Trading Metrics calculated at close of trading on 02-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2018 |
02-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
7,594.5 |
7,572.0 |
-22.5 |
-0.3% |
7,590.0 |
High |
7,647.0 |
7,574.0 |
-73.0 |
-1.0% |
7,647.0 |
Low |
7,553.5 |
7,475.0 |
-78.5 |
-1.0% |
7,421.5 |
Close |
7,601.5 |
7,496.0 |
-105.5 |
-1.4% |
7,601.5 |
Range |
93.5 |
99.0 |
5.5 |
5.9% |
225.5 |
ATR |
99.3 |
101.2 |
1.9 |
2.0% |
0.0 |
Volume |
123,796 |
113,872 |
-9,924 |
-8.0% |
586,363 |
|
Daily Pivots for day following 02-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,812.0 |
7,753.0 |
7,550.5 |
|
R3 |
7,713.0 |
7,654.0 |
7,523.0 |
|
R2 |
7,614.0 |
7,614.0 |
7,514.0 |
|
R1 |
7,555.0 |
7,555.0 |
7,505.0 |
7,535.0 |
PP |
7,515.0 |
7,515.0 |
7,515.0 |
7,505.0 |
S1 |
7,456.0 |
7,456.0 |
7,487.0 |
7,436.0 |
S2 |
7,416.0 |
7,416.0 |
7,478.0 |
|
S3 |
7,317.0 |
7,357.0 |
7,469.0 |
|
S4 |
7,218.0 |
7,258.0 |
7,441.5 |
|
|
Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,233.0 |
8,143.0 |
7,725.5 |
|
R3 |
8,007.5 |
7,917.5 |
7,663.5 |
|
R2 |
7,782.0 |
7,782.0 |
7,643.0 |
|
R1 |
7,692.0 |
7,692.0 |
7,622.0 |
7,737.0 |
PP |
7,556.5 |
7,556.5 |
7,556.5 |
7,579.0 |
S1 |
7,466.5 |
7,466.5 |
7,581.0 |
7,511.5 |
S2 |
7,331.0 |
7,331.0 |
7,560.0 |
|
S3 |
7,105.5 |
7,241.0 |
7,539.5 |
|
S4 |
6,880.0 |
7,015.5 |
7,477.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,647.0 |
7,427.5 |
219.5 |
2.9% |
98.5 |
1.3% |
31% |
False |
False |
116,032 |
10 |
7,647.0 |
7,421.5 |
225.5 |
3.0% |
115.5 |
1.5% |
33% |
False |
False |
113,822 |
20 |
7,729.5 |
7,421.5 |
308.0 |
4.1% |
104.0 |
1.4% |
24% |
False |
False |
132,577 |
40 |
7,810.0 |
7,416.0 |
394.0 |
5.3% |
77.5 |
1.0% |
20% |
False |
False |
67,054 |
60 |
7,810.0 |
6,996.0 |
814.0 |
10.9% |
62.5 |
0.8% |
61% |
False |
False |
44,866 |
80 |
7,810.0 |
6,720.5 |
1,089.5 |
14.5% |
54.5 |
0.7% |
71% |
False |
False |
33,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,995.0 |
2.618 |
7,833.0 |
1.618 |
7,734.0 |
1.000 |
7,673.0 |
0.618 |
7,635.0 |
HIGH |
7,574.0 |
0.618 |
7,536.0 |
0.500 |
7,524.5 |
0.382 |
7,513.0 |
LOW |
7,475.0 |
0.618 |
7,414.0 |
1.000 |
7,376.0 |
1.618 |
7,315.0 |
2.618 |
7,216.0 |
4.250 |
7,054.0 |
|
|
Fisher Pivots for day following 02-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
7,524.5 |
7,561.0 |
PP |
7,515.0 |
7,539.5 |
S1 |
7,505.5 |
7,517.5 |
|