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 |
20,080 |
20,200 |
120 |
0.6% |
20,110 |
High |
20,225 |
20,230 |
5 |
0.0% |
20,315 |
Low |
20,055 |
19,915 |
-140 |
-0.7% |
19,890 |
Close |
20,180 |
20,100 |
-80 |
-0.4% |
20,105 |
Range |
170 |
315 |
145 |
85.3% |
425 |
ATR |
197 |
206 |
8 |
4.3% |
0 |
Volume |
8,407 |
17,835 |
9,428 |
112.1% |
53,344 |
|
Daily Pivots for day following 05-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,027 |
20,878 |
20,273 |
|
R3 |
20,712 |
20,563 |
20,187 |
|
R2 |
20,397 |
20,397 |
20,158 |
|
R1 |
20,248 |
20,248 |
20,129 |
20,165 |
PP |
20,082 |
20,082 |
20,082 |
20,040 |
S1 |
19,933 |
19,933 |
20,071 |
19,850 |
S2 |
19,767 |
19,767 |
20,042 |
|
S3 |
19,452 |
19,618 |
20,014 |
|
S4 |
19,137 |
19,303 |
19,927 |
|
|
Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,378 |
21,167 |
20,339 |
|
R3 |
20,953 |
20,742 |
20,222 |
|
R2 |
20,528 |
20,528 |
20,183 |
|
R1 |
20,317 |
20,317 |
20,144 |
20,210 |
PP |
20,103 |
20,103 |
20,103 |
20,050 |
S1 |
19,892 |
19,892 |
20,066 |
19,785 |
S2 |
19,678 |
19,678 |
20,027 |
|
S3 |
19,253 |
19,467 |
19,988 |
|
S4 |
18,828 |
19,042 |
19,871 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,315 |
19,890 |
425 |
2.1% |
254 |
1.3% |
49% |
False |
False |
12,630 |
10 |
20,315 |
19,890 |
425 |
2.1% |
206 |
1.0% |
49% |
False |
False |
9,927 |
20 |
20,320 |
19,750 |
570 |
2.8% |
200 |
1.0% |
61% |
False |
False |
10,287 |
40 |
20,320 |
19,330 |
990 |
4.9% |
196 |
1.0% |
78% |
False |
False |
6,164 |
60 |
20,320 |
18,290 |
2,030 |
10.1% |
187 |
0.9% |
89% |
False |
False |
4,115 |
80 |
20,320 |
18,290 |
2,030 |
10.1% |
187 |
0.9% |
89% |
False |
False |
3,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,569 |
2.618 |
21,055 |
1.618 |
20,740 |
1.000 |
20,545 |
0.618 |
20,425 |
HIGH |
20,230 |
0.618 |
20,110 |
0.500 |
20,073 |
0.382 |
20,035 |
LOW |
19,915 |
0.618 |
19,720 |
1.000 |
19,600 |
1.618 |
19,405 |
2.618 |
19,090 |
4.250 |
18,576 |
|
|
Fisher Pivots for day following 05-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
20,091 |
20,091 |
PP |
20,082 |
20,082 |
S1 |
20,073 |
20,073 |
|