Trading Metrics calculated at close of trading on 04-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2018 |
04-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
7,502.5 |
7,511.5 |
9.0 |
0.1% |
7,590.0 |
High |
7,571.5 |
7,527.0 |
-44.5 |
-0.6% |
7,647.0 |
Low |
7,482.5 |
7,497.5 |
15.0 |
0.2% |
7,421.5 |
Close |
7,522.0 |
7,507.5 |
-14.5 |
-0.2% |
7,601.5 |
Range |
89.0 |
29.5 |
-59.5 |
-66.9% |
225.5 |
ATR |
100.3 |
95.3 |
-5.1 |
-5.0% |
0.0 |
Volume |
89,756 |
37,665 |
-52,091 |
-58.0% |
586,363 |
|
Daily Pivots for day following 04-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,599.0 |
7,583.0 |
7,523.5 |
|
R3 |
7,569.5 |
7,553.5 |
7,515.5 |
|
R2 |
7,540.0 |
7,540.0 |
7,513.0 |
|
R1 |
7,524.0 |
7,524.0 |
7,510.0 |
7,517.0 |
PP |
7,510.5 |
7,510.5 |
7,510.5 |
7,507.5 |
S1 |
7,494.5 |
7,494.5 |
7,505.0 |
7,488.0 |
S2 |
7,481.0 |
7,481.0 |
7,502.0 |
|
S3 |
7,451.5 |
7,465.0 |
7,499.5 |
|
S4 |
7,422.0 |
7,435.5 |
7,491.5 |
|
|
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 |
7,475.0 |
172.0 |
2.3% |
78.5 |
1.0% |
19% |
False |
False |
96,114 |
10 |
7,647.0 |
7,421.5 |
225.5 |
3.0% |
108.5 |
1.4% |
38% |
False |
False |
104,986 |
20 |
7,729.5 |
7,421.5 |
308.0 |
4.1% |
103.0 |
1.4% |
28% |
False |
False |
136,979 |
40 |
7,810.0 |
7,421.5 |
388.5 |
5.2% |
79.0 |
1.1% |
22% |
False |
False |
70,238 |
60 |
7,810.0 |
7,065.5 |
744.5 |
9.9% |
63.0 |
0.8% |
59% |
False |
False |
46,989 |
80 |
7,810.0 |
6,720.5 |
1,089.5 |
14.5% |
56.0 |
0.7% |
72% |
False |
False |
35,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,652.5 |
2.618 |
7,604.0 |
1.618 |
7,574.5 |
1.000 |
7,556.5 |
0.618 |
7,545.0 |
HIGH |
7,527.0 |
0.618 |
7,515.5 |
0.500 |
7,512.0 |
0.382 |
7,509.0 |
LOW |
7,497.5 |
0.618 |
7,479.5 |
1.000 |
7,468.0 |
1.618 |
7,450.0 |
2.618 |
7,420.5 |
4.250 |
7,372.0 |
|
|
Fisher Pivots for day following 04-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
7,512.0 |
7,524.5 |
PP |
7,510.5 |
7,519.0 |
S1 |
7,509.0 |
7,513.0 |
|