| Trading Metrics calculated at close of trading on 03-Jul-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2019 |
03-Jul-2019 |
Change |
Change % |
Previous Week |
| Open |
1,382.70 |
1,417.91 |
35.21 |
2.5% |
1,401.69 |
| High |
1,420.72 |
1,435.82 |
15.10 |
1.1% |
1,438.43 |
| Low |
1,382.70 |
1,413.20 |
30.50 |
2.2% |
1,399.10 |
| Close |
1,417.96 |
1,418.46 |
0.50 |
0.0% |
1,409.34 |
| Range |
38.02 |
22.62 |
-15.40 |
-40.5% |
39.33 |
| ATR |
20.85 |
20.97 |
0.13 |
0.6% |
0.00 |
| Volume |
6,882 |
7,087 |
205 |
3.0% |
44,619 |
|
| Daily Pivots for day following 03-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,490.35 |
1,477.03 |
1,430.90 |
|
| R3 |
1,467.73 |
1,454.41 |
1,424.68 |
|
| R2 |
1,445.11 |
1,445.11 |
1,422.61 |
|
| R1 |
1,431.79 |
1,431.79 |
1,420.53 |
1,438.45 |
| PP |
1,422.49 |
1,422.49 |
1,422.49 |
1,425.83 |
| S1 |
1,409.17 |
1,409.17 |
1,416.39 |
1,415.83 |
| S2 |
1,399.87 |
1,399.87 |
1,414.31 |
|
| S3 |
1,377.25 |
1,386.55 |
1,412.24 |
|
| S4 |
1,354.63 |
1,363.93 |
1,406.02 |
|
|
| 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 |
1,435.82 |
1,382.10 |
53.72 |
3.8% |
23.92 |
1.7% |
68% |
True |
False |
6,963 |
| 10 |
1,438.43 |
1,333.40 |
105.03 |
7.4% |
27.62 |
1.9% |
81% |
False |
False |
8,612 |
| 20 |
1,438.43 |
1,320.05 |
118.38 |
8.3% |
21.51 |
1.5% |
83% |
False |
False |
9,095 |
| 40 |
1,438.43 |
1,269.50 |
168.93 |
11.9% |
17.38 |
1.2% |
88% |
False |
False |
8,947 |
| 60 |
1,438.43 |
1,266.61 |
171.82 |
12.1% |
14.78 |
1.0% |
88% |
False |
False |
7,889 |
| 80 |
1,438.43 |
1,266.61 |
171.82 |
12.1% |
13.93 |
1.0% |
88% |
False |
False |
7,411 |
| 100 |
1,438.43 |
1,266.61 |
171.82 |
12.1% |
13.49 |
1.0% |
88% |
False |
False |
7,472 |
| 120 |
1,438.43 |
1,266.61 |
171.82 |
12.1% |
12.77 |
0.9% |
88% |
False |
False |
8,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,531.96 |
|
2.618 |
1,495.04 |
|
1.618 |
1,472.42 |
|
1.000 |
1,458.44 |
|
0.618 |
1,449.80 |
|
HIGH |
1,435.82 |
|
0.618 |
1,427.18 |
|
0.500 |
1,424.51 |
|
0.382 |
1,421.84 |
|
LOW |
1,413.20 |
|
0.618 |
1,399.22 |
|
1.000 |
1,390.58 |
|
1.618 |
1,376.60 |
|
2.618 |
1,353.98 |
|
4.250 |
1,317.07 |
|
|
| Fisher Pivots for day following 03-Jul-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,424.51 |
1,415.29 |
| PP |
1,422.49 |
1,412.13 |
| S1 |
1,420.48 |
1,408.96 |
|