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 |
3,478.0 |
3,446.0 |
-32.0 |
-0.9% |
3,458.0 |
High |
3,478.0 |
3,469.0 |
-9.0 |
-0.3% |
3,486.0 |
Low |
3,427.0 |
3,443.0 |
16.0 |
0.5% |
3,427.0 |
Close |
3,452.0 |
3,454.0 |
2.0 |
0.1% |
3,454.0 |
Range |
51.0 |
26.0 |
-25.0 |
-49.0% |
59.0 |
ATR |
44.7 |
43.3 |
-1.3 |
-3.0% |
0.0 |
Volume |
975,652 |
631,155 |
-344,497 |
-35.3% |
2,982,825 |
|
Daily Pivots for day following 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,533.3 |
3,519.7 |
3,468.3 |
|
R3 |
3,507.3 |
3,493.7 |
3,461.2 |
|
R2 |
3,481.3 |
3,481.3 |
3,458.8 |
|
R1 |
3,467.7 |
3,467.7 |
3,456.4 |
3,474.5 |
PP |
3,455.3 |
3,455.3 |
3,455.3 |
3,458.8 |
S1 |
3,441.7 |
3,441.7 |
3,451.6 |
3,448.5 |
S2 |
3,429.3 |
3,429.3 |
3,449.2 |
|
S3 |
3,403.3 |
3,415.7 |
3,446.9 |
|
S4 |
3,377.3 |
3,389.7 |
3,439.7 |
|
|
Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,632.7 |
3,602.3 |
3,486.5 |
|
R3 |
3,573.7 |
3,543.3 |
3,470.2 |
|
R2 |
3,514.7 |
3,514.7 |
3,464.8 |
|
R1 |
3,484.3 |
3,484.3 |
3,459.4 |
3,470.0 |
PP |
3,455.7 |
3,455.7 |
3,455.7 |
3,448.5 |
S1 |
3,425.3 |
3,425.3 |
3,448.6 |
3,411.0 |
S2 |
3,396.7 |
3,396.7 |
3,443.2 |
|
S3 |
3,337.7 |
3,366.3 |
3,437.8 |
|
S4 |
3,278.7 |
3,307.3 |
3,421.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,486.0 |
3,425.0 |
61.0 |
1.8% |
39.0 |
1.1% |
48% |
False |
False |
830,899 |
10 |
3,574.0 |
3,425.0 |
149.0 |
4.3% |
46.3 |
1.3% |
19% |
False |
False |
885,608 |
20 |
3,592.0 |
3,425.0 |
167.0 |
4.8% |
43.1 |
1.2% |
17% |
False |
False |
950,898 |
40 |
3,616.0 |
3,425.0 |
191.0 |
5.5% |
36.6 |
1.1% |
15% |
False |
False |
491,636 |
60 |
3,634.0 |
3,319.0 |
315.0 |
9.1% |
35.4 |
1.0% |
43% |
False |
False |
327,913 |
80 |
3,634.0 |
3,303.0 |
331.0 |
9.6% |
34.3 |
1.0% |
46% |
False |
False |
246,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,579.5 |
2.618 |
3,537.1 |
1.618 |
3,511.1 |
1.000 |
3,495.0 |
0.618 |
3,485.1 |
HIGH |
3,469.0 |
0.618 |
3,459.1 |
0.500 |
3,456.0 |
0.382 |
3,452.9 |
LOW |
3,443.0 |
0.618 |
3,426.9 |
1.000 |
3,417.0 |
1.618 |
3,400.9 |
2.618 |
3,374.9 |
4.250 |
3,332.5 |
|
|
Fisher Pivots for day following 07-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
3,456.0 |
3,454.5 |
PP |
3,455.3 |
3,454.3 |
S1 |
3,454.7 |
3,454.2 |
|