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 |
7,023.00 |
7,118.75 |
95.75 |
1.4% |
7,068.25 |
High |
7,128.00 |
7,237.75 |
109.75 |
1.5% |
7,237.75 |
Low |
7,015.00 |
7,101.25 |
86.25 |
1.2% |
6,987.50 |
Close |
7,125.75 |
7,233.50 |
107.75 |
1.5% |
7,233.50 |
Range |
113.00 |
136.50 |
23.50 |
20.8% |
250.25 |
ATR |
110.46 |
112.32 |
1.86 |
1.7% |
0.00 |
Volume |
378,283 |
320,304 |
-57,979 |
-15.3% |
1,378,389 |
|
Daily Pivots for day following 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,600.25 |
7,553.50 |
7,308.50 |
|
R3 |
7,463.75 |
7,417.00 |
7,271.00 |
|
R2 |
7,327.25 |
7,327.25 |
7,258.50 |
|
R1 |
7,280.50 |
7,280.50 |
7,246.00 |
7,304.00 |
PP |
7,190.75 |
7,190.75 |
7,190.75 |
7,202.50 |
S1 |
7,144.00 |
7,144.00 |
7,221.00 |
7,167.50 |
S2 |
7,054.25 |
7,054.25 |
7,208.50 |
|
S3 |
6,917.75 |
7,007.50 |
7,196.00 |
|
S4 |
6,781.25 |
6,871.00 |
7,158.50 |
|
|
Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,903.75 |
7,818.75 |
7,371.25 |
|
R3 |
7,653.50 |
7,568.50 |
7,302.25 |
|
R2 |
7,403.25 |
7,403.25 |
7,279.50 |
|
R1 |
7,318.25 |
7,318.25 |
7,256.50 |
7,360.75 |
PP |
7,153.00 |
7,153.00 |
7,153.00 |
7,174.00 |
S1 |
7,068.00 |
7,068.00 |
7,210.50 |
7,110.50 |
S2 |
6,902.75 |
6,902.75 |
7,187.50 |
|
S3 |
6,652.50 |
6,817.75 |
7,164.75 |
|
S4 |
6,402.25 |
6,567.50 |
7,095.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,237.75 |
6,987.50 |
250.25 |
3.5% |
120.75 |
1.7% |
98% |
True |
False |
354,893 |
10 |
7,274.00 |
6,956.00 |
318.00 |
4.4% |
128.00 |
1.8% |
87% |
False |
False |
412,482 |
20 |
7,358.50 |
6,956.00 |
402.50 |
5.6% |
110.25 |
1.5% |
69% |
False |
False |
372,939 |
40 |
7,358.50 |
6,855.50 |
503.00 |
7.0% |
96.00 |
1.3% |
75% |
False |
False |
189,178 |
60 |
7,358.50 |
6,457.00 |
901.50 |
12.5% |
105.75 |
1.5% |
86% |
False |
False |
126,409 |
80 |
7,358.50 |
6,338.00 |
1,020.50 |
14.1% |
121.75 |
1.7% |
88% |
False |
False |
95,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,818.00 |
2.618 |
7,595.00 |
1.618 |
7,458.50 |
1.000 |
7,374.25 |
0.618 |
7,322.00 |
HIGH |
7,237.75 |
0.618 |
7,185.50 |
0.500 |
7,169.50 |
0.382 |
7,153.50 |
LOW |
7,101.25 |
0.618 |
7,017.00 |
1.000 |
6,964.75 |
1.618 |
6,880.50 |
2.618 |
6,744.00 |
4.250 |
6,521.00 |
|
|
Fisher Pivots for day following 06-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
7,212.25 |
7,197.75 |
PP |
7,190.75 |
7,162.00 |
S1 |
7,169.50 |
7,126.50 |
|