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 |
7,055.25 |
7,068.25 |
13.00 |
0.2% |
7,222.75 |
High |
7,123.75 |
7,119.75 |
-4.00 |
-0.1% |
7,222.75 |
Low |
7,045.00 |
6,987.50 |
-57.50 |
-0.8% |
6,956.00 |
Close |
7,066.75 |
7,116.50 |
49.75 |
0.7% |
7,066.75 |
Range |
78.75 |
132.25 |
53.50 |
67.9% |
266.75 |
ATR |
105.88 |
107.77 |
1.88 |
1.8% |
0.00 |
Volume |
396,079 |
379,570 |
-16,509 |
-4.2% |
2,423,523 |
|
Daily Pivots for day following 02-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,471.25 |
7,426.25 |
7,189.25 |
|
R3 |
7,339.00 |
7,294.00 |
7,152.75 |
|
R2 |
7,206.75 |
7,206.75 |
7,140.75 |
|
R1 |
7,161.75 |
7,161.75 |
7,128.50 |
7,184.25 |
PP |
7,074.50 |
7,074.50 |
7,074.50 |
7,086.00 |
S1 |
7,029.50 |
7,029.50 |
7,104.50 |
7,052.00 |
S2 |
6,942.25 |
6,942.25 |
7,092.25 |
|
S3 |
6,810.00 |
6,897.25 |
7,080.25 |
|
S4 |
6,677.75 |
6,765.00 |
7,043.75 |
|
|
Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,882.00 |
7,741.25 |
7,213.50 |
|
R3 |
7,615.25 |
7,474.50 |
7,140.00 |
|
R2 |
7,348.50 |
7,348.50 |
7,115.75 |
|
R1 |
7,207.75 |
7,207.75 |
7,091.25 |
7,144.75 |
PP |
7,081.75 |
7,081.75 |
7,081.75 |
7,050.50 |
S1 |
6,941.00 |
6,941.00 |
7,042.25 |
6,878.00 |
S2 |
6,815.00 |
6,815.00 |
7,017.75 |
|
S3 |
6,548.25 |
6,674.25 |
6,993.50 |
|
S4 |
6,281.50 |
6,407.50 |
6,920.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,151.50 |
6,956.00 |
195.50 |
2.7% |
117.00 |
1.6% |
82% |
False |
False |
440,826 |
10 |
7,358.50 |
6,956.00 |
402.50 |
5.7% |
125.00 |
1.8% |
40% |
False |
False |
432,095 |
20 |
7,358.50 |
6,956.00 |
402.50 |
5.7% |
103.00 |
1.4% |
40% |
False |
False |
327,256 |
40 |
7,358.50 |
6,794.50 |
564.00 |
7.9% |
92.00 |
1.3% |
57% |
False |
False |
164,244 |
60 |
7,358.50 |
6,457.00 |
901.50 |
12.7% |
106.50 |
1.5% |
73% |
False |
False |
109,841 |
80 |
7,358.50 |
6,338.00 |
1,020.50 |
14.3% |
120.75 |
1.7% |
76% |
False |
False |
82,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,681.75 |
2.618 |
7,466.00 |
1.618 |
7,333.75 |
1.000 |
7,252.00 |
0.618 |
7,201.50 |
HIGH |
7,119.75 |
0.618 |
7,069.25 |
0.500 |
7,053.50 |
0.382 |
7,038.00 |
LOW |
6,987.50 |
0.618 |
6,905.75 |
1.000 |
6,855.25 |
1.618 |
6,773.50 |
2.618 |
6,641.25 |
4.250 |
6,425.50 |
|
|
Fisher Pivots for day following 02-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
7,095.50 |
7,091.00 |
PP |
7,074.50 |
7,065.50 |
S1 |
7,053.50 |
7,040.00 |
|