Trading Metrics calculated at close of trading on 05-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2018 |
05-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
24,359.39 |
24,285.82 |
-73.57 |
-0.3% |
24,463.73 |
High |
24,444.88 |
24,372.80 |
-72.08 |
-0.3% |
24,569.02 |
Low |
24,150.85 |
24,177.44 |
26.59 |
0.1% |
23,997.21 |
Close |
24,174.82 |
24,356.74 |
181.92 |
0.8% |
24,271.41 |
Range |
294.03 |
195.36 |
-98.67 |
-33.6% |
571.81 |
ATR |
273.15 |
267.78 |
-5.37 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,888.41 |
24,817.93 |
24,464.19 |
|
R3 |
24,693.05 |
24,622.57 |
24,410.46 |
|
R2 |
24,497.69 |
24,497.69 |
24,392.56 |
|
R1 |
24,427.21 |
24,427.21 |
24,374.65 |
24,462.45 |
PP |
24,302.33 |
24,302.33 |
24,302.33 |
24,319.95 |
S1 |
24,231.85 |
24,231.85 |
24,338.83 |
24,267.09 |
S2 |
24,106.97 |
24,106.97 |
24,320.92 |
|
S3 |
23,911.61 |
24,036.49 |
24,303.02 |
|
S4 |
23,716.25 |
23,841.13 |
24,249.29 |
|
|
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 |
24,509.52 |
23,997.21 |
512.31 |
2.1% |
256.40 |
1.1% |
70% |
False |
False |
|
10 |
24,663.18 |
23,997.21 |
665.97 |
2.7% |
262.63 |
1.1% |
54% |
False |
False |
|
20 |
25,402.83 |
23,997.21 |
1,405.62 |
5.8% |
216.42 |
0.9% |
26% |
False |
False |
|
40 |
25,402.83 |
23,997.21 |
1,405.62 |
5.8% |
209.96 |
0.9% |
26% |
False |
False |
|
60 |
25,402.83 |
23,531.31 |
1,871.52 |
7.7% |
240.21 |
1.0% |
44% |
False |
False |
|
80 |
25,402.83 |
23,344.52 |
2,058.31 |
8.5% |
294.24 |
1.2% |
49% |
False |
False |
|
100 |
25,800.35 |
23,344.52 |
2,455.83 |
10.1% |
312.18 |
1.3% |
41% |
False |
False |
|
120 |
26,616.71 |
23,344.52 |
3,272.19 |
13.4% |
335.82 |
1.4% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,203.08 |
2.618 |
24,884.25 |
1.618 |
24,688.89 |
1.000 |
24,568.16 |
0.618 |
24,493.53 |
HIGH |
24,372.80 |
0.618 |
24,298.17 |
0.500 |
24,275.12 |
0.382 |
24,252.07 |
LOW |
24,177.44 |
0.618 |
24,056.71 |
1.000 |
23,982.08 |
1.618 |
23,861.35 |
2.618 |
23,665.99 |
4.250 |
23,347.16 |
|
|
Fisher Pivots for day following 05-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
24,329.53 |
24,324.90 |
PP |
24,302.33 |
24,293.06 |
S1 |
24,275.12 |
24,261.22 |
|