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 |
21,900 |
21,735 |
-165 |
-0.8% |
22,470 |
High |
21,945 |
21,790 |
-155 |
-0.7% |
22,555 |
Low |
21,580 |
21,475 |
-105 |
-0.5% |
22,025 |
Close |
21,735 |
21,720 |
-15 |
-0.1% |
22,265 |
Range |
365 |
315 |
-50 |
-13.7% |
530 |
ATR |
327 |
326 |
-1 |
-0.3% |
0 |
Volume |
12,528 |
13,526 |
998 |
8.0% |
55,846 |
|
Daily Pivots for day following 05-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,607 |
22,478 |
21,893 |
|
R3 |
22,292 |
22,163 |
21,807 |
|
R2 |
21,977 |
21,977 |
21,778 |
|
R1 |
21,848 |
21,848 |
21,749 |
21,755 |
PP |
21,662 |
21,662 |
21,662 |
21,615 |
S1 |
21,533 |
21,533 |
21,691 |
21,440 |
S2 |
21,347 |
21,347 |
21,662 |
|
S3 |
21,032 |
21,218 |
21,634 |
|
S4 |
20,717 |
20,903 |
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 |
22,370 |
21,475 |
895 |
4.1% |
357 |
1.6% |
27% |
False |
True |
11,909 |
10 |
22,765 |
21,475 |
1,290 |
5.9% |
355 |
1.6% |
19% |
False |
True |
11,305 |
20 |
23,005 |
21,475 |
1,530 |
7.0% |
333 |
1.5% |
16% |
False |
True |
10,241 |
40 |
23,040 |
21,475 |
1,565 |
7.2% |
270 |
1.2% |
16% |
False |
True |
6,214 |
60 |
23,040 |
21,475 |
1,565 |
7.2% |
233 |
1.1% |
16% |
False |
True |
4,144 |
80 |
23,040 |
20,180 |
2,860 |
13.2% |
262 |
1.2% |
54% |
False |
False |
3,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,129 |
2.618 |
22,615 |
1.618 |
22,300 |
1.000 |
22,105 |
0.618 |
21,985 |
HIGH |
21,790 |
0.618 |
21,670 |
0.500 |
21,633 |
0.382 |
21,595 |
LOW |
21,475 |
0.618 |
21,280 |
1.000 |
21,160 |
1.618 |
20,965 |
2.618 |
20,650 |
4.250 |
20,136 |
|
|
Fisher Pivots for day following 05-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
21,691 |
21,903 |
PP |
21,662 |
21,842 |
S1 |
21,633 |
21,781 |
|