Trading Metrics calculated at close of trading on 06-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2017 |
06-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1,220.1 |
1,226.5 |
6.4 |
0.5% |
1,258.1 |
High |
1,228.4 |
1,229.5 |
1.1 |
0.1% |
1,259.0 |
Low |
1,216.5 |
1,221.8 |
5.3 |
0.4% |
1,236.5 |
Close |
1,221.7 |
1,223.3 |
1.6 |
0.1% |
1,242.3 |
Range |
11.9 |
7.7 |
-4.2 |
-35.3% |
22.5 |
ATR |
13.4 |
13.0 |
-0.4 |
-3.0% |
0.0 |
Volume |
366,767 |
192,211 |
-174,556 |
-47.6% |
1,136,473 |
|
Daily Pivots for day following 06-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,248.0 |
1,243.3 |
1,227.5 |
|
R3 |
1,240.3 |
1,235.6 |
1,225.4 |
|
R2 |
1,232.6 |
1,232.6 |
1,224.7 |
|
R1 |
1,227.9 |
1,227.9 |
1,224.0 |
1,226.4 |
PP |
1,224.9 |
1,224.9 |
1,224.9 |
1,224.1 |
S1 |
1,220.2 |
1,220.2 |
1,222.6 |
1,218.7 |
S2 |
1,217.2 |
1,217.2 |
1,221.9 |
|
S3 |
1,209.5 |
1,212.5 |
1,221.2 |
|
S4 |
1,201.8 |
1,204.8 |
1,219.1 |
|
|
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 |
1,253.2 |
1,216.5 |
36.7 |
3.0% |
13.4 |
1.1% |
19% |
False |
False |
268,787 |
10 |
1,260.0 |
1,216.5 |
43.5 |
3.6% |
12.9 |
1.1% |
16% |
False |
False |
232,995 |
20 |
1,291.5 |
1,216.5 |
75.0 |
6.1% |
12.8 |
1.0% |
9% |
False |
False |
222,165 |
40 |
1,298.8 |
1,216.5 |
82.3 |
6.7% |
12.6 |
1.0% |
8% |
False |
False |
164,307 |
60 |
1,300.3 |
1,216.5 |
83.8 |
6.9% |
12.7 |
1.0% |
8% |
False |
False |
112,539 |
80 |
1,300.3 |
1,203.6 |
96.7 |
7.9% |
12.4 |
1.0% |
20% |
False |
False |
85,254 |
100 |
1,300.3 |
1,201.4 |
98.9 |
8.1% |
12.2 |
1.0% |
22% |
False |
False |
68,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,262.2 |
2.618 |
1,249.7 |
1.618 |
1,242.0 |
1.000 |
1,237.2 |
0.618 |
1,234.3 |
HIGH |
1,229.5 |
0.618 |
1,226.6 |
0.500 |
1,225.7 |
0.382 |
1,224.7 |
LOW |
1,221.8 |
0.618 |
1,217.0 |
1.000 |
1,214.1 |
1.618 |
1,209.3 |
2.618 |
1,201.6 |
4.250 |
1,189.1 |
|
|
Fisher Pivots for day following 06-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1,225.7 |
1,229.6 |
PP |
1,224.9 |
1,227.5 |
S1 |
1,224.1 |
1,225.4 |
|