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 |
7,674.52 |
7,816.56 |
142.04 |
1.9% |
7,737.00 |
High |
7,681.74 |
7,820.81 |
139.07 |
1.8% |
7,746.68 |
Low |
7,639.44 |
7,735.67 |
96.23 |
1.3% |
7,584.17 |
Close |
7,671.07 |
7,768.14 |
97.07 |
1.3% |
7,671.07 |
Range |
42.30 |
85.14 |
42.84 |
101.3% |
162.51 |
ATR |
93.34 |
97.37 |
4.03 |
4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,030.29 |
7,984.36 |
7,814.97 |
|
R3 |
7,945.15 |
7,899.22 |
7,791.55 |
|
R2 |
7,860.01 |
7,860.01 |
7,783.75 |
|
R1 |
7,814.08 |
7,814.08 |
7,775.94 |
7,794.48 |
PP |
7,774.87 |
7,774.87 |
7,774.87 |
7,765.07 |
S1 |
7,728.94 |
7,728.94 |
7,760.34 |
7,709.34 |
S2 |
7,689.73 |
7,689.73 |
7,752.53 |
|
S3 |
7,604.59 |
7,643.80 |
7,744.73 |
|
S4 |
7,519.45 |
7,558.66 |
7,721.31 |
|
|
Weekly Pivots for week ending 28-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,154.84 |
8,075.46 |
7,760.45 |
|
R3 |
7,992.33 |
7,912.95 |
7,715.76 |
|
R2 |
7,829.82 |
7,829.82 |
7,700.86 |
|
R1 |
7,750.44 |
7,750.44 |
7,685.97 |
7,708.88 |
PP |
7,667.31 |
7,667.31 |
7,667.31 |
7,646.52 |
S1 |
7,587.93 |
7,587.93 |
7,656.17 |
7,546.37 |
S2 |
7,504.80 |
7,504.80 |
7,641.28 |
|
S3 |
7,342.29 |
7,425.42 |
7,626.38 |
|
S4 |
7,179.78 |
7,262.91 |
7,581.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,820.81 |
7,584.17 |
236.64 |
3.0% |
74.86 |
1.0% |
78% |
True |
False |
|
10 |
7,820.81 |
7,584.17 |
236.64 |
3.0% |
72.24 |
0.9% |
78% |
True |
False |
|
20 |
7,820.81 |
7,023.09 |
797.72 |
10.3% |
79.49 |
1.0% |
93% |
True |
False |
|
40 |
7,820.81 |
6,936.68 |
884.13 |
11.4% |
93.99 |
1.2% |
94% |
True |
False |
|
60 |
7,851.97 |
6,936.68 |
915.29 |
11.8% |
82.85 |
1.1% |
91% |
False |
False |
|
80 |
7,851.97 |
6,936.68 |
915.29 |
11.8% |
82.25 |
1.1% |
91% |
False |
False |
|
100 |
7,851.97 |
6,836.70 |
1,015.27 |
13.1% |
79.45 |
1.0% |
92% |
False |
False |
|
120 |
7,851.97 |
6,512.64 |
1,339.33 |
17.2% |
80.29 |
1.0% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,182.66 |
2.618 |
8,043.71 |
1.618 |
7,958.57 |
1.000 |
7,905.95 |
0.618 |
7,873.43 |
HIGH |
7,820.81 |
0.618 |
7,788.29 |
0.500 |
7,778.24 |
0.382 |
7,768.19 |
LOW |
7,735.67 |
0.618 |
7,683.05 |
1.000 |
7,650.53 |
1.618 |
7,597.91 |
2.618 |
7,512.77 |
4.250 |
7,373.83 |
|
|
Fisher Pivots for day following 01-Jul-2019 |
Pivot |
1 day |
3 day |
R1 |
7,778.24 |
7,755.02 |
PP |
7,774.87 |
7,741.89 |
S1 |
7,771.51 |
7,728.77 |
|