Trading Metrics calculated at close of trading on 03-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2018 |
03-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
1,271.2 |
1,258.1 |
-13.1 |
-1.0% |
1,284.8 |
High |
1,271.2 |
1,275.5 |
4.3 |
0.3% |
1,289.1 |
Low |
1,257.9 |
1,257.3 |
-0.6 |
0.0% |
1,265.8 |
Close |
1,258.8 |
1,270.7 |
11.9 |
0.9% |
1,272.4 |
Range |
13.3 |
18.2 |
4.9 |
36.8% |
23.3 |
ATR |
8.5 |
9.2 |
0.7 |
8.1% |
0.0 |
Volume |
1,674 |
1,632 |
-42 |
-2.5% |
3,275 |
|
Daily Pivots for day following 03-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,322.4 |
1,314.8 |
1,280.7 |
|
R3 |
1,304.2 |
1,296.6 |
1,275.7 |
|
R2 |
1,286.0 |
1,286.0 |
1,274.0 |
|
R1 |
1,278.4 |
1,278.4 |
1,272.4 |
1,282.2 |
PP |
1,267.8 |
1,267.8 |
1,267.8 |
1,269.8 |
S1 |
1,260.2 |
1,260.2 |
1,269.0 |
1,264.0 |
S2 |
1,249.6 |
1,249.6 |
1,267.4 |
|
S3 |
1,231.4 |
1,242.0 |
1,265.7 |
|
S4 |
1,213.2 |
1,223.8 |
1,260.7 |
|
|
Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,345.7 |
1,332.3 |
1,285.2 |
|
R3 |
1,322.4 |
1,309.0 |
1,278.8 |
|
R2 |
1,299.1 |
1,299.1 |
1,276.7 |
|
R1 |
1,285.7 |
1,285.7 |
1,274.5 |
1,280.8 |
PP |
1,275.8 |
1,275.8 |
1,275.8 |
1,273.3 |
S1 |
1,262.4 |
1,262.4 |
1,270.3 |
1,257.5 |
S2 |
1,252.5 |
1,252.5 |
1,268.1 |
|
S3 |
1,229.2 |
1,239.1 |
1,266.0 |
|
S4 |
1,205.9 |
1,215.8 |
1,259.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,277.9 |
1,257.3 |
20.6 |
1.6% |
9.6 |
0.8% |
65% |
False |
True |
1,111 |
10 |
1,296.1 |
1,257.3 |
38.8 |
3.1% |
7.2 |
0.6% |
35% |
False |
True |
832 |
20 |
1,330.4 |
1,257.3 |
73.1 |
5.8% |
8.2 |
0.6% |
18% |
False |
True |
864 |
40 |
1,351.2 |
1,257.3 |
93.9 |
7.4% |
7.8 |
0.6% |
14% |
False |
True |
869 |
60 |
1,393.7 |
1,257.3 |
136.4 |
10.7% |
7.7 |
0.6% |
10% |
False |
True |
653 |
80 |
1,393.7 |
1,257.3 |
136.4 |
10.7% |
7.9 |
0.6% |
10% |
False |
True |
523 |
100 |
1,393.7 |
1,257.3 |
136.4 |
10.7% |
7.8 |
0.6% |
10% |
False |
True |
453 |
120 |
1,398.2 |
1,257.3 |
140.9 |
11.1% |
8.0 |
0.6% |
10% |
False |
True |
405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,352.9 |
2.618 |
1,323.1 |
1.618 |
1,304.9 |
1.000 |
1,293.7 |
0.618 |
1,286.7 |
HIGH |
1,275.5 |
0.618 |
1,268.5 |
0.500 |
1,266.4 |
0.382 |
1,264.3 |
LOW |
1,257.3 |
0.618 |
1,246.1 |
1.000 |
1,239.1 |
1.618 |
1,227.9 |
2.618 |
1,209.7 |
4.250 |
1,180.0 |
|
|
Fisher Pivots for day following 03-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1,269.3 |
1,269.3 |
PP |
1,267.8 |
1,267.8 |
S1 |
1,266.4 |
1,266.4 |
|