Trading Metrics calculated at close of trading on 03-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2018 |
03-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
1,253.4 |
1,242.9 |
-10.5 |
-0.8% |
1,272.2 |
High |
1,255.6 |
1,258.5 |
2.9 |
0.2% |
1,274.4 |
Low |
1,240.6 |
1,238.8 |
-1.8 |
-0.1% |
1,246.9 |
Close |
1,241.7 |
1,253.5 |
11.8 |
1.0% |
1,254.5 |
Range |
15.0 |
19.7 |
4.7 |
31.3% |
27.5 |
ATR |
11.3 |
11.9 |
0.6 |
5.3% |
0.0 |
Volume |
262,872 |
297,343 |
34,471 |
13.1% |
1,180,499 |
|
Daily Pivots for day following 03-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,309.4 |
1,301.1 |
1,264.3 |
|
R3 |
1,289.7 |
1,281.4 |
1,258.9 |
|
R2 |
1,270.0 |
1,270.0 |
1,257.1 |
|
R1 |
1,261.7 |
1,261.7 |
1,255.3 |
1,265.9 |
PP |
1,250.3 |
1,250.3 |
1,250.3 |
1,252.3 |
S1 |
1,242.0 |
1,242.0 |
1,251.7 |
1,246.2 |
S2 |
1,230.6 |
1,230.6 |
1,249.9 |
|
S3 |
1,210.9 |
1,222.3 |
1,248.1 |
|
S4 |
1,191.2 |
1,202.6 |
1,242.7 |
|
|
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 |
1,261.9 |
1,238.8 |
23.1 |
1.8% |
12.6 |
1.0% |
64% |
False |
True |
257,027 |
10 |
1,278.6 |
1,238.8 |
39.8 |
3.2% |
10.9 |
0.9% |
37% |
False |
True |
243,993 |
20 |
1,313.0 |
1,238.8 |
74.2 |
5.9% |
11.2 |
0.9% |
20% |
False |
True |
261,978 |
40 |
1,332.4 |
1,238.8 |
93.6 |
7.5% |
11.4 |
0.9% |
16% |
False |
True |
192,661 |
60 |
1,375.1 |
1,238.8 |
136.3 |
10.9% |
11.9 |
0.9% |
11% |
False |
True |
131,760 |
80 |
1,375.1 |
1,238.8 |
136.3 |
10.9% |
12.5 |
1.0% |
11% |
False |
True |
100,129 |
100 |
1,375.1 |
1,238.8 |
136.3 |
10.9% |
12.6 |
1.0% |
11% |
False |
True |
80,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,342.2 |
2.618 |
1,310.1 |
1.618 |
1,290.4 |
1.000 |
1,278.2 |
0.618 |
1,270.7 |
HIGH |
1,258.5 |
0.618 |
1,251.0 |
0.500 |
1,248.7 |
0.382 |
1,246.3 |
LOW |
1,238.8 |
0.618 |
1,226.6 |
1.000 |
1,219.1 |
1.618 |
1,206.9 |
2.618 |
1,187.2 |
4.250 |
1,155.1 |
|
|
Fisher Pivots for day following 03-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1,251.9 |
1,251.9 |
PP |
1,250.3 |
1,250.3 |
S1 |
1,248.7 |
1,248.7 |
|