Trading Metrics calculated at close of trading on 06-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2018 |
06-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
1,253.5 |
1,258.4 |
4.9 |
0.4% |
1,253.4 |
High |
1,262.4 |
1,260.2 |
-2.2 |
-0.2% |
1,262.4 |
Low |
1,252.2 |
1,253.7 |
1.5 |
0.1% |
1,238.8 |
Close |
1,258.8 |
1,255.8 |
-3.0 |
-0.2% |
1,255.8 |
Range |
10.2 |
6.5 |
-3.7 |
-36.3% |
23.6 |
ATR |
11.8 |
11.4 |
-0.4 |
-3.2% |
0.0 |
Volume |
392,947 |
200,193 |
-192,754 |
-49.1% |
1,153,355 |
|
Daily Pivots for day following 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,276.1 |
1,272.4 |
1,259.4 |
|
R3 |
1,269.6 |
1,265.9 |
1,257.6 |
|
R2 |
1,263.1 |
1,263.1 |
1,257.0 |
|
R1 |
1,259.4 |
1,259.4 |
1,256.4 |
1,258.0 |
PP |
1,256.6 |
1,256.6 |
1,256.6 |
1,255.9 |
S1 |
1,252.9 |
1,252.9 |
1,255.2 |
1,251.5 |
S2 |
1,250.1 |
1,250.1 |
1,254.6 |
|
S3 |
1,243.6 |
1,246.4 |
1,254.0 |
|
S4 |
1,237.1 |
1,239.9 |
1,252.2 |
|
|
Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,323.1 |
1,313.1 |
1,268.8 |
|
R3 |
1,299.5 |
1,289.5 |
1,262.3 |
|
R2 |
1,275.9 |
1,275.9 |
1,260.1 |
|
R1 |
1,265.9 |
1,265.9 |
1,258.0 |
1,270.9 |
PP |
1,252.3 |
1,252.3 |
1,252.3 |
1,254.9 |
S1 |
1,242.3 |
1,242.3 |
1,253.6 |
1,247.3 |
S2 |
1,228.7 |
1,228.7 |
1,251.5 |
|
S3 |
1,205.1 |
1,218.7 |
1,249.3 |
|
S4 |
1,181.5 |
1,195.1 |
1,242.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,262.4 |
1,238.8 |
23.6 |
1.9% |
12.3 |
1.0% |
72% |
False |
False |
275,910 |
10 |
1,274.4 |
1,238.8 |
35.6 |
2.8% |
10.7 |
0.8% |
48% |
False |
False |
251,807 |
20 |
1,313.0 |
1,238.8 |
74.2 |
5.9% |
11.2 |
0.9% |
23% |
False |
False |
266,050 |
40 |
1,332.4 |
1,238.8 |
93.6 |
7.5% |
11.1 |
0.9% |
18% |
False |
False |
205,189 |
60 |
1,365.1 |
1,238.8 |
126.3 |
10.1% |
11.6 |
0.9% |
13% |
False |
False |
141,427 |
80 |
1,375.1 |
1,238.8 |
136.3 |
10.9% |
12.4 |
1.0% |
12% |
False |
False |
107,344 |
100 |
1,375.1 |
1,238.8 |
136.3 |
10.9% |
12.5 |
1.0% |
12% |
False |
False |
86,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,287.8 |
2.618 |
1,277.2 |
1.618 |
1,270.7 |
1.000 |
1,266.7 |
0.618 |
1,264.2 |
HIGH |
1,260.2 |
0.618 |
1,257.7 |
0.500 |
1,257.0 |
0.382 |
1,256.2 |
LOW |
1,253.7 |
0.618 |
1,249.7 |
1.000 |
1,247.2 |
1.618 |
1,243.2 |
2.618 |
1,236.7 |
4.250 |
1,226.1 |
|
|
Fisher Pivots for day following 06-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1,257.0 |
1,254.1 |
PP |
1,256.6 |
1,252.3 |
S1 |
1,256.2 |
1,250.6 |
|