| Trading Metrics calculated at close of trading on 02-Jul-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2019 |
02-Jul-2019 |
Change |
Change % |
Previous Week |
| Open |
1,411.29 |
1,382.70 |
-28.59 |
-2.0% |
1,401.69 |
| High |
1,414.40 |
1,420.72 |
6.32 |
0.4% |
1,438.43 |
| Low |
1,382.10 |
1,382.70 |
0.60 |
0.0% |
1,399.10 |
| Close |
1,383.58 |
1,417.96 |
34.38 |
2.5% |
1,409.34 |
| Range |
32.30 |
38.02 |
5.72 |
17.7% |
39.33 |
| ATR |
19.53 |
20.85 |
1.32 |
6.8% |
0.00 |
| Volume |
6,325 |
6,882 |
557 |
8.8% |
44,619 |
|
| Daily Pivots for day following 02-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,521.19 |
1,507.59 |
1,438.87 |
|
| R3 |
1,483.17 |
1,469.57 |
1,428.42 |
|
| R2 |
1,445.15 |
1,445.15 |
1,424.93 |
|
| R1 |
1,431.55 |
1,431.55 |
1,421.45 |
1,438.35 |
| PP |
1,407.13 |
1,407.13 |
1,407.13 |
1,410.53 |
| S1 |
1,393.53 |
1,393.53 |
1,414.47 |
1,400.33 |
| S2 |
1,369.11 |
1,369.11 |
1,410.99 |
|
| S3 |
1,331.09 |
1,355.51 |
1,407.50 |
|
| S4 |
1,293.07 |
1,317.49 |
1,397.05 |
|
|
| 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 |
1,423.79 |
1,382.10 |
41.69 |
2.9% |
23.52 |
1.7% |
86% |
False |
False |
7,118 |
| 10 |
1,438.43 |
1,333.40 |
105.03 |
7.4% |
27.41 |
1.9% |
81% |
False |
False |
8,851 |
| 20 |
1,438.43 |
1,320.05 |
118.38 |
8.3% |
21.34 |
1.5% |
83% |
False |
False |
9,214 |
| 40 |
1,438.43 |
1,269.50 |
168.93 |
11.9% |
17.09 |
1.2% |
88% |
False |
False |
8,905 |
| 60 |
1,438.43 |
1,266.61 |
171.82 |
12.1% |
14.55 |
1.0% |
88% |
False |
False |
7,870 |
| 80 |
1,438.43 |
1,266.61 |
171.82 |
12.1% |
13.76 |
1.0% |
88% |
False |
False |
7,398 |
| 100 |
1,438.43 |
1,266.61 |
171.82 |
12.1% |
13.34 |
0.9% |
88% |
False |
False |
7,519 |
| 120 |
1,438.43 |
1,266.61 |
171.82 |
12.1% |
12.64 |
0.9% |
88% |
False |
False |
8,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,582.31 |
|
2.618 |
1,520.26 |
|
1.618 |
1,482.24 |
|
1.000 |
1,458.74 |
|
0.618 |
1,444.22 |
|
HIGH |
1,420.72 |
|
0.618 |
1,406.20 |
|
0.500 |
1,401.71 |
|
0.382 |
1,397.22 |
|
LOW |
1,382.70 |
|
0.618 |
1,359.20 |
|
1.000 |
1,344.68 |
|
1.618 |
1,321.18 |
|
2.618 |
1,283.16 |
|
4.250 |
1,221.12 |
|
|
| Fisher Pivots for day following 02-Jul-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,412.54 |
1,412.81 |
| PP |
1,407.13 |
1,407.65 |
| S1 |
1,401.71 |
1,402.50 |
|