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 |
1,258.1 |
1,277.8 |
19.7 |
1.6% |
1,284.8 |
High |
1,275.5 |
1,278.7 |
3.2 |
0.3% |
1,289.1 |
Low |
1,257.3 |
1,270.5 |
13.2 |
1.0% |
1,265.8 |
Close |
1,270.7 |
1,275.9 |
5.2 |
0.4% |
1,272.4 |
Range |
18.2 |
8.2 |
-10.0 |
-54.9% |
23.3 |
ATR |
9.2 |
9.2 |
-0.1 |
-0.8% |
0.0 |
Volume |
1,632 |
1,093 |
-539 |
-33.0% |
3,275 |
|
Daily Pivots for day following 05-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,299.6 |
1,296.0 |
1,280.4 |
|
R3 |
1,291.4 |
1,287.8 |
1,278.2 |
|
R2 |
1,283.2 |
1,283.2 |
1,277.4 |
|
R1 |
1,279.6 |
1,279.6 |
1,276.7 |
1,277.3 |
PP |
1,275.0 |
1,275.0 |
1,275.0 |
1,273.9 |
S1 |
1,271.4 |
1,271.4 |
1,275.1 |
1,269.1 |
S2 |
1,266.8 |
1,266.8 |
1,274.4 |
|
S3 |
1,258.6 |
1,263.2 |
1,273.6 |
|
S4 |
1,250.4 |
1,255.0 |
1,271.4 |
|
|
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 |
1,278.7 |
1,257.3 |
21.4 |
1.7% |
10.0 |
0.8% |
87% |
True |
False |
1,142 |
10 |
1,289.6 |
1,257.3 |
32.3 |
2.5% |
7.7 |
0.6% |
58% |
False |
False |
901 |
20 |
1,330.4 |
1,257.3 |
73.1 |
5.7% |
8.3 |
0.6% |
25% |
False |
False |
910 |
40 |
1,351.2 |
1,257.3 |
93.9 |
7.4% |
7.8 |
0.6% |
20% |
False |
False |
869 |
60 |
1,393.7 |
1,257.3 |
136.4 |
10.7% |
7.7 |
0.6% |
14% |
False |
False |
665 |
80 |
1,393.7 |
1,257.3 |
136.4 |
10.7% |
7.9 |
0.6% |
14% |
False |
False |
535 |
100 |
1,393.7 |
1,257.3 |
136.4 |
10.7% |
7.8 |
0.6% |
14% |
False |
False |
461 |
120 |
1,398.2 |
1,257.3 |
140.9 |
11.0% |
8.0 |
0.6% |
13% |
False |
False |
413 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,313.6 |
2.618 |
1,300.2 |
1.618 |
1,292.0 |
1.000 |
1,286.9 |
0.618 |
1,283.8 |
HIGH |
1,278.7 |
0.618 |
1,275.6 |
0.500 |
1,274.6 |
0.382 |
1,273.6 |
LOW |
1,270.5 |
0.618 |
1,265.4 |
1.000 |
1,262.3 |
1.618 |
1,257.2 |
2.618 |
1,249.0 |
4.250 |
1,235.7 |
|
|
Fisher Pivots for day following 05-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1,275.5 |
1,273.3 |
PP |
1,275.0 |
1,270.6 |
S1 |
1,274.6 |
1,268.0 |
|