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 |
3,473.0 |
3,478.0 |
5.0 |
0.1% |
3,540.0 |
High |
3,482.0 |
3,478.0 |
-4.0 |
-0.1% |
3,574.0 |
Low |
3,459.0 |
3,427.0 |
-32.0 |
-0.9% |
3,425.0 |
Close |
3,473.0 |
3,452.0 |
-21.0 |
-0.6% |
3,431.0 |
Range |
23.0 |
51.0 |
28.0 |
121.7% |
149.0 |
ATR |
44.2 |
44.7 |
0.5 |
1.1% |
0.0 |
Volume |
690,544 |
975,652 |
285,108 |
41.3% |
5,199,911 |
|
Daily Pivots for day following 06-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,605.3 |
3,579.7 |
3,480.1 |
|
R3 |
3,554.3 |
3,528.7 |
3,466.0 |
|
R2 |
3,503.3 |
3,503.3 |
3,461.4 |
|
R1 |
3,477.7 |
3,477.7 |
3,456.7 |
3,465.0 |
PP |
3,452.3 |
3,452.3 |
3,452.3 |
3,446.0 |
S1 |
3,426.7 |
3,426.7 |
3,447.3 |
3,414.0 |
S2 |
3,401.3 |
3,401.3 |
3,442.7 |
|
S3 |
3,350.3 |
3,375.7 |
3,438.0 |
|
S4 |
3,299.3 |
3,324.7 |
3,424.0 |
|
|
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 |
3.6% |
55.8 |
1.6% |
22% |
False |
False |
1,005,373 |
10 |
3,574.0 |
3,425.0 |
149.0 |
4.3% |
47.1 |
1.4% |
18% |
False |
False |
888,114 |
20 |
3,592.0 |
3,425.0 |
167.0 |
4.8% |
43.0 |
1.2% |
16% |
False |
False |
933,538 |
40 |
3,616.0 |
3,425.0 |
191.0 |
5.5% |
36.9 |
1.1% |
14% |
False |
False |
475,917 |
60 |
3,634.0 |
3,319.0 |
315.0 |
9.1% |
35.3 |
1.0% |
42% |
False |
False |
317,395 |
80 |
3,634.0 |
3,303.0 |
331.0 |
9.6% |
34.1 |
1.0% |
45% |
False |
False |
238,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,694.8 |
2.618 |
3,611.5 |
1.618 |
3,560.5 |
1.000 |
3,529.0 |
0.618 |
3,509.5 |
HIGH |
3,478.0 |
0.618 |
3,458.5 |
0.500 |
3,452.5 |
0.382 |
3,446.5 |
LOW |
3,427.0 |
0.618 |
3,395.5 |
1.000 |
3,376.0 |
1.618 |
3,344.5 |
2.618 |
3,293.5 |
4.250 |
3,210.3 |
|
|
Fisher Pivots for day following 06-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
3,452.5 |
3,456.5 |
PP |
3,452.3 |
3,455.0 |
S1 |
3,452.2 |
3,453.5 |
|