Trading Metrics calculated at close of trading on 03-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2018 |
03-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
24,161.53 |
24,359.39 |
197.86 |
0.8% |
24,463.73 |
High |
24,319.42 |
24,444.88 |
125.46 |
0.5% |
24,569.02 |
Low |
24,077.56 |
24,150.85 |
73.29 |
0.3% |
23,997.21 |
Close |
24,307.18 |
24,174.82 |
-132.36 |
-0.5% |
24,271.41 |
Range |
241.86 |
294.03 |
52.17 |
21.6% |
571.81 |
ATR |
271.54 |
273.15 |
1.61 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,138.94 |
24,950.91 |
24,336.54 |
|
R3 |
24,844.91 |
24,656.88 |
24,255.68 |
|
R2 |
24,550.88 |
24,550.88 |
24,228.73 |
|
R1 |
24,362.85 |
24,362.85 |
24,201.77 |
24,309.85 |
PP |
24,256.85 |
24,256.85 |
24,256.85 |
24,230.35 |
S1 |
24,068.82 |
24,068.82 |
24,147.87 |
24,015.82 |
S2 |
23,962.82 |
23,962.82 |
24,120.91 |
|
S3 |
23,668.79 |
23,774.79 |
24,093.96 |
|
S4 |
23,374.76 |
23,480.76 |
24,013.10 |
|
|
Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,994.64 |
25,704.84 |
24,585.91 |
|
R3 |
25,422.83 |
25,133.03 |
24,428.66 |
|
R2 |
24,851.02 |
24,851.02 |
24,376.24 |
|
R1 |
24,561.22 |
24,561.22 |
24,323.83 |
24,420.22 |
PP |
24,279.21 |
24,279.21 |
24,279.21 |
24,208.71 |
S1 |
23,989.41 |
23,989.41 |
24,218.99 |
23,848.41 |
S2 |
23,707.40 |
23,707.40 |
24,166.58 |
|
S3 |
23,135.59 |
23,417.60 |
24,114.16 |
|
S4 |
22,563.78 |
22,845.79 |
23,956.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
24,569.02 |
23,997.21 |
571.81 |
2.4% |
307.97 |
1.3% |
31% |
False |
False |
|
10 |
24,804.76 |
23,997.21 |
807.55 |
3.3% |
260.73 |
1.1% |
22% |
False |
False |
|
20 |
25,402.83 |
23,997.21 |
1,405.62 |
5.8% |
221.27 |
0.9% |
13% |
False |
False |
|
40 |
25,402.83 |
23,997.21 |
1,405.62 |
5.8% |
210.43 |
0.9% |
13% |
False |
False |
|
60 |
25,402.83 |
23,531.31 |
1,871.52 |
7.7% |
242.17 |
1.0% |
34% |
False |
False |
|
80 |
25,449.15 |
23,344.52 |
2,104.63 |
8.7% |
295.51 |
1.2% |
39% |
False |
False |
|
100 |
25,800.35 |
23,344.52 |
2,455.83 |
10.2% |
320.44 |
1.3% |
34% |
False |
False |
|
120 |
26,616.71 |
23,344.52 |
3,272.19 |
13.5% |
335.69 |
1.4% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,694.51 |
2.618 |
25,214.65 |
1.618 |
24,920.62 |
1.000 |
24,738.91 |
0.618 |
24,626.59 |
HIGH |
24,444.88 |
0.618 |
24,332.56 |
0.500 |
24,297.87 |
0.382 |
24,263.17 |
LOW |
24,150.85 |
0.618 |
23,969.14 |
1.000 |
23,856.82 |
1.618 |
23,675.11 |
2.618 |
23,381.08 |
4.250 |
22,901.22 |
|
|
Fisher Pivots for day following 03-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
24,297.87 |
24,293.54 |
PP |
24,256.85 |
24,253.97 |
S1 |
24,215.84 |
24,214.39 |
|