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 |
5,648.25 |
5,658.00 |
9.75 |
0.2% |
5,803.00 |
High |
5,686.50 |
5,690.75 |
4.25 |
0.1% |
5,852.00 |
Low |
5,623.50 |
5,581.25 |
-42.25 |
-0.8% |
5,601.00 |
Close |
5,652.75 |
5,589.25 |
-63.50 |
-1.1% |
5,652.75 |
Range |
63.00 |
109.50 |
46.50 |
73.8% |
251.00 |
ATR |
81.48 |
83.49 |
2.00 |
2.5% |
0.00 |
Volume |
336,513 |
232,656 |
-103,857 |
-30.9% |
2,067,578 |
|
Daily Pivots for day following 03-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,949.00 |
5,878.50 |
5,649.50 |
|
R3 |
5,839.50 |
5,769.00 |
5,619.25 |
|
R2 |
5,730.00 |
5,730.00 |
5,609.25 |
|
R1 |
5,659.50 |
5,659.50 |
5,599.25 |
5,640.00 |
PP |
5,620.50 |
5,620.50 |
5,620.50 |
5,610.50 |
S1 |
5,550.00 |
5,550.00 |
5,579.25 |
5,530.50 |
S2 |
5,511.00 |
5,511.00 |
5,569.25 |
|
S3 |
5,401.50 |
5,440.50 |
5,559.25 |
|
S4 |
5,292.00 |
5,331.00 |
5,529.00 |
|
|
Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,455.00 |
6,304.75 |
5,790.75 |
|
R3 |
6,204.00 |
6,053.75 |
5,721.75 |
|
R2 |
5,953.00 |
5,953.00 |
5,698.75 |
|
R1 |
5,802.75 |
5,802.75 |
5,675.75 |
5,752.50 |
PP |
5,702.00 |
5,702.00 |
5,702.00 |
5,676.75 |
S1 |
5,551.75 |
5,551.75 |
5,629.75 |
5,501.50 |
S2 |
5,451.00 |
5,451.00 |
5,606.75 |
|
S3 |
5,200.00 |
5,300.75 |
5,583.75 |
|
S4 |
4,949.00 |
5,049.75 |
5,514.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,784.00 |
5,581.25 |
202.75 |
3.6% |
119.75 |
2.1% |
4% |
False |
True |
397,698 |
10 |
5,852.00 |
5,581.25 |
270.75 |
4.8% |
93.25 |
1.7% |
3% |
False |
True |
336,725 |
20 |
5,907.50 |
5,581.25 |
326.25 |
5.8% |
91.00 |
1.6% |
2% |
False |
True |
333,076 |
40 |
5,907.50 |
5,557.00 |
350.50 |
6.3% |
68.00 |
1.2% |
9% |
False |
False |
167,210 |
60 |
5,907.50 |
5,353.75 |
553.75 |
9.9% |
59.25 |
1.1% |
43% |
False |
False |
111,526 |
80 |
5,907.50 |
5,318.00 |
589.50 |
10.5% |
55.25 |
1.0% |
46% |
False |
False |
83,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,156.00 |
2.618 |
5,977.50 |
1.618 |
5,868.00 |
1.000 |
5,800.25 |
0.618 |
5,758.50 |
HIGH |
5,690.75 |
0.618 |
5,649.00 |
0.500 |
5,636.00 |
0.382 |
5,623.00 |
LOW |
5,581.25 |
0.618 |
5,513.50 |
1.000 |
5,471.75 |
1.618 |
5,404.00 |
2.618 |
5,294.50 |
4.250 |
5,116.00 |
|
|
Fisher Pivots for day following 03-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
5,636.00 |
5,678.50 |
PP |
5,620.50 |
5,648.75 |
S1 |
5,604.75 |
5,619.00 |
|