Trading Metrics calculated at close of trading on 03-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2017 |
03-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1,245.2 |
1,241.7 |
-3.5 |
-0.3% |
1,258.1 |
High |
1,248.2 |
1,242.6 |
-5.6 |
-0.4% |
1,259.0 |
Low |
1,239.0 |
1,218.0 |
-21.0 |
-1.7% |
1,236.5 |
Close |
1,242.3 |
1,219.2 |
-23.1 |
-1.9% |
1,242.3 |
Range |
9.2 |
24.6 |
15.4 |
167.4% |
22.5 |
ATR |
12.7 |
13.6 |
0.8 |
6.7% |
0.0 |
Volume |
222,756 |
284,449 |
61,693 |
27.7% |
1,136,473 |
|
Daily Pivots for day following 03-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,300.4 |
1,284.4 |
1,232.7 |
|
R3 |
1,275.8 |
1,259.8 |
1,226.0 |
|
R2 |
1,251.2 |
1,251.2 |
1,223.7 |
|
R1 |
1,235.2 |
1,235.2 |
1,221.5 |
1,230.9 |
PP |
1,226.6 |
1,226.6 |
1,226.6 |
1,224.5 |
S1 |
1,210.6 |
1,210.6 |
1,216.9 |
1,206.3 |
S2 |
1,202.0 |
1,202.0 |
1,214.7 |
|
S3 |
1,177.4 |
1,186.0 |
1,212.4 |
|
S4 |
1,152.8 |
1,161.4 |
1,205.7 |
|
|
Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,313.4 |
1,300.4 |
1,254.7 |
|
R3 |
1,290.9 |
1,277.9 |
1,248.5 |
|
R2 |
1,268.4 |
1,268.4 |
1,246.4 |
|
R1 |
1,255.4 |
1,255.4 |
1,244.4 |
1,250.7 |
PP |
1,245.9 |
1,245.9 |
1,245.9 |
1,243.6 |
S1 |
1,232.9 |
1,232.9 |
1,240.2 |
1,228.2 |
S2 |
1,223.4 |
1,223.4 |
1,238.2 |
|
S3 |
1,200.9 |
1,210.4 |
1,236.1 |
|
S4 |
1,178.4 |
1,187.9 |
1,229.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,255.7 |
1,218.0 |
37.7 |
3.1% |
13.7 |
1.1% |
3% |
False |
True |
238,690 |
10 |
1,260.0 |
1,218.0 |
42.0 |
3.4% |
12.4 |
1.0% |
3% |
False |
True |
212,683 |
20 |
1,298.8 |
1,218.0 |
80.8 |
6.6% |
13.3 |
1.1% |
1% |
False |
True |
218,048 |
40 |
1,298.8 |
1,217.8 |
81.0 |
6.6% |
12.8 |
1.1% |
2% |
False |
False |
151,356 |
60 |
1,300.3 |
1,217.8 |
82.5 |
6.8% |
12.9 |
1.1% |
2% |
False |
False |
103,374 |
80 |
1,300.3 |
1,201.4 |
98.9 |
8.1% |
12.4 |
1.0% |
18% |
False |
False |
78,349 |
100 |
1,300.3 |
1,201.4 |
98.9 |
8.1% |
12.3 |
1.0% |
18% |
False |
False |
63,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,347.2 |
2.618 |
1,307.0 |
1.618 |
1,282.4 |
1.000 |
1,267.2 |
0.618 |
1,257.8 |
HIGH |
1,242.6 |
0.618 |
1,233.2 |
0.500 |
1,230.3 |
0.382 |
1,227.4 |
LOW |
1,218.0 |
0.618 |
1,202.8 |
1.000 |
1,193.4 |
1.618 |
1,178.2 |
2.618 |
1,153.6 |
4.250 |
1,113.5 |
|
|
Fisher Pivots for day following 03-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1,230.3 |
1,235.6 |
PP |
1,226.6 |
1,230.1 |
S1 |
1,222.9 |
1,224.7 |
|