Trading Metrics calculated at close of trading on 04-Jul-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2019 |
04-Jul-2019 |
Change |
Change % |
Previous Week |
Open |
1,417.91 |
1,418.40 |
0.49 |
0.0% |
1,401.69 |
High |
1,435.82 |
1,423.00 |
-12.82 |
-0.9% |
1,438.43 |
Low |
1,413.20 |
1,410.66 |
-2.54 |
-0.2% |
1,399.10 |
Close |
1,418.46 |
1,413.87 |
-4.59 |
-0.3% |
1,409.34 |
Range |
22.62 |
12.34 |
-10.28 |
-45.4% |
39.33 |
ATR |
20.97 |
20.36 |
-0.62 |
-2.9% |
0.00 |
Volume |
7,087 |
6,025 |
-1,062 |
-15.0% |
44,619 |
|
Daily Pivots for day following 04-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,452.86 |
1,445.71 |
1,420.66 |
|
R3 |
1,440.52 |
1,433.37 |
1,417.26 |
|
R2 |
1,428.18 |
1,428.18 |
1,416.13 |
|
R1 |
1,421.03 |
1,421.03 |
1,415.00 |
1,418.44 |
PP |
1,415.84 |
1,415.84 |
1,415.84 |
1,414.55 |
S1 |
1,408.69 |
1,408.69 |
1,412.74 |
1,406.10 |
S2 |
1,403.50 |
1,403.50 |
1,411.61 |
|
S3 |
1,391.16 |
1,396.35 |
1,410.48 |
|
S4 |
1,378.82 |
1,384.01 |
1,407.08 |
|
|
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% |
24.31 |
1.7% |
59% |
False |
False |
6,655 |
10 |
1,438.43 |
1,382.10 |
56.33 |
4.0% |
22.87 |
1.6% |
56% |
False |
False |
8,183 |
20 |
1,438.43 |
1,320.05 |
118.38 |
8.4% |
21.51 |
1.5% |
79% |
False |
False |
8,916 |
40 |
1,438.43 |
1,269.50 |
168.93 |
11.9% |
17.49 |
1.2% |
85% |
False |
False |
8,964 |
60 |
1,438.43 |
1,266.61 |
171.82 |
12.2% |
14.84 |
1.0% |
86% |
False |
False |
7,887 |
80 |
1,438.43 |
1,266.61 |
171.82 |
12.2% |
13.95 |
1.0% |
86% |
False |
False |
7,412 |
100 |
1,438.43 |
1,266.61 |
171.82 |
12.2% |
13.49 |
1.0% |
86% |
False |
False |
7,412 |
120 |
1,438.43 |
1,266.61 |
171.82 |
12.2% |
12.81 |
0.9% |
86% |
False |
False |
8,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,475.45 |
2.618 |
1,455.31 |
1.618 |
1,442.97 |
1.000 |
1,435.34 |
0.618 |
1,430.63 |
HIGH |
1,423.00 |
0.618 |
1,418.29 |
0.500 |
1,416.83 |
0.382 |
1,415.37 |
LOW |
1,410.66 |
0.618 |
1,403.03 |
1.000 |
1,398.32 |
1.618 |
1,390.69 |
2.618 |
1,378.35 |
4.250 |
1,358.22 |
|
|
Fisher Pivots for day following 04-Jul-2019 |
Pivot |
1 day |
3 day |
R1 |
1,416.83 |
1,412.33 |
PP |
1,415.84 |
1,410.80 |
S1 |
1,414.86 |
1,409.26 |
|