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 |
3,453.0 |
3,458.0 |
5.0 |
0.1% |
3,540.0 |
High |
3,482.0 |
3,486.0 |
4.0 |
0.1% |
3,574.0 |
Low |
3,425.0 |
3,448.0 |
23.0 |
0.7% |
3,425.0 |
Close |
3,431.0 |
3,482.0 |
51.0 |
1.5% |
3,431.0 |
Range |
57.0 |
38.0 |
-19.0 |
-33.3% |
149.0 |
ATR |
45.1 |
45.8 |
0.7 |
1.6% |
0.0 |
Volume |
1,171,671 |
685,474 |
-486,197 |
-41.5% |
5,199,911 |
|
Daily Pivots for day following 03-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,586.0 |
3,572.0 |
3,502.9 |
|
R3 |
3,548.0 |
3,534.0 |
3,492.5 |
|
R2 |
3,510.0 |
3,510.0 |
3,489.0 |
|
R1 |
3,496.0 |
3,496.0 |
3,485.5 |
3,503.0 |
PP |
3,472.0 |
3,472.0 |
3,472.0 |
3,475.5 |
S1 |
3,458.0 |
3,458.0 |
3,478.5 |
3,465.0 |
S2 |
3,434.0 |
3,434.0 |
3,475.0 |
|
S3 |
3,396.0 |
3,420.0 |
3,471.6 |
|
S4 |
3,358.0 |
3,382.0 |
3,461.1 |
|
|
Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,923.7 |
3,826.3 |
3,513.0 |
|
R3 |
3,774.7 |
3,677.3 |
3,472.0 |
|
R2 |
3,625.7 |
3,625.7 |
3,458.3 |
|
R1 |
3,528.3 |
3,528.3 |
3,444.7 |
3,502.5 |
PP |
3,476.7 |
3,476.7 |
3,476.7 |
3,463.8 |
S1 |
3,379.3 |
3,379.3 |
3,417.3 |
3,353.5 |
S2 |
3,327.7 |
3,327.7 |
3,403.7 |
|
S3 |
3,178.7 |
3,230.3 |
3,390.0 |
|
S4 |
3,029.7 |
3,081.3 |
3,349.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,553.0 |
3,425.0 |
128.0 |
3.7% |
60.0 |
1.7% |
45% |
False |
False |
1,044,512 |
10 |
3,592.0 |
3,425.0 |
167.0 |
4.8% |
48.9 |
1.4% |
34% |
False |
False |
880,301 |
20 |
3,592.0 |
3,425.0 |
167.0 |
4.8% |
42.8 |
1.2% |
34% |
False |
False |
863,163 |
40 |
3,616.0 |
3,425.0 |
191.0 |
5.5% |
36.0 |
1.0% |
30% |
False |
False |
434,272 |
60 |
3,634.0 |
3,319.0 |
315.0 |
9.0% |
35.4 |
1.0% |
52% |
False |
False |
289,628 |
80 |
3,634.0 |
3,295.0 |
339.0 |
9.7% |
34.0 |
1.0% |
55% |
False |
False |
217,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,647.5 |
2.618 |
3,585.5 |
1.618 |
3,547.5 |
1.000 |
3,524.0 |
0.618 |
3,509.5 |
HIGH |
3,486.0 |
0.618 |
3,471.5 |
0.500 |
3,467.0 |
0.382 |
3,462.5 |
LOW |
3,448.0 |
0.618 |
3,424.5 |
1.000 |
3,410.0 |
1.618 |
3,386.5 |
2.618 |
3,348.5 |
4.250 |
3,286.5 |
|
|
Fisher Pivots for day following 03-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
3,477.0 |
3,486.5 |
PP |
3,472.0 |
3,485.0 |
S1 |
3,467.0 |
3,483.5 |
|