Trading Metrics calculated at close of trading on 05-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2018 |
05-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
3,376.0 |
3,400.0 |
24.0 |
0.7% |
3,406.0 |
High |
3,411.0 |
3,452.0 |
41.0 |
1.2% |
3,415.0 |
Low |
3,368.0 |
3,399.0 |
31.0 |
0.9% |
3,330.0 |
Close |
3,397.0 |
3,432.0 |
35.0 |
1.0% |
3,391.0 |
Range |
43.0 |
53.0 |
10.0 |
23.3% |
85.0 |
ATR |
51.5 |
51.8 |
0.2 |
0.5% |
0.0 |
Volume |
814,469 |
1,042,694 |
228,225 |
28.0% |
5,740,844 |
|
Daily Pivots for day following 05-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,586.7 |
3,562.3 |
3,461.2 |
|
R3 |
3,533.7 |
3,509.3 |
3,446.6 |
|
R2 |
3,480.7 |
3,480.7 |
3,441.7 |
|
R1 |
3,456.3 |
3,456.3 |
3,436.9 |
3,468.5 |
PP |
3,427.7 |
3,427.7 |
3,427.7 |
3,433.8 |
S1 |
3,403.3 |
3,403.3 |
3,427.1 |
3,415.5 |
S2 |
3,374.7 |
3,374.7 |
3,422.3 |
|
S3 |
3,321.7 |
3,350.3 |
3,417.4 |
|
S4 |
3,268.7 |
3,297.3 |
3,402.9 |
|
|
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 |
3,452.0 |
3,334.0 |
118.0 |
3.4% |
48.2 |
1.4% |
83% |
True |
False |
1,032,104 |
10 |
3,452.0 |
3,330.0 |
122.0 |
3.6% |
52.5 |
1.5% |
84% |
True |
False |
1,043,253 |
20 |
3,537.0 |
3,330.0 |
207.0 |
6.0% |
49.0 |
1.4% |
49% |
False |
False |
1,103,741 |
40 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
42.4 |
1.2% |
44% |
False |
False |
573,971 |
60 |
3,564.0 |
3,325.0 |
239.0 |
7.0% |
36.7 |
1.1% |
45% |
False |
False |
386,057 |
80 |
3,564.0 |
3,163.0 |
401.0 |
11.7% |
38.9 |
1.1% |
67% |
False |
False |
291,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,677.3 |
2.618 |
3,590.8 |
1.618 |
3,537.8 |
1.000 |
3,505.0 |
0.618 |
3,484.8 |
HIGH |
3,452.0 |
0.618 |
3,431.8 |
0.500 |
3,425.5 |
0.382 |
3,419.2 |
LOW |
3,399.0 |
0.618 |
3,366.2 |
1.000 |
3,346.0 |
1.618 |
3,313.2 |
2.618 |
3,260.2 |
4.250 |
3,173.8 |
|
|
Fisher Pivots for day following 05-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
3,429.8 |
3,419.0 |
PP |
3,427.7 |
3,406.0 |
S1 |
3,425.5 |
3,393.0 |
|