Trading Metrics calculated at close of trading on 10-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2017 |
10-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
3,446.0 |
3,475.0 |
29.0 |
0.8% |
3,458.0 |
High |
3,469.0 |
3,480.0 |
11.0 |
0.3% |
3,486.0 |
Low |
3,443.0 |
3,460.0 |
17.0 |
0.5% |
3,427.0 |
Close |
3,454.0 |
3,472.0 |
18.0 |
0.5% |
3,454.0 |
Range |
26.0 |
20.0 |
-6.0 |
-23.1% |
59.0 |
ATR |
43.3 |
42.1 |
-1.2 |
-2.9% |
0.0 |
Volume |
631,155 |
486,112 |
-145,043 |
-23.0% |
2,982,825 |
|
Daily Pivots for day following 10-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,530.7 |
3,521.3 |
3,483.0 |
|
R3 |
3,510.7 |
3,501.3 |
3,477.5 |
|
R2 |
3,490.7 |
3,490.7 |
3,475.7 |
|
R1 |
3,481.3 |
3,481.3 |
3,473.8 |
3,476.0 |
PP |
3,470.7 |
3,470.7 |
3,470.7 |
3,468.0 |
S1 |
3,461.3 |
3,461.3 |
3,470.2 |
3,456.0 |
S2 |
3,450.7 |
3,450.7 |
3,468.3 |
|
S3 |
3,430.7 |
3,441.3 |
3,466.5 |
|
S4 |
3,410.7 |
3,421.3 |
3,461.0 |
|
|
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 |
3,427.0 |
59.0 |
1.7% |
31.6 |
0.9% |
76% |
False |
False |
693,787 |
10 |
3,574.0 |
3,425.0 |
149.0 |
4.3% |
45.4 |
1.3% |
32% |
False |
False |
866,884 |
20 |
3,592.0 |
3,425.0 |
167.0 |
4.8% |
42.1 |
1.2% |
28% |
False |
False |
947,942 |
40 |
3,616.0 |
3,425.0 |
191.0 |
5.5% |
36.5 |
1.1% |
25% |
False |
False |
503,784 |
60 |
3,634.0 |
3,319.0 |
315.0 |
9.1% |
35.1 |
1.0% |
49% |
False |
False |
336,013 |
80 |
3,634.0 |
3,313.0 |
321.0 |
9.2% |
34.1 |
1.0% |
50% |
False |
False |
252,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,565.0 |
2.618 |
3,532.4 |
1.618 |
3,512.4 |
1.000 |
3,500.0 |
0.618 |
3,492.4 |
HIGH |
3,480.0 |
0.618 |
3,472.4 |
0.500 |
3,470.0 |
0.382 |
3,467.6 |
LOW |
3,460.0 |
0.618 |
3,447.6 |
1.000 |
3,440.0 |
1.618 |
3,427.6 |
2.618 |
3,407.6 |
4.250 |
3,375.0 |
|
|
Fisher Pivots for day following 10-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
3,471.3 |
3,465.8 |
PP |
3,470.7 |
3,459.7 |
S1 |
3,470.0 |
3,453.5 |
|