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 |
12,313.0 |
12,509.0 |
196.0 |
1.6% |
12,196.0 |
High |
12,505.0 |
12,544.5 |
39.5 |
0.3% |
12,544.5 |
Low |
12,294.5 |
12,412.5 |
118.0 |
1.0% |
12,115.0 |
Close |
12,455.5 |
12,481.0 |
25.5 |
0.2% |
12,481.0 |
Range |
210.5 |
132.0 |
-78.5 |
-37.3% |
429.5 |
ATR |
205.1 |
199.9 |
-5.2 |
-2.5% |
0.0 |
Volume |
72,650 |
63,946 |
-8,704 |
-12.0% |
264,197 |
|
Daily Pivots for day following 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,875.3 |
12,810.2 |
12,553.6 |
|
R3 |
12,743.3 |
12,678.2 |
12,517.3 |
|
R2 |
12,611.3 |
12,611.3 |
12,505.2 |
|
R1 |
12,546.2 |
12,546.2 |
12,493.1 |
12,512.8 |
PP |
12,479.3 |
12,479.3 |
12,479.3 |
12,462.6 |
S1 |
12,414.2 |
12,414.2 |
12,468.9 |
12,380.8 |
S2 |
12,347.3 |
12,347.3 |
12,456.8 |
|
S3 |
12,215.3 |
12,282.2 |
12,444.7 |
|
S4 |
12,083.3 |
12,150.2 |
12,408.4 |
|
|
Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,668.7 |
13,504.3 |
12,717.2 |
|
R3 |
13,239.2 |
13,074.8 |
12,599.1 |
|
R2 |
12,809.7 |
12,809.7 |
12,559.7 |
|
R1 |
12,645.3 |
12,645.3 |
12,520.4 |
12,727.5 |
PP |
12,380.2 |
12,380.2 |
12,380.2 |
12,421.3 |
S1 |
12,215.8 |
12,215.8 |
12,441.6 |
12,298.0 |
S2 |
11,950.7 |
11,950.7 |
12,402.3 |
|
S3 |
11,521.2 |
11,786.3 |
12,362.9 |
|
S4 |
11,091.7 |
11,356.8 |
12,244.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,544.5 |
12,115.0 |
429.5 |
3.4% |
161.3 |
1.3% |
85% |
True |
False |
70,075 |
10 |
12,589.0 |
12,086.5 |
502.5 |
4.0% |
198.6 |
1.6% |
79% |
False |
False |
92,275 |
20 |
13,170.0 |
12,086.5 |
1,083.5 |
8.7% |
195.7 |
1.6% |
36% |
False |
False |
88,732 |
40 |
13,186.0 |
12,086.5 |
1,099.5 |
8.8% |
168.9 |
1.4% |
36% |
False |
False |
45,118 |
60 |
13,186.0 |
12,086.5 |
1,099.5 |
8.8% |
154.2 |
1.2% |
36% |
False |
False |
30,114 |
80 |
13,186.0 |
11,719.5 |
1,466.5 |
11.7% |
158.6 |
1.3% |
52% |
False |
False |
22,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,105.5 |
2.618 |
12,890.1 |
1.618 |
12,758.1 |
1.000 |
12,676.5 |
0.618 |
12,626.1 |
HIGH |
12,544.5 |
0.618 |
12,494.1 |
0.500 |
12,478.5 |
0.382 |
12,462.9 |
LOW |
12,412.5 |
0.618 |
12,330.9 |
1.000 |
12,280.5 |
1.618 |
12,198.9 |
2.618 |
12,066.9 |
4.250 |
11,851.5 |
|
|
Fisher Pivots for day following 06-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
12,480.2 |
12,455.1 |
PP |
12,479.3 |
12,429.2 |
S1 |
12,478.5 |
12,403.3 |
|