Trading Metrics calculated at close of trading on 05-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2018 |
05-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
7,511.5 |
7,513.0 |
1.5 |
0.0% |
7,590.0 |
High |
7,527.0 |
7,564.5 |
37.5 |
0.5% |
7,647.0 |
Low |
7,497.5 |
7,501.5 |
4.0 |
0.1% |
7,421.5 |
Close |
7,507.5 |
7,540.5 |
33.0 |
0.4% |
7,601.5 |
Range |
29.5 |
63.0 |
33.5 |
113.6% |
225.5 |
ATR |
95.3 |
93.0 |
-2.3 |
-2.4% |
0.0 |
Volume |
37,665 |
73,150 |
35,485 |
94.2% |
586,363 |
|
Daily Pivots for day following 05-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,724.5 |
7,695.5 |
7,575.0 |
|
R3 |
7,661.5 |
7,632.5 |
7,558.0 |
|
R2 |
7,598.5 |
7,598.5 |
7,552.0 |
|
R1 |
7,569.5 |
7,569.5 |
7,546.5 |
7,584.0 |
PP |
7,535.5 |
7,535.5 |
7,535.5 |
7,543.0 |
S1 |
7,506.5 |
7,506.5 |
7,534.5 |
7,521.0 |
S2 |
7,472.5 |
7,472.5 |
7,529.0 |
|
S3 |
7,409.5 |
7,443.5 |
7,523.0 |
|
S4 |
7,346.5 |
7,380.5 |
7,506.0 |
|
|
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% |
75.0 |
1.0% |
38% |
False |
False |
87,647 |
10 |
7,647.0 |
7,421.5 |
225.5 |
3.0% |
101.0 |
1.3% |
53% |
False |
False |
101,450 |
20 |
7,729.5 |
7,421.5 |
308.0 |
4.1% |
101.0 |
1.3% |
39% |
False |
False |
135,967 |
40 |
7,810.0 |
7,421.5 |
388.5 |
5.2% |
78.5 |
1.0% |
31% |
False |
False |
72,031 |
60 |
7,810.0 |
7,065.5 |
744.5 |
9.9% |
63.5 |
0.8% |
64% |
False |
False |
48,208 |
80 |
7,810.0 |
6,720.5 |
1,089.5 |
14.4% |
56.5 |
0.8% |
75% |
False |
False |
36,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,832.0 |
2.618 |
7,729.5 |
1.618 |
7,666.5 |
1.000 |
7,627.5 |
0.618 |
7,603.5 |
HIGH |
7,564.5 |
0.618 |
7,540.5 |
0.500 |
7,533.0 |
0.382 |
7,525.5 |
LOW |
7,501.5 |
0.618 |
7,462.5 |
1.000 |
7,438.5 |
1.618 |
7,399.5 |
2.618 |
7,336.5 |
4.250 |
7,234.0 |
|
|
Fisher Pivots for day following 05-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
7,538.0 |
7,536.0 |
PP |
7,535.5 |
7,531.5 |
S1 |
7,533.0 |
7,527.0 |
|