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 |
3,458.0 |
3,473.0 |
15.0 |
0.4% |
3,540.0 |
High |
3,486.0 |
3,482.0 |
-4.0 |
-0.1% |
3,574.0 |
Low |
3,448.0 |
3,459.0 |
11.0 |
0.3% |
3,425.0 |
Close |
3,482.0 |
3,473.0 |
-9.0 |
-0.3% |
3,431.0 |
Range |
38.0 |
23.0 |
-15.0 |
-39.5% |
149.0 |
ATR |
45.8 |
44.2 |
-1.6 |
-3.6% |
0.0 |
Volume |
685,474 |
690,544 |
5,070 |
0.7% |
5,199,911 |
|
Daily Pivots for day following 05-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,540.3 |
3,529.7 |
3,485.7 |
|
R3 |
3,517.3 |
3,506.7 |
3,479.3 |
|
R2 |
3,494.3 |
3,494.3 |
3,477.2 |
|
R1 |
3,483.7 |
3,483.7 |
3,475.1 |
3,484.5 |
PP |
3,471.3 |
3,471.3 |
3,471.3 |
3,471.8 |
S1 |
3,460.7 |
3,460.7 |
3,470.9 |
3,461.5 |
S2 |
3,448.3 |
3,448.3 |
3,468.8 |
|
S3 |
3,425.3 |
3,437.7 |
3,466.7 |
|
S4 |
3,402.3 |
3,414.7 |
3,460.4 |
|
|
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 |
3,548.0 |
3,425.0 |
123.0 |
3.5% |
55.6 |
1.6% |
39% |
False |
False |
1,011,153 |
10 |
3,574.0 |
3,425.0 |
149.0 |
4.3% |
46.3 |
1.3% |
32% |
False |
False |
874,156 |
20 |
3,592.0 |
3,425.0 |
167.0 |
4.8% |
42.4 |
1.2% |
29% |
False |
False |
894,284 |
40 |
3,616.0 |
3,425.0 |
191.0 |
5.5% |
36.0 |
1.0% |
25% |
False |
False |
451,530 |
60 |
3,634.0 |
3,319.0 |
315.0 |
9.1% |
35.0 |
1.0% |
49% |
False |
False |
301,136 |
80 |
3,634.0 |
3,303.0 |
331.0 |
9.5% |
33.9 |
1.0% |
51% |
False |
False |
226,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,579.8 |
2.618 |
3,542.2 |
1.618 |
3,519.2 |
1.000 |
3,505.0 |
0.618 |
3,496.2 |
HIGH |
3,482.0 |
0.618 |
3,473.2 |
0.500 |
3,470.5 |
0.382 |
3,467.8 |
LOW |
3,459.0 |
0.618 |
3,444.8 |
1.000 |
3,436.0 |
1.618 |
3,421.8 |
2.618 |
3,398.8 |
4.250 |
3,361.3 |
|
|
Fisher Pivots for day following 05-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
3,472.2 |
3,467.2 |
PP |
3,471.3 |
3,461.3 |
S1 |
3,470.5 |
3,455.5 |
|