Trading Metrics calculated at close of trading on 05-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2018 |
05-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
7,113.75 |
7,023.00 |
-90.75 |
-1.3% |
7,222.75 |
High |
7,165.00 |
7,128.00 |
-37.00 |
-0.5% |
7,222.75 |
Low |
7,022.25 |
7,015.00 |
-7.25 |
-0.1% |
6,956.00 |
Close |
7,023.75 |
7,125.75 |
102.00 |
1.5% |
7,066.75 |
Range |
142.75 |
113.00 |
-29.75 |
-20.8% |
266.75 |
ATR |
110.27 |
110.46 |
0.20 |
0.2% |
0.00 |
Volume |
300,232 |
378,283 |
78,051 |
26.0% |
2,423,523 |
|
Daily Pivots for day following 05-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,428.50 |
7,390.25 |
7,188.00 |
|
R3 |
7,315.50 |
7,277.25 |
7,156.75 |
|
R2 |
7,202.50 |
7,202.50 |
7,146.50 |
|
R1 |
7,164.25 |
7,164.25 |
7,136.00 |
7,183.50 |
PP |
7,089.50 |
7,089.50 |
7,089.50 |
7,099.25 |
S1 |
7,051.25 |
7,051.25 |
7,115.50 |
7,070.50 |
S2 |
6,976.50 |
6,976.50 |
7,105.00 |
|
S3 |
6,863.50 |
6,938.25 |
7,094.75 |
|
S4 |
6,750.50 |
6,825.25 |
7,063.50 |
|
|
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 |
2.9% |
117.50 |
1.6% |
81% |
False |
False |
387,476 |
10 |
7,358.50 |
6,956.00 |
402.50 |
5.6% |
127.50 |
1.8% |
42% |
False |
False |
422,853 |
20 |
7,358.50 |
6,956.00 |
402.50 |
5.6% |
109.25 |
1.5% |
42% |
False |
False |
360,337 |
40 |
7,358.50 |
6,835.00 |
523.50 |
7.3% |
94.75 |
1.3% |
56% |
False |
False |
181,177 |
60 |
7,358.50 |
6,457.00 |
901.50 |
12.7% |
105.25 |
1.5% |
74% |
False |
False |
121,085 |
80 |
7,358.50 |
6,338.00 |
1,020.50 |
14.3% |
121.75 |
1.7% |
77% |
False |
False |
91,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,608.25 |
2.618 |
7,423.75 |
1.618 |
7,310.75 |
1.000 |
7,241.00 |
0.618 |
7,197.75 |
HIGH |
7,128.00 |
0.618 |
7,084.75 |
0.500 |
7,071.50 |
0.382 |
7,058.25 |
LOW |
7,015.00 |
0.618 |
6,945.25 |
1.000 |
6,902.00 |
1.618 |
6,832.25 |
2.618 |
6,719.25 |
4.250 |
6,534.75 |
|
|
Fisher Pivots for day following 05-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
7,107.75 |
7,109.25 |
PP |
7,089.50 |
7,092.75 |
S1 |
7,071.50 |
7,076.25 |
|