Trading Metrics calculated at close of trading on 09-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2018 |
09-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
6,515.40 |
6,575.82 |
60.42 |
0.9% |
5,918.49 |
High |
6,653.52 |
6,832.65 |
179.13 |
2.7% |
6,708.42 |
Low |
6,458.80 |
6,530.17 |
71.37 |
1.1% |
5,916.45 |
Close |
6,575.82 |
6,700.93 |
125.11 |
1.9% |
6,575.82 |
Range |
194.72 |
302.48 |
107.76 |
55.3% |
791.97 |
ATR |
336.15 |
333.74 |
-2.40 |
-0.7% |
0.00 |
Volume |
38,770 |
35,457 |
-3,313 |
-8.5% |
199,957 |
|
Daily Pivots for day following 09-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,595.36 |
7,450.62 |
6,867.29 |
|
R3 |
7,292.88 |
7,148.14 |
6,784.11 |
|
R2 |
6,990.40 |
6,990.40 |
6,756.38 |
|
R1 |
6,845.66 |
6,845.66 |
6,728.66 |
6,918.03 |
PP |
6,687.92 |
6,687.92 |
6,687.92 |
6,724.10 |
S1 |
6,543.18 |
6,543.18 |
6,673.20 |
6,615.55 |
S2 |
6,385.44 |
6,385.44 |
6,645.48 |
|
S3 |
6,082.96 |
6,240.70 |
6,617.75 |
|
S4 |
5,780.48 |
5,938.22 |
6,534.57 |
|
|
Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,776.14 |
8,467.95 |
7,011.40 |
|
R3 |
7,984.17 |
7,675.98 |
6,793.61 |
|
R2 |
7,192.20 |
7,192.20 |
6,721.01 |
|
R1 |
6,884.01 |
6,884.01 |
6,648.42 |
7,038.11 |
PP |
6,400.23 |
6,400.23 |
6,400.23 |
6,477.28 |
S1 |
6,092.04 |
6,092.04 |
6,503.22 |
6,246.14 |
S2 |
5,608.26 |
5,608.26 |
6,430.63 |
|
S3 |
4,816.29 |
5,300.07 |
6,358.03 |
|
S4 |
4,024.32 |
4,508.10 |
6,140.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,832.65 |
5,916.45 |
916.20 |
13.7% |
324.55 |
4.8% |
86% |
True |
False |
47,082 |
10 |
6,832.65 |
5,803.02 |
1,029.63 |
15.4% |
289.74 |
4.3% |
87% |
True |
False |
54,801 |
20 |
7,679.20 |
5,803.02 |
1,876.18 |
28.0% |
359.68 |
5.4% |
48% |
False |
False |
62,734 |
40 |
9,133.32 |
5,803.02 |
3,330.30 |
49.7% |
363.92 |
5.4% |
27% |
False |
False |
69,961 |
60 |
9,966.78 |
5,803.02 |
4,163.76 |
62.1% |
399.12 |
6.0% |
22% |
False |
False |
73,543 |
80 |
9,966.78 |
5,803.02 |
4,163.76 |
62.1% |
459.66 |
6.9% |
22% |
False |
False |
84,449 |
100 |
11,770.87 |
5,803.02 |
5,967.85 |
89.1% |
553.65 |
8.3% |
15% |
False |
False |
92,765 |
120 |
12,998.57 |
5,803.02 |
7,195.55 |
107.4% |
683.30 |
10.2% |
12% |
False |
False |
104,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,118.19 |
2.618 |
7,624.54 |
1.618 |
7,322.06 |
1.000 |
7,135.13 |
0.618 |
7,019.58 |
HIGH |
6,832.65 |
0.618 |
6,717.10 |
0.500 |
6,681.41 |
0.382 |
6,645.72 |
LOW |
6,530.17 |
0.618 |
6,343.24 |
1.000 |
6,227.69 |
1.618 |
6,040.76 |
2.618 |
5,738.28 |
4.250 |
5,244.63 |
|
|
Fisher Pivots for day following 09-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
6,694.42 |
6,682.53 |
PP |
6,687.92 |
6,664.13 |
S1 |
6,681.41 |
6,645.73 |
|