,216.3 |
2.618 |
1,201.3 |
4.250 |
1,176.9 |
|
|
Fisher Pivots for day following 02-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1,248.1 |
1,248.9 |
PP |
1,246.0 |
1,246.5 |
S1 |
1,243.8 |
1,244.1 |
|