Trading Metrics calculated at close of trading on 07-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2017 |
07-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1,226.5 |
1,224.6 |
-1.9 |
-0.2% |
1,241.7 |
High |
1,229.5 |
1,228.1 |
-1.4 |
-0.1% |
1,242.6 |
Low |
1,221.8 |
1,206.6 |
-15.2 |
-1.2% |
1,206.6 |
Close |
1,223.3 |
1,209.7 |
-13.6 |
-1.1% |
1,209.7 |
Range |
7.7 |
21.5 |
13.8 |
179.2% |
36.0 |
ATR |
13.0 |
13.6 |
0.6 |
4.6% |
0.0 |
Volume |
192,211 |
322,183 |
129,972 |
67.6% |
1,165,610 |
|
Daily Pivots for day following 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,279.3 |
1,266.0 |
1,221.5 |
|
R3 |
1,257.8 |
1,244.5 |
1,215.6 |
|
R2 |
1,236.3 |
1,236.3 |
1,213.6 |
|
R1 |
1,223.0 |
1,223.0 |
1,211.7 |
1,218.9 |
PP |
1,214.8 |
1,214.8 |
1,214.8 |
1,212.8 |
S1 |
1,201.5 |
1,201.5 |
1,207.7 |
1,197.4 |
S2 |
1,193.3 |
1,193.3 |
1,205.8 |
|
S3 |
1,171.8 |
1,180.0 |
1,203.8 |
|
S4 |
1,150.3 |
1,158.5 |
1,197.9 |
|
|
Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,327.6 |
1,304.7 |
1,229.5 |
|
R3 |
1,291.6 |
1,268.7 |
1,219.6 |
|
R2 |
1,255.6 |
1,255.6 |
1,216.3 |
|
R1 |
1,232.7 |
1,232.7 |
1,213.0 |
1,226.2 |
PP |
1,219.6 |
1,219.6 |
1,219.6 |
1,216.4 |
S1 |
1,196.7 |
1,196.7 |
1,206.4 |
1,190.2 |
S2 |
1,183.6 |
1,183.6 |
1,203.1 |
|
S3 |
1,147.6 |
1,160.7 |
1,199.8 |
|
S4 |
1,111.6 |
1,124.7 |
1,189.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,248.2 |
1,206.6 |
41.6 |
3.4% |
15.0 |
1.2% |
7% |
False |
True |
277,673 |
10 |
1,260.0 |
1,206.6 |
53.4 |
4.4% |
14.1 |
1.2% |
6% |
False |
True |
246,475 |
20 |
1,284.6 |
1,206.6 |
78.0 |
6.4% |
13.0 |
1.1% |
4% |
False |
True |
225,402 |
40 |
1,298.8 |
1,206.6 |
92.2 |
7.6% |
12.9 |
1.1% |
3% |
False |
True |
171,931 |
60 |
1,300.3 |
1,206.6 |
93.7 |
7.7% |
12.7 |
1.0% |
3% |
False |
True |
117,860 |
80 |
1,300.3 |
1,203.6 |
96.7 |
8.0% |
12.5 |
1.0% |
6% |
False |
False |
89,236 |
100 |
1,300.3 |
1,201.4 |
98.9 |
8.2% |
12.3 |
1.0% |
8% |
False |
False |
71,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,319.5 |
2.618 |
1,284.4 |
1.618 |
1,262.9 |
1.000 |
1,249.6 |
0.618 |
1,241.4 |
HIGH |
1,228.1 |
0.618 |
1,219.9 |
0.500 |
1,217.4 |
0.382 |
1,214.8 |
LOW |
1,206.6 |
0.618 |
1,193.3 |
1.000 |
1,185.1 |
1.618 |
1,171.8 |
2.618 |
1,150.3 |
4.250 |
1,115.2 |
|
|
Fisher Pivots for day following 07-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1,217.4 |
1,218.1 |
PP |
1,214.8 |
1,215.3 |
S1 |
1,212.3 |
1,212.5 |
|