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 |
21,420 |
21,420 |
0 |
0.0% |
21,320 |
High |
21,473 |
21,441 |
-32 |
-0.1% |
21,454 |
Low |
21,348 |
21,257 |
-91 |
-0.4% |
21,138 |
Close |
21,422 |
21,280 |
-142 |
-0.7% |
21,300 |
Range |
125 |
184 |
59 |
47.2% |
316 |
ATR |
138 |
141 |
3 |
2.4% |
0 |
Volume |
159,867 |
143,721 |
-16,146 |
-10.1% |
827,271 |
|
Daily Pivots for day following 06-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,878 |
21,763 |
21,381 |
|
R3 |
21,694 |
21,579 |
21,331 |
|
R2 |
21,510 |
21,510 |
21,314 |
|
R1 |
21,395 |
21,395 |
21,297 |
21,361 |
PP |
21,326 |
21,326 |
21,326 |
21,309 |
S1 |
21,211 |
21,211 |
21,263 |
21,177 |
S2 |
21,142 |
21,142 |
21,246 |
|
S3 |
20,958 |
21,027 |
21,230 |
|
S4 |
20,774 |
20,843 |
21,179 |
|
|
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% |
38% |
False |
False |
156,881 |
10 |
21,508 |
21,138 |
370 |
1.7% |
157 |
0.7% |
38% |
False |
False |
143,082 |
20 |
21,508 |
21,081 |
427 |
2.0% |
136 |
0.6% |
47% |
False |
False |
142,152 |
40 |
21,508 |
20,433 |
1,075 |
5.1% |
130 |
0.6% |
79% |
False |
False |
71,431 |
60 |
21,508 |
20,267 |
1,241 |
5.8% |
131 |
0.6% |
82% |
False |
False |
47,642 |
80 |
21,508 |
20,267 |
1,241 |
5.8% |
134 |
0.6% |
82% |
False |
False |
35,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,223 |
2.618 |
21,923 |
1.618 |
21,739 |
1.000 |
21,625 |
0.618 |
21,555 |
HIGH |
21,441 |
0.618 |
21,371 |
0.500 |
21,349 |
0.382 |
21,327 |
LOW |
21,257 |
0.618 |
21,143 |
1.000 |
21,073 |
1.618 |
20,959 |
2.618 |
20,775 |
4.250 |
20,475 |
|
|
Fisher Pivots for day following 06-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,349 |
21,383 |
PP |
21,326 |
21,348 |
S1 |
21,303 |
21,314 |
|