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 |
7,513.0 |
7,552.0 |
39.0 |
0.5% |
7,572.0 |
High |
7,564.5 |
7,589.0 |
24.5 |
0.3% |
7,589.0 |
Low |
7,501.5 |
7,508.0 |
6.5 |
0.1% |
7,475.0 |
Close |
7,540.5 |
7,548.0 |
7.5 |
0.1% |
7,548.0 |
Range |
63.0 |
81.0 |
18.0 |
28.6% |
114.0 |
ATR |
93.0 |
92.1 |
-0.9 |
-0.9% |
0.0 |
Volume |
73,150 |
69,573 |
-3,577 |
-4.9% |
384,016 |
|
Daily Pivots for day following 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,791.5 |
7,750.5 |
7,592.5 |
|
R3 |
7,710.5 |
7,669.5 |
7,570.5 |
|
R2 |
7,629.5 |
7,629.5 |
7,563.0 |
|
R1 |
7,588.5 |
7,588.5 |
7,555.5 |
7,568.5 |
PP |
7,548.5 |
7,548.5 |
7,548.5 |
7,538.0 |
S1 |
7,507.5 |
7,507.5 |
7,540.5 |
7,487.5 |
S2 |
7,467.5 |
7,467.5 |
7,533.0 |
|
S3 |
7,386.5 |
7,426.5 |
7,525.5 |
|
S4 |
7,305.5 |
7,345.5 |
7,503.5 |
|
|
Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,879.5 |
7,827.5 |
7,610.5 |
|
R3 |
7,765.5 |
7,713.5 |
7,579.5 |
|
R2 |
7,651.5 |
7,651.5 |
7,569.0 |
|
R1 |
7,599.5 |
7,599.5 |
7,558.5 |
7,568.5 |
PP |
7,537.5 |
7,537.5 |
7,537.5 |
7,522.0 |
S1 |
7,485.5 |
7,485.5 |
7,537.5 |
7,454.5 |
S2 |
7,423.5 |
7,423.5 |
7,527.0 |
|
S3 |
7,309.5 |
7,371.5 |
7,516.5 |
|
S4 |
7,195.5 |
7,257.5 |
7,485.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,589.0 |
7,475.0 |
114.0 |
1.5% |
72.5 |
1.0% |
64% |
True |
False |
76,803 |
10 |
7,647.0 |
7,421.5 |
225.5 |
3.0% |
94.0 |
1.2% |
56% |
False |
False |
97,037 |
20 |
7,729.5 |
7,421.5 |
308.0 |
4.1% |
101.5 |
1.3% |
41% |
False |
False |
130,942 |
40 |
7,810.0 |
7,421.5 |
388.5 |
5.1% |
79.5 |
1.1% |
33% |
False |
False |
73,741 |
60 |
7,810.0 |
7,065.5 |
744.5 |
9.9% |
64.5 |
0.9% |
65% |
False |
False |
49,368 |
80 |
7,810.0 |
6,720.5 |
1,089.5 |
14.4% |
57.5 |
0.8% |
76% |
False |
False |
37,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,933.0 |
2.618 |
7,801.0 |
1.618 |
7,720.0 |
1.000 |
7,670.0 |
0.618 |
7,639.0 |
HIGH |
7,589.0 |
0.618 |
7,558.0 |
0.500 |
7,548.5 |
0.382 |
7,539.0 |
LOW |
7,508.0 |
0.618 |
7,458.0 |
1.000 |
7,427.0 |
1.618 |
7,377.0 |
2.618 |
7,296.0 |
4.250 |
7,164.0 |
|
|
Fisher Pivots for day following 06-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
7,548.5 |
7,546.5 |
PP |
7,548.5 |
7,545.0 |
S1 |
7,548.0 |
7,543.0 |
|