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 |
3,400.0 |
3,450.0 |
50.0 |
1.5% |
3,355.0 |
High |
3,452.0 |
3,457.0 |
5.0 |
0.1% |
3,457.0 |
Low |
3,399.0 |
3,421.0 |
22.0 |
0.6% |
3,334.0 |
Close |
3,432.0 |
3,438.0 |
6.0 |
0.2% |
3,438.0 |
Range |
53.0 |
36.0 |
-17.0 |
-32.1% |
123.0 |
ATR |
51.8 |
50.7 |
-1.1 |
-2.2% |
0.0 |
Volume |
1,042,694 |
821,900 |
-220,794 |
-21.2% |
3,591,576 |
|
Daily Pivots for day following 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,546.7 |
3,528.3 |
3,457.8 |
|
R3 |
3,510.7 |
3,492.3 |
3,447.9 |
|
R2 |
3,474.7 |
3,474.7 |
3,444.6 |
|
R1 |
3,456.3 |
3,456.3 |
3,441.3 |
3,447.5 |
PP |
3,438.7 |
3,438.7 |
3,438.7 |
3,434.3 |
S1 |
3,420.3 |
3,420.3 |
3,434.7 |
3,411.5 |
S2 |
3,402.7 |
3,402.7 |
3,431.4 |
|
S3 |
3,366.7 |
3,384.3 |
3,428.1 |
|
S4 |
3,330.7 |
3,348.3 |
3,418.2 |
|
|
Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,778.7 |
3,731.3 |
3,505.7 |
|
R3 |
3,655.7 |
3,608.3 |
3,471.8 |
|
R2 |
3,532.7 |
3,532.7 |
3,460.6 |
|
R1 |
3,485.3 |
3,485.3 |
3,449.3 |
3,509.0 |
PP |
3,409.7 |
3,409.7 |
3,409.7 |
3,421.5 |
S1 |
3,362.3 |
3,362.3 |
3,426.7 |
3,386.0 |
S2 |
3,286.7 |
3,286.7 |
3,415.5 |
|
S3 |
3,163.7 |
3,239.3 |
3,404.2 |
|
S4 |
3,040.7 |
3,116.3 |
3,370.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,457.0 |
3,334.0 |
123.0 |
3.6% |
43.8 |
1.3% |
85% |
True |
False |
958,172 |
10 |
3,457.0 |
3,330.0 |
127.0 |
3.7% |
49.6 |
1.4% |
85% |
True |
False |
1,017,172 |
20 |
3,537.0 |
3,330.0 |
207.0 |
6.0% |
47.9 |
1.4% |
52% |
False |
False |
1,130,754 |
40 |
3,564.0 |
3,330.0 |
234.0 |
6.8% |
42.8 |
1.2% |
46% |
False |
False |
594,017 |
60 |
3,564.0 |
3,325.0 |
239.0 |
7.0% |
37.0 |
1.1% |
47% |
False |
False |
399,754 |
80 |
3,564.0 |
3,163.0 |
401.0 |
11.7% |
39.0 |
1.1% |
69% |
False |
False |
301,247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,610.0 |
2.618 |
3,551.2 |
1.618 |
3,515.2 |
1.000 |
3,493.0 |
0.618 |
3,479.2 |
HIGH |
3,457.0 |
0.618 |
3,443.2 |
0.500 |
3,439.0 |
0.382 |
3,434.8 |
LOW |
3,421.0 |
0.618 |
3,398.8 |
1.000 |
3,385.0 |
1.618 |
3,362.8 |
2.618 |
3,326.8 |
4.250 |
3,268.0 |
|
|
Fisher Pivots for day following 06-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
3,439.0 |
3,429.5 |
PP |
3,438.7 |
3,421.0 |
S1 |
3,438.3 |
3,412.5 |
|