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 |
20,200 |
20,130 |
-70 |
-0.3% |
20,110 |
High |
20,230 |
20,140 |
-90 |
-0.4% |
20,315 |
Low |
19,915 |
19,895 |
-20 |
-0.1% |
19,890 |
Close |
20,100 |
19,930 |
-170 |
-0.8% |
20,105 |
Range |
315 |
245 |
-70 |
-22.2% |
425 |
ATR |
206 |
208 |
3 |
1.4% |
0 |
Volume |
17,835 |
15,076 |
-2,759 |
-15.5% |
53,344 |
|
Daily Pivots for day following 06-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,723 |
20,572 |
20,065 |
|
R3 |
20,478 |
20,327 |
19,998 |
|
R2 |
20,233 |
20,233 |
19,975 |
|
R1 |
20,082 |
20,082 |
19,953 |
20,035 |
PP |
19,988 |
19,988 |
19,988 |
19,965 |
S1 |
19,837 |
19,837 |
19,908 |
19,790 |
S2 |
19,743 |
19,743 |
19,885 |
|
S3 |
19,498 |
19,592 |
19,863 |
|
S4 |
19,253 |
19,347 |
19,795 |
|
|
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% |
264 |
1.3% |
9% |
False |
False |
13,056 |
10 |
20,315 |
19,890 |
425 |
2.1% |
216 |
1.1% |
9% |
False |
False |
10,589 |
20 |
20,320 |
19,750 |
570 |
2.9% |
206 |
1.0% |
32% |
False |
False |
10,647 |
40 |
20,320 |
19,330 |
990 |
5.0% |
198 |
1.0% |
61% |
False |
False |
6,535 |
60 |
20,320 |
18,290 |
2,030 |
10.2% |
189 |
0.9% |
81% |
False |
False |
4,364 |
80 |
20,320 |
18,290 |
2,030 |
10.2% |
189 |
0.9% |
81% |
False |
False |
3,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,181 |
2.618 |
20,782 |
1.618 |
20,537 |
1.000 |
20,385 |
0.618 |
20,292 |
HIGH |
20,140 |
0.618 |
20,047 |
0.500 |
20,018 |
0.382 |
19,989 |
LOW |
19,895 |
0.618 |
19,744 |
1.000 |
19,650 |
1.618 |
19,499 |
2.618 |
19,254 |
4.250 |
18,854 |
|
|
Fisher Pivots for day following 06-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
20,018 |
20,063 |
PP |
19,988 |
20,018 |
S1 |
19,959 |
19,974 |
|