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 |
7,572.0 |
7,502.5 |
-69.5 |
-0.9% |
7,590.0 |
High |
7,574.0 |
7,571.5 |
-2.5 |
0.0% |
7,647.0 |
Low |
7,475.0 |
7,482.5 |
7.5 |
0.1% |
7,421.5 |
Close |
7,496.0 |
7,522.0 |
26.0 |
0.3% |
7,601.5 |
Range |
99.0 |
89.0 |
-10.0 |
-10.1% |
225.5 |
ATR |
101.2 |
100.3 |
-0.9 |
-0.9% |
0.0 |
Volume |
113,872 |
89,756 |
-24,116 |
-21.2% |
586,363 |
|
Daily Pivots for day following 03-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,792.5 |
7,746.0 |
7,571.0 |
|
R3 |
7,703.5 |
7,657.0 |
7,546.5 |
|
R2 |
7,614.5 |
7,614.5 |
7,538.5 |
|
R1 |
7,568.0 |
7,568.0 |
7,530.0 |
7,591.0 |
PP |
7,525.5 |
7,525.5 |
7,525.5 |
7,537.0 |
S1 |
7,479.0 |
7,479.0 |
7,514.0 |
7,502.0 |
S2 |
7,436.5 |
7,436.5 |
7,505.5 |
|
S3 |
7,347.5 |
7,390.0 |
7,497.5 |
|
S4 |
7,258.5 |
7,301.0 |
7,473.0 |
|
|
Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,233.0 |
8,143.0 |
7,725.5 |
|
R3 |
8,007.5 |
7,917.5 |
7,663.5 |
|
R2 |
7,782.0 |
7,782.0 |
7,643.0 |
|
R1 |
7,692.0 |
7,692.0 |
7,622.0 |
7,737.0 |
PP |
7,556.5 |
7,556.5 |
7,556.5 |
7,579.0 |
S1 |
7,466.5 |
7,466.5 |
7,581.0 |
7,511.5 |
S2 |
7,331.0 |
7,331.0 |
7,560.0 |
|
S3 |
7,105.5 |
7,241.0 |
7,539.5 |
|
S4 |
6,880.0 |
7,015.5 |
7,477.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,647.0 |
7,446.5 |
200.5 |
2.7% |
98.5 |
1.3% |
38% |
False |
False |
114,764 |
10 |
7,647.0 |
7,421.5 |
225.5 |
3.0% |
114.0 |
1.5% |
45% |
False |
False |
112,099 |
20 |
7,729.5 |
7,421.5 |
308.0 |
4.1% |
105.0 |
1.4% |
33% |
False |
False |
136,803 |
40 |
7,810.0 |
7,421.5 |
388.5 |
5.2% |
78.5 |
1.0% |
26% |
False |
False |
69,297 |
60 |
7,810.0 |
7,036.0 |
774.0 |
10.3% |
63.0 |
0.8% |
63% |
False |
False |
46,362 |
80 |
7,810.0 |
6,720.5 |
1,089.5 |
14.5% |
55.5 |
0.7% |
74% |
False |
False |
34,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,950.0 |
2.618 |
7,804.5 |
1.618 |
7,715.5 |
1.000 |
7,660.5 |
0.618 |
7,626.5 |
HIGH |
7,571.5 |
0.618 |
7,537.5 |
0.500 |
7,527.0 |
0.382 |
7,516.5 |
LOW |
7,482.5 |
0.618 |
7,427.5 |
1.000 |
7,393.5 |
1.618 |
7,338.5 |
2.618 |
7,249.5 |
4.250 |
7,104.0 |
|
|
Fisher Pivots for day following 03-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
7,527.0 |
7,561.0 |
PP |
7,525.5 |
7,548.0 |
S1 |
7,523.5 |
7,535.0 |
|