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 |
21,420 |
21,279 |
-141 |
-0.7% |
21,306 |
High |
21,441 |
21,377 |
-64 |
-0.3% |
21,508 |
Low |
21,257 |
21,264 |
7 |
0.0% |
21,257 |
Close |
21,280 |
21,370 |
90 |
0.4% |
21,370 |
Range |
184 |
113 |
-71 |
-38.6% |
251 |
ATR |
141 |
139 |
-2 |
-1.4% |
0 |
Volume |
143,721 |
106,494 |
-37,227 |
-25.9% |
503,559 |
|
Daily Pivots for day following 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,676 |
21,636 |
21,432 |
|
R3 |
21,563 |
21,523 |
21,401 |
|
R2 |
21,450 |
21,450 |
21,391 |
|
R1 |
21,410 |
21,410 |
21,380 |
21,430 |
PP |
21,337 |
21,337 |
21,337 |
21,347 |
S1 |
21,297 |
21,297 |
21,360 |
21,317 |
S2 |
21,224 |
21,224 |
21,349 |
|
S3 |
21,111 |
21,184 |
21,339 |
|
S4 |
20,998 |
21,071 |
21,308 |
|
|
Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,131 |
22,002 |
21,508 |
|
R3 |
21,880 |
21,751 |
21,439 |
|
R2 |
21,629 |
21,629 |
21,416 |
|
R1 |
21,500 |
21,500 |
21,393 |
21,565 |
PP |
21,378 |
21,378 |
21,378 |
21,411 |
S1 |
21,249 |
21,249 |
21,347 |
21,314 |
S2 |
21,127 |
21,127 |
21,324 |
|
S3 |
20,876 |
20,998 |
21,301 |
|
S4 |
20,625 |
20,747 |
21,232 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,508 |
21,232 |
276 |
1.3% |
152 |
0.7% |
50% |
False |
False |
130,186 |
10 |
21,508 |
21,138 |
370 |
1.7% |
162 |
0.8% |
63% |
False |
False |
143,701 |
20 |
21,508 |
21,081 |
427 |
2.0% |
135 |
0.6% |
68% |
False |
False |
145,055 |
40 |
21,508 |
20,433 |
1,075 |
5.0% |
131 |
0.6% |
87% |
False |
False |
74,092 |
60 |
21,508 |
20,267 |
1,241 |
5.8% |
130 |
0.6% |
89% |
False |
False |
49,417 |
80 |
21,508 |
20,267 |
1,241 |
5.8% |
135 |
0.6% |
89% |
False |
False |
37,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,857 |
2.618 |
21,673 |
1.618 |
21,560 |
1.000 |
21,490 |
0.618 |
21,447 |
HIGH |
21,377 |
0.618 |
21,334 |
0.500 |
21,321 |
0.382 |
21,307 |
LOW |
21,264 |
0.618 |
21,194 |
1.000 |
21,151 |
1.618 |
21,081 |
2.618 |
20,968 |
4.250 |
20,784 |
|
|
Fisher Pivots for day following 07-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,354 |
21,368 |
PP |
21,337 |
21,367 |
S1 |
21,321 |
21,365 |
|