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 |
20,130 |
19,905 |
-225 |
-1.1% |
20,080 |
High |
20,140 |
20,085 |
-55 |
-0.3% |
20,230 |
Low |
19,895 |
19,870 |
-25 |
-0.1% |
19,870 |
Close |
19,930 |
20,060 |
130 |
0.7% |
20,060 |
Range |
245 |
215 |
-30 |
-12.2% |
360 |
ATR |
208 |
209 |
0 |
0.2% |
0 |
Volume |
15,076 |
9,533 |
-5,543 |
-36.8% |
50,851 |
|
Daily Pivots for day following 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,650 |
20,570 |
20,178 |
|
R3 |
20,435 |
20,355 |
20,119 |
|
R2 |
20,220 |
20,220 |
20,100 |
|
R1 |
20,140 |
20,140 |
20,080 |
20,180 |
PP |
20,005 |
20,005 |
20,005 |
20,025 |
S1 |
19,925 |
19,925 |
20,040 |
19,965 |
S2 |
19,790 |
19,790 |
20,021 |
|
S3 |
19,575 |
19,710 |
20,001 |
|
S4 |
19,360 |
19,495 |
19,942 |
|
|
Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,133 |
20,957 |
20,258 |
|
R3 |
20,773 |
20,597 |
20,159 |
|
R2 |
20,413 |
20,413 |
20,126 |
|
R1 |
20,237 |
20,237 |
20,093 |
20,145 |
PP |
20,053 |
20,053 |
20,053 |
20,008 |
S1 |
19,877 |
19,877 |
20,027 |
19,785 |
S2 |
19,693 |
19,693 |
19,994 |
|
S3 |
19,333 |
19,517 |
19,961 |
|
S4 |
18,973 |
19,157 |
19,862 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,230 |
19,870 |
360 |
1.8% |
222 |
1.1% |
53% |
False |
True |
12,239 |
10 |
20,315 |
19,870 |
445 |
2.2% |
226 |
1.1% |
43% |
False |
True |
10,891 |
20 |
20,320 |
19,750 |
570 |
2.8% |
208 |
1.0% |
54% |
False |
False |
10,321 |
40 |
20,320 |
19,330 |
990 |
4.9% |
201 |
1.0% |
74% |
False |
False |
6,772 |
60 |
20,320 |
18,290 |
2,030 |
10.1% |
189 |
0.9% |
87% |
False |
False |
4,523 |
80 |
20,320 |
18,290 |
2,030 |
10.1% |
190 |
0.9% |
87% |
False |
False |
3,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,999 |
2.618 |
20,648 |
1.618 |
20,433 |
1.000 |
20,300 |
0.618 |
20,218 |
HIGH |
20,085 |
0.618 |
20,003 |
0.500 |
19,978 |
0.382 |
19,952 |
LOW |
19,870 |
0.618 |
19,737 |
1.000 |
19,655 |
1.618 |
19,522 |
2.618 |
19,307 |
4.250 |
18,956 |
|
|
Fisher Pivots for day following 07-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
20,033 |
20,057 |
PP |
20,005 |
20,053 |
S1 |
19,978 |
20,050 |
|