Trading Metrics calculated at close of trading on 05-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2017 |
05-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1,241.7 |
1,220.1 |
-21.6 |
-1.7% |
1,258.1 |
High |
1,242.6 |
1,228.4 |
-14.2 |
-1.1% |
1,259.0 |
Low |
1,218.0 |
1,216.5 |
-1.5 |
-0.1% |
1,236.5 |
Close |
1,219.2 |
1,221.7 |
2.5 |
0.2% |
1,242.3 |
Range |
24.6 |
11.9 |
-12.7 |
-51.6% |
22.5 |
ATR |
13.6 |
13.4 |
-0.1 |
-0.9% |
0.0 |
Volume |
284,449 |
366,767 |
82,318 |
28.9% |
1,136,473 |
|
Daily Pivots for day following 05-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,257.9 |
1,251.7 |
1,228.2 |
|
R3 |
1,246.0 |
1,239.8 |
1,225.0 |
|
R2 |
1,234.1 |
1,234.1 |
1,223.9 |
|
R1 |
1,227.9 |
1,227.9 |
1,222.8 |
1,231.0 |
PP |
1,222.2 |
1,222.2 |
1,222.2 |
1,223.8 |
S1 |
1,216.0 |
1,216.0 |
1,220.6 |
1,219.1 |
S2 |
1,210.3 |
1,210.3 |
1,219.5 |
|
S3 |
1,198.4 |
1,204.1 |
1,218.4 |
|
S4 |
1,186.5 |
1,192.2 |
1,215.2 |
|
|
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 |
1,216.5 |
39.2 |
3.2% |
13.6 |
1.1% |
13% |
False |
True |
269,359 |
10 |
1,260.0 |
1,216.5 |
43.5 |
3.6% |
12.9 |
1.1% |
12% |
False |
True |
230,820 |
20 |
1,297.6 |
1,216.5 |
81.1 |
6.6% |
13.1 |
1.1% |
6% |
False |
True |
223,497 |
40 |
1,298.8 |
1,216.5 |
82.3 |
6.7% |
12.8 |
1.0% |
6% |
False |
True |
160,039 |
60 |
1,300.3 |
1,216.5 |
83.8 |
6.9% |
12.7 |
1.0% |
6% |
False |
True |
109,397 |
80 |
1,300.3 |
1,203.6 |
96.7 |
7.9% |
12.4 |
1.0% |
19% |
False |
False |
82,887 |
100 |
1,300.3 |
1,201.4 |
98.9 |
8.1% |
12.3 |
1.0% |
21% |
False |
False |
66,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,279.0 |
2.618 |
1,259.6 |
1.618 |
1,247.7 |
1.000 |
1,240.3 |
0.618 |
1,235.8 |
HIGH |
1,228.4 |
0.618 |
1,223.9 |
0.500 |
1,222.5 |
0.382 |
1,221.0 |
LOW |
1,216.5 |
0.618 |
1,209.1 |
1.000 |
1,204.6 |
1.618 |
1,197.2 |
2.618 |
1,185.3 |
4.250 |
1,165.9 |
|
|
Fisher Pivots for day following 05-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1,222.5 |
1,232.4 |
PP |
1,222.2 |
1,228.8 |
S1 |
1,222.0 |
1,225.3 |
|