Trading Metrics calculated at close of trading on 02-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2018 |
02-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
1,650.4 |
1,646.5 |
-3.9 |
-0.2% |
1,689.0 |
High |
1,660.6 |
1,660.9 |
0.3 |
0.0% |
1,690.7 |
Low |
1,645.9 |
1,633.3 |
-12.6 |
-0.8% |
1,632.5 |
Close |
1,647.5 |
1,660.0 |
12.5 |
0.8% |
1,647.5 |
Range |
14.7 |
27.6 |
12.9 |
87.8% |
58.2 |
ATR |
20.5 |
21.0 |
0.5 |
2.5% |
0.0 |
Volume |
147,252 |
122,569 |
-24,683 |
-16.8% |
829,093 |
|
Daily Pivots for day following 02-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,734.2 |
1,724.7 |
1,675.2 |
|
R3 |
1,706.6 |
1,697.1 |
1,667.6 |
|
R2 |
1,679.0 |
1,679.0 |
1,665.1 |
|
R1 |
1,669.5 |
1,669.5 |
1,662.5 |
1,674.3 |
PP |
1,651.4 |
1,651.4 |
1,651.4 |
1,653.8 |
S1 |
1,641.9 |
1,641.9 |
1,657.5 |
1,646.7 |
S2 |
1,623.8 |
1,623.8 |
1,654.9 |
|
S3 |
1,596.2 |
1,614.3 |
1,652.4 |
|
S4 |
1,568.6 |
1,586.7 |
1,644.8 |
|
|
Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,831.5 |
1,797.7 |
1,679.5 |
|
R3 |
1,773.3 |
1,739.5 |
1,663.5 |
|
R2 |
1,715.1 |
1,715.1 |
1,658.2 |
|
R1 |
1,681.3 |
1,681.3 |
1,652.8 |
1,669.1 |
PP |
1,656.9 |
1,656.9 |
1,656.9 |
1,650.8 |
S1 |
1,623.1 |
1,623.1 |
1,642.2 |
1,610.9 |
S2 |
1,598.7 |
1,598.7 |
1,636.8 |
|
S3 |
1,540.5 |
1,564.9 |
1,631.5 |
|
S4 |
1,482.3 |
1,506.7 |
1,615.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,677.8 |
1,632.5 |
45.3 |
2.7% |
23.0 |
1.4% |
61% |
False |
False |
149,928 |
10 |
1,720.8 |
1,632.5 |
88.3 |
5.3% |
24.7 |
1.5% |
31% |
False |
False |
155,471 |
20 |
1,720.8 |
1,632.5 |
88.3 |
5.3% |
20.4 |
1.2% |
31% |
False |
False |
140,343 |
40 |
1,720.8 |
1,578.0 |
142.8 |
8.6% |
17.7 |
1.1% |
57% |
False |
False |
70,462 |
60 |
1,720.8 |
1,518.8 |
202.0 |
12.2% |
18.9 |
1.1% |
70% |
False |
False |
46,988 |
80 |
1,720.8 |
1,488.2 |
232.6 |
14.0% |
19.4 |
1.2% |
74% |
False |
False |
35,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,778.2 |
2.618 |
1,733.2 |
1.618 |
1,705.6 |
1.000 |
1,688.5 |
0.618 |
1,678.0 |
HIGH |
1,660.9 |
0.618 |
1,650.4 |
0.500 |
1,647.1 |
0.382 |
1,643.8 |
LOW |
1,633.3 |
0.618 |
1,616.2 |
1.000 |
1,605.7 |
1.618 |
1,588.6 |
2.618 |
1,561.0 |
4.250 |
1,516.0 |
|
|
Fisher Pivots for day following 02-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1,655.7 |
1,655.6 |
PP |
1,651.4 |
1,651.1 |
S1 |
1,647.1 |
1,646.7 |
|