Trading Metrics calculated at close of trading on 01-Jul-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2019 |
01-Jul-2019 |
Change |
Change % |
Previous Week |
Open |
1,409.29 |
1,411.29 |
2.00 |
0.1% |
1,401.69 |
High |
1,422.89 |
1,414.40 |
-8.49 |
-0.6% |
1,438.43 |
Low |
1,406.60 |
1,382.10 |
-24.50 |
-1.7% |
1,399.10 |
Close |
1,409.34 |
1,383.58 |
-25.76 |
-1.8% |
1,409.34 |
Range |
16.29 |
32.30 |
16.01 |
98.3% |
39.33 |
ATR |
18.54 |
19.53 |
0.98 |
5.3% |
0.00 |
Volume |
6,958 |
6,325 |
-633 |
-9.1% |
44,619 |
|
Daily Pivots for day following 01-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,490.26 |
1,469.22 |
1,401.35 |
|
R3 |
1,457.96 |
1,436.92 |
1,392.46 |
|
R2 |
1,425.66 |
1,425.66 |
1,389.50 |
|
R1 |
1,404.62 |
1,404.62 |
1,386.54 |
1,398.99 |
PP |
1,393.36 |
1,393.36 |
1,393.36 |
1,390.55 |
S1 |
1,372.32 |
1,372.32 |
1,380.62 |
1,366.69 |
S2 |
1,361.06 |
1,361.06 |
1,377.66 |
|
S3 |
1,328.76 |
1,340.02 |
1,374.70 |
|
S4 |
1,296.46 |
1,307.72 |
1,365.82 |
|
|
Weekly Pivots for week ending 28-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,533.61 |
1,510.81 |
1,430.97 |
|
R3 |
1,494.28 |
1,471.48 |
1,420.16 |
|
R2 |
1,454.95 |
1,454.95 |
1,416.55 |
|
R1 |
1,432.15 |
1,432.15 |
1,412.95 |
1,443.55 |
PP |
1,415.62 |
1,415.62 |
1,415.62 |
1,421.33 |
S1 |
1,392.82 |
1,392.82 |
1,405.73 |
1,404.22 |
S2 |
1,376.29 |
1,376.29 |
1,402.13 |
|
S3 |
1,336.96 |
1,353.49 |
1,398.52 |
|
S4 |
1,297.63 |
1,314.16 |
1,387.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,438.43 |
1,382.10 |
56.33 |
4.1% |
21.12 |
1.5% |
3% |
False |
True |
7,965 |
10 |
1,438.43 |
1,333.40 |
105.03 |
7.6% |
25.68 |
1.9% |
48% |
False |
False |
9,159 |
20 |
1,438.43 |
1,320.05 |
118.38 |
8.6% |
19.88 |
1.4% |
54% |
False |
False |
9,358 |
40 |
1,438.43 |
1,269.50 |
168.93 |
12.2% |
16.31 |
1.2% |
68% |
False |
False |
8,866 |
60 |
1,438.43 |
1,266.61 |
171.82 |
12.4% |
14.14 |
1.0% |
68% |
False |
False |
7,845 |
80 |
1,438.43 |
1,266.61 |
171.82 |
12.4% |
13.39 |
1.0% |
68% |
False |
False |
7,387 |
100 |
1,438.43 |
1,266.61 |
171.82 |
12.4% |
13.07 |
0.9% |
68% |
False |
False |
7,563 |
120 |
1,438.43 |
1,266.61 |
171.82 |
12.4% |
12.39 |
0.9% |
68% |
False |
False |
8,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,551.68 |
2.618 |
1,498.96 |
1.618 |
1,466.66 |
1.000 |
1,446.70 |
0.618 |
1,434.36 |
HIGH |
1,414.40 |
0.618 |
1,402.06 |
0.500 |
1,398.25 |
0.382 |
1,394.44 |
LOW |
1,382.10 |
0.618 |
1,362.14 |
1.000 |
1,349.80 |
1.618 |
1,329.84 |
2.618 |
1,297.54 |
4.250 |
1,244.83 |
|
|
Fisher Pivots for day following 01-Jul-2019 |
Pivot |
1 day |
3 day |
R1 |
1,398.25 |
1,402.50 |
PP |
1,393.36 |
1,396.19 |
S1 |
1,388.47 |
1,389.89 |
|