Trading Metrics calculated at close of trading on 03-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2018 |
03-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
7,068.25 |
7,113.75 |
45.50 |
0.6% |
7,222.75 |
High |
7,119.75 |
7,165.00 |
45.25 |
0.6% |
7,222.75 |
Low |
6,987.50 |
7,022.25 |
34.75 |
0.5% |
6,956.00 |
Close |
7,116.50 |
7,023.75 |
-92.75 |
-1.3% |
7,066.75 |
Range |
132.25 |
142.75 |
10.50 |
7.9% |
266.75 |
ATR |
107.77 |
110.27 |
2.50 |
2.3% |
0.00 |
Volume |
379,570 |
300,232 |
-79,338 |
-20.9% |
2,423,523 |
|
Daily Pivots for day following 03-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,498.50 |
7,404.00 |
7,102.25 |
|
R3 |
7,355.75 |
7,261.25 |
7,063.00 |
|
R2 |
7,213.00 |
7,213.00 |
7,050.00 |
|
R1 |
7,118.50 |
7,118.50 |
7,036.75 |
7,094.50 |
PP |
7,070.25 |
7,070.25 |
7,070.25 |
7,058.25 |
S1 |
6,975.75 |
6,975.75 |
7,010.75 |
6,951.50 |
S2 |
6,927.50 |
6,927.50 |
6,997.50 |
|
S3 |
6,784.75 |
6,833.00 |
6,984.50 |
|
S4 |
6,642.00 |
6,690.25 |
6,945.25 |
|
|
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 |
7,165.00 |
6,956.00 |
209.00 |
3.0% |
127.50 |
1.8% |
32% |
True |
False |
421,070 |
10 |
7,358.50 |
6,956.00 |
402.50 |
5.7% |
127.25 |
1.8% |
17% |
False |
False |
417,090 |
20 |
7,358.50 |
6,956.00 |
402.50 |
5.7% |
107.50 |
1.5% |
17% |
False |
False |
342,068 |
40 |
7,358.50 |
6,794.50 |
564.00 |
8.0% |
93.75 |
1.3% |
41% |
False |
False |
171,729 |
60 |
7,358.50 |
6,457.00 |
901.50 |
12.8% |
106.25 |
1.5% |
63% |
False |
False |
114,815 |
80 |
7,358.50 |
6,338.00 |
1,020.50 |
14.5% |
120.75 |
1.7% |
67% |
False |
False |
86,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,771.75 |
2.618 |
7,538.75 |
1.618 |
7,396.00 |
1.000 |
7,307.75 |
0.618 |
7,253.25 |
HIGH |
7,165.00 |
0.618 |
7,110.50 |
0.500 |
7,093.50 |
0.382 |
7,076.75 |
LOW |
7,022.25 |
0.618 |
6,934.00 |
1.000 |
6,879.50 |
1.618 |
6,791.25 |
2.618 |
6,648.50 |
4.250 |
6,415.50 |
|
|
Fisher Pivots for day following 03-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
7,093.50 |
7,076.25 |
PP |
7,070.25 |
7,058.75 |
S1 |
7,047.00 |
7,041.25 |
|