Trading Metrics calculated at close of trading on 03-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2017 |
03-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,264 |
21,306 |
42 |
0.2% |
21,320 |
High |
21,366 |
21,508 |
142 |
0.7% |
21,454 |
Low |
21,232 |
21,306 |
74 |
0.3% |
21,138 |
Close |
21,300 |
21,436 |
136 |
0.6% |
21,300 |
Range |
134 |
202 |
68 |
50.7% |
316 |
ATR |
134 |
139 |
5 |
4.0% |
0 |
Volume |
147,374 |
93,477 |
-53,897 |
-36.6% |
827,271 |
|
Daily Pivots for day following 03-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,023 |
21,931 |
21,547 |
|
R3 |
21,821 |
21,729 |
21,492 |
|
R2 |
21,619 |
21,619 |
21,473 |
|
R1 |
21,527 |
21,527 |
21,455 |
21,573 |
PP |
21,417 |
21,417 |
21,417 |
21,440 |
S1 |
21,325 |
21,325 |
21,418 |
21,371 |
S2 |
21,215 |
21,215 |
21,399 |
|
S3 |
21,013 |
21,123 |
21,381 |
|
S4 |
20,811 |
20,921 |
21,325 |
|
|
Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,245 |
22,089 |
21,474 |
|
R3 |
21,929 |
21,773 |
21,387 |
|
R2 |
21,613 |
21,613 |
21,358 |
|
R1 |
21,457 |
21,457 |
21,329 |
21,377 |
PP |
21,297 |
21,297 |
21,297 |
21,258 |
S1 |
21,141 |
21,141 |
21,271 |
21,061 |
S2 |
20,981 |
20,981 |
21,242 |
|
S3 |
20,665 |
20,825 |
21,213 |
|
S4 |
20,349 |
20,509 |
21,126 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,508 |
21,138 |
370 |
1.7% |
192 |
0.9% |
81% |
True |
False |
160,737 |
10 |
21,508 |
21,138 |
370 |
1.7% |
145 |
0.7% |
81% |
True |
False |
138,666 |
20 |
21,508 |
21,064 |
444 |
2.1% |
128 |
0.6% |
84% |
True |
False |
127,435 |
40 |
21,508 |
20,433 |
1,075 |
5.0% |
127 |
0.6% |
93% |
True |
False |
63,843 |
60 |
21,508 |
20,267 |
1,241 |
5.8% |
131 |
0.6% |
94% |
True |
False |
42,584 |
80 |
21,508 |
20,267 |
1,241 |
5.8% |
132 |
0.6% |
94% |
True |
False |
31,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,367 |
2.618 |
22,037 |
1.618 |
21,835 |
1.000 |
21,710 |
0.618 |
21,633 |
HIGH |
21,508 |
0.618 |
21,431 |
0.500 |
21,407 |
0.382 |
21,383 |
LOW |
21,306 |
0.618 |
21,181 |
1.000 |
21,104 |
1.618 |
20,979 |
2.618 |
20,777 |
4.250 |
20,448 |
|
|
Fisher Pivots for day following 03-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,426 |
21,398 |
PP |
21,417 |
21,361 |
S1 |
21,407 |
21,323 |
|