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 |
3,355.0 |
3,376.0 |
21.0 |
0.6% |
3,406.0 |
High |
3,378.0 |
3,411.0 |
33.0 |
1.0% |
3,415.0 |
Low |
3,334.0 |
3,368.0 |
34.0 |
1.0% |
3,330.0 |
Close |
3,363.0 |
3,397.0 |
34.0 |
1.0% |
3,391.0 |
Range |
44.0 |
43.0 |
-1.0 |
-2.3% |
85.0 |
ATR |
51.8 |
51.5 |
-0.3 |
-0.5% |
0.0 |
Volume |
912,513 |
814,469 |
-98,044 |
-10.7% |
5,740,844 |
|
Daily Pivots for day following 03-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,521.0 |
3,502.0 |
3,420.7 |
|
R3 |
3,478.0 |
3,459.0 |
3,408.8 |
|
R2 |
3,435.0 |
3,435.0 |
3,404.9 |
|
R1 |
3,416.0 |
3,416.0 |
3,400.9 |
3,425.5 |
PP |
3,392.0 |
3,392.0 |
3,392.0 |
3,396.8 |
S1 |
3,373.0 |
3,373.0 |
3,393.1 |
3,382.5 |
S2 |
3,349.0 |
3,349.0 |
3,389.1 |
|
S3 |
3,306.0 |
3,330.0 |
3,385.2 |
|
S4 |
3,263.0 |
3,287.0 |
3,373.4 |
|
|
Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,633.7 |
3,597.3 |
3,437.8 |
|
R3 |
3,548.7 |
3,512.3 |
3,414.4 |
|
R2 |
3,463.7 |
3,463.7 |
3,406.6 |
|
R1 |
3,427.3 |
3,427.3 |
3,398.8 |
3,403.0 |
PP |
3,378.7 |
3,378.7 |
3,378.7 |
3,366.5 |
S1 |
3,342.3 |
3,342.3 |
3,383.2 |
3,318.0 |
S2 |
3,293.7 |
3,293.7 |
3,375.4 |
|
S3 |
3,208.7 |
3,257.3 |
3,367.6 |
|
S4 |
3,123.7 |
3,172.3 |
3,344.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,415.0 |
3,330.0 |
85.0 |
2.5% |
54.6 |
1.6% |
79% |
False |
False |
1,116,927 |
10 |
3,452.0 |
3,330.0 |
122.0 |
3.6% |
49.7 |
1.5% |
55% |
False |
False |
1,026,690 |
20 |
3,537.0 |
3,330.0 |
207.0 |
6.1% |
48.6 |
1.4% |
32% |
False |
False |
1,067,901 |
40 |
3,564.0 |
3,330.0 |
234.0 |
6.9% |
41.5 |
1.2% |
29% |
False |
False |
547,905 |
60 |
3,564.0 |
3,313.0 |
251.0 |
7.4% |
36.3 |
1.1% |
33% |
False |
False |
368,805 |
80 |
3,564.0 |
3,163.0 |
401.0 |
11.8% |
38.7 |
1.1% |
58% |
False |
False |
277,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,593.8 |
2.618 |
3,523.6 |
1.618 |
3,480.6 |
1.000 |
3,454.0 |
0.618 |
3,437.6 |
HIGH |
3,411.0 |
0.618 |
3,394.6 |
0.500 |
3,389.5 |
0.382 |
3,384.4 |
LOW |
3,368.0 |
0.618 |
3,341.4 |
1.000 |
3,325.0 |
1.618 |
3,298.4 |
2.618 |
3,255.4 |
4.250 |
3,185.3 |
|
|
Fisher Pivots for day following 03-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
3,394.5 |
3,389.0 |
PP |
3,392.0 |
3,381.0 |
S1 |
3,389.5 |
3,373.0 |
|