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 |
22,335 |
22,265 |
-70 |
-0.3% |
22,470 |
High |
22,370 |
22,330 |
-40 |
-0.2% |
22,555 |
Low |
22,165 |
21,715 |
-450 |
-2.0% |
22,025 |
Close |
22,265 |
21,885 |
-380 |
-1.7% |
22,265 |
Range |
205 |
615 |
410 |
200.0% |
530 |
ATR |
302 |
324 |
22 |
7.4% |
0 |
Volume |
9,695 |
12,903 |
3,208 |
33.1% |
55,846 |
|
Daily Pivots for day following 02-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,822 |
23,468 |
22,223 |
|
R3 |
23,207 |
22,853 |
22,054 |
|
R2 |
22,592 |
22,592 |
21,998 |
|
R1 |
22,238 |
22,238 |
21,942 |
22,108 |
PP |
21,977 |
21,977 |
21,977 |
21,911 |
S1 |
21,623 |
21,623 |
21,829 |
21,493 |
S2 |
21,362 |
21,362 |
21,772 |
|
S3 |
20,747 |
21,008 |
21,716 |
|
S4 |
20,132 |
20,393 |
21,547 |
|
|
Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,872 |
23,598 |
22,557 |
|
R3 |
23,342 |
23,068 |
22,411 |
|
R2 |
22,812 |
22,812 |
22,362 |
|
R1 |
22,538 |
22,538 |
22,314 |
22,410 |
PP |
22,282 |
22,282 |
22,282 |
22,218 |
S1 |
22,008 |
22,008 |
22,217 |
21,880 |
S2 |
21,752 |
21,752 |
22,168 |
|
S3 |
21,222 |
21,478 |
22,119 |
|
S4 |
20,692 |
20,948 |
21,974 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,440 |
21,715 |
725 |
3.3% |
346 |
1.6% |
23% |
False |
True |
10,777 |
10 |
22,765 |
21,715 |
1,050 |
4.8% |
390 |
1.8% |
16% |
False |
True |
11,034 |
20 |
23,005 |
21,715 |
1,290 |
5.9% |
319 |
1.5% |
13% |
False |
True |
10,047 |
40 |
23,040 |
21,715 |
1,325 |
6.1% |
259 |
1.2% |
13% |
False |
True |
5,564 |
60 |
23,040 |
21,620 |
1,420 |
6.5% |
230 |
1.0% |
19% |
False |
False |
3,710 |
80 |
23,040 |
20,180 |
2,860 |
13.1% |
261 |
1.2% |
60% |
False |
False |
2,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,944 |
2.618 |
23,940 |
1.618 |
23,325 |
1.000 |
22,945 |
0.618 |
22,710 |
HIGH |
22,330 |
0.618 |
22,095 |
0.500 |
22,023 |
0.382 |
21,950 |
LOW |
21,715 |
0.618 |
21,335 |
1.000 |
21,100 |
1.618 |
20,720 |
2.618 |
20,105 |
4.250 |
19,101 |
|
|
Fisher Pivots for day following 02-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
22,023 |
22,043 |
PP |
21,977 |
21,990 |
S1 |
21,931 |
21,938 |
|