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 |
21,306 |
21,420 |
114 |
0.5% |
21,320 |
High |
21,508 |
21,473 |
-35 |
-0.2% |
21,454 |
Low |
21,306 |
21,348 |
42 |
0.2% |
21,138 |
Close |
21,436 |
21,422 |
-14 |
-0.1% |
21,300 |
Range |
202 |
125 |
-77 |
-38.1% |
316 |
ATR |
139 |
138 |
-1 |
-0.7% |
0 |
Volume |
93,477 |
159,867 |
66,390 |
71.0% |
827,271 |
|
Daily Pivots for day following 05-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,789 |
21,731 |
21,491 |
|
R3 |
21,664 |
21,606 |
21,457 |
|
R2 |
21,539 |
21,539 |
21,445 |
|
R1 |
21,481 |
21,481 |
21,434 |
21,510 |
PP |
21,414 |
21,414 |
21,414 |
21,429 |
S1 |
21,356 |
21,356 |
21,411 |
21,385 |
S2 |
21,289 |
21,289 |
21,399 |
|
S3 |
21,164 |
21,231 |
21,388 |
|
S4 |
21,039 |
21,106 |
21,353 |
|
|
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% |
77% |
False |
False |
159,614 |
10 |
21,508 |
21,138 |
370 |
1.7% |
150 |
0.7% |
77% |
False |
False |
143,157 |
20 |
21,508 |
21,064 |
444 |
2.1% |
130 |
0.6% |
81% |
False |
False |
135,236 |
40 |
21,508 |
20,433 |
1,075 |
5.0% |
128 |
0.6% |
92% |
False |
False |
67,839 |
60 |
21,508 |
20,267 |
1,241 |
5.8% |
130 |
0.6% |
93% |
False |
False |
45,248 |
80 |
21,508 |
20,267 |
1,241 |
5.8% |
133 |
0.6% |
93% |
False |
False |
33,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,004 |
2.618 |
21,800 |
1.618 |
21,675 |
1.000 |
21,598 |
0.618 |
21,550 |
HIGH |
21,473 |
0.618 |
21,425 |
0.500 |
21,411 |
0.382 |
21,396 |
LOW |
21,348 |
0.618 |
21,271 |
1.000 |
21,223 |
1.618 |
21,146 |
2.618 |
21,021 |
4.250 |
20,817 |
|
|
Fisher Pivots for day following 05-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,418 |
21,405 |
PP |
21,414 |
21,387 |
S1 |
21,411 |
21,370 |
|