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 |
87.03 |
85.98 |
-1.05 |
-1.2% |
82.49 |
High |
87.03 |
86.33 |
-0.70 |
-0.8% |
87.91 |
Low |
85.24 |
85.42 |
0.18 |
0.2% |
78.37 |
Close |
85.61 |
86.23 |
0.62 |
0.7% |
86.50 |
Range |
1.79 |
0.91 |
-0.88 |
-49.2% |
9.54 |
ATR |
2.29 |
2.20 |
-0.10 |
-4.3% |
0.00 |
Volume |
707,800 |
1,529,800 |
822,000 |
116.1% |
10,698,900 |
|
Daily Pivots for day following 05-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.72 |
88.39 |
86.73 |
|
R3 |
87.81 |
87.48 |
86.48 |
|
R2 |
86.90 |
86.90 |
86.40 |
|
R1 |
86.57 |
86.57 |
86.31 |
86.74 |
PP |
85.99 |
85.99 |
85.99 |
86.08 |
S1 |
85.66 |
85.66 |
86.15 |
85.83 |
S2 |
85.08 |
85.08 |
86.06 |
|
S3 |
84.17 |
84.75 |
85.98 |
|
S4 |
83.26 |
83.84 |
85.73 |
|
|
Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.88 |
109.23 |
91.75 |
|
R3 |
103.34 |
99.69 |
89.12 |
|
R2 |
93.80 |
93.80 |
88.25 |
|
R1 |
90.15 |
90.15 |
87.37 |
91.98 |
PP |
84.26 |
84.26 |
84.26 |
85.17 |
S1 |
80.61 |
80.61 |
85.63 |
82.44 |
S2 |
74.72 |
74.72 |
84.75 |
|
S3 |
65.18 |
71.07 |
83.88 |
|
S4 |
55.64 |
61.53 |
81.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
87.91 |
85.07 |
2.84 |
3.3% |
1.56 |
1.8% |
41% |
False |
False |
2,141,840 |
10 |
87.91 |
78.37 |
9.54 |
11.1% |
1.82 |
2.1% |
82% |
False |
False |
1,483,310 |
20 |
87.91 |
78.37 |
9.54 |
11.1% |
1.70 |
2.0% |
82% |
False |
False |
1,178,315 |
40 |
87.91 |
72.58 |
15.33 |
17.8% |
1.77 |
2.1% |
89% |
False |
False |
1,357,687 |
60 |
87.91 |
67.50 |
20.41 |
23.7% |
1.93 |
2.2% |
92% |
False |
False |
1,151,258 |
80 |
91.00 |
67.50 |
23.50 |
27.3% |
1.96 |
2.3% |
80% |
False |
False |
1,154,817 |
100 |
92.66 |
67.50 |
25.16 |
29.2% |
1.86 |
2.2% |
74% |
False |
False |
1,086,579 |
120 |
92.66 |
67.50 |
25.16 |
29.2% |
1.79 |
2.1% |
74% |
False |
False |
1,120,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.20 |
2.618 |
88.71 |
1.618 |
87.80 |
1.000 |
87.24 |
0.618 |
86.89 |
HIGH |
86.33 |
0.618 |
85.98 |
0.500 |
85.88 |
0.382 |
85.77 |
LOW |
85.42 |
0.618 |
84.86 |
1.000 |
84.51 |
1.618 |
83.95 |
2.618 |
83.04 |
4.250 |
81.55 |
|
|
Fisher Pivots for day following 05-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
86.11 |
86.17 |
PP |
85.99 |
86.11 |
S1 |
85.88 |
86.05 |
|