| Trading Metrics calculated at close of trading on 03-Jul-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2019 |
03-Jul-2019 |
Change |
Change % |
Previous Week |
| Open |
26,719.53 |
26,832.32 |
112.79 |
0.4% |
26,727.61 |
| High |
26,787.56 |
26,966.00 |
178.44 |
0.7% |
26,806.52 |
| Low |
26,632.65 |
26,831.44 |
198.79 |
0.7% |
26,465.32 |
| Close |
26,786.68 |
26,966.00 |
179.32 |
0.7% |
26,599.96 |
| Range |
154.91 |
134.56 |
-20.35 |
-13.1% |
341.20 |
| ATR |
221.40 |
218.39 |
-3.01 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jul-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,324.83 |
27,279.97 |
27,040.01 |
|
| R3 |
27,190.27 |
27,145.41 |
27,003.00 |
|
| R2 |
27,055.71 |
27,055.71 |
26,990.67 |
|
| R1 |
27,010.85 |
27,010.85 |
26,978.33 |
27,033.28 |
| PP |
26,921.15 |
26,921.15 |
26,921.15 |
26,932.36 |
| S1 |
26,876.29 |
26,876.29 |
26,953.67 |
26,898.72 |
| S2 |
26,786.59 |
26,786.59 |
26,941.33 |
|
| S3 |
26,652.03 |
26,741.73 |
26,929.00 |
|
| S4 |
26,517.47 |
26,607.17 |
26,891.99 |
|
|
| Weekly Pivots for week ending 28-Jun-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,647.53 |
27,464.95 |
26,787.62 |
|
| R3 |
27,306.33 |
27,123.75 |
26,693.79 |
|
| R2 |
26,965.13 |
26,965.13 |
26,662.51 |
|
| R1 |
26,782.55 |
26,782.55 |
26,631.24 |
26,703.24 |
| PP |
26,623.93 |
26,623.93 |
26,623.93 |
26,584.28 |
| S1 |
26,441.35 |
26,441.35 |
26,568.68 |
26,362.04 |
| S2 |
26,282.73 |
26,282.73 |
26,537.41 |
|
| S3 |
25,941.53 |
26,100.15 |
26,506.13 |
|
| S4 |
25,600.33 |
25,758.95 |
26,412.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
26,966.00 |
26,465.32 |
500.68 |
1.9% |
164.38 |
0.6% |
100% |
True |
False |
|
| 10 |
26,966.00 |
26,465.32 |
500.68 |
1.9% |
171.33 |
0.6% |
100% |
True |
False |
|
| 20 |
26,966.00 |
25,518.05 |
1,447.95 |
5.4% |
186.23 |
0.7% |
100% |
True |
False |
|
| 40 |
26,966.00 |
24,680.57 |
2,285.43 |
8.5% |
231.36 |
0.9% |
100% |
True |
False |
|
| 60 |
26,966.00 |
24,680.57 |
2,285.43 |
8.5% |
216.32 |
0.8% |
100% |
True |
False |
|
| 80 |
26,966.00 |
24,680.57 |
2,285.43 |
8.5% |
214.76 |
0.8% |
100% |
True |
False |
|
| 100 |
26,966.00 |
24,680.57 |
2,285.43 |
8.5% |
217.29 |
0.8% |
100% |
True |
False |
|
| 120 |
26,966.00 |
23,765.24 |
3,200.76 |
11.9% |
221.46 |
0.8% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27,537.88 |
|
2.618 |
27,318.28 |
|
1.618 |
27,183.72 |
|
1.000 |
27,100.56 |
|
0.618 |
27,049.16 |
|
HIGH |
26,966.00 |
|
0.618 |
26,914.60 |
|
0.500 |
26,898.72 |
|
0.382 |
26,882.84 |
|
LOW |
26,831.44 |
|
0.618 |
26,748.28 |
|
1.000 |
26,696.88 |
|
1.618 |
26,613.72 |
|
2.618 |
26,479.16 |
|
4.250 |
26,259.56 |
|
|
| Fisher Pivots for day following 03-Jul-2019 |
| Pivot |
1 day |
3 day |
| R1 |
26,943.57 |
26,907.70 |
| PP |
26,921.15 |
26,849.40 |
| S1 |
26,898.72 |
26,791.11 |
|