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 |
5,658.00 |
5,591.25 |
-66.75 |
-1.2% |
5,803.00 |
High |
5,690.75 |
5,667.75 |
-23.00 |
-0.4% |
5,852.00 |
Low |
5,581.25 |
5,560.25 |
-21.00 |
-0.4% |
5,601.00 |
Close |
5,589.25 |
5,651.50 |
62.25 |
1.1% |
5,652.75 |
Range |
109.50 |
107.50 |
-2.00 |
-1.8% |
251.00 |
ATR |
83.49 |
85.20 |
1.72 |
2.1% |
0.00 |
Volume |
232,656 |
392,297 |
159,641 |
68.6% |
2,067,578 |
|
Daily Pivots for day following 05-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,949.00 |
5,907.75 |
5,710.50 |
|
R3 |
5,841.50 |
5,800.25 |
5,681.00 |
|
R2 |
5,734.00 |
5,734.00 |
5,671.25 |
|
R1 |
5,692.75 |
5,692.75 |
5,661.25 |
5,713.50 |
PP |
5,626.50 |
5,626.50 |
5,626.50 |
5,636.75 |
S1 |
5,585.25 |
5,585.25 |
5,641.75 |
5,606.00 |
S2 |
5,519.00 |
5,519.00 |
5,631.75 |
|
S3 |
5,411.50 |
5,477.75 |
5,622.00 |
|
S4 |
5,304.00 |
5,370.25 |
5,592.50 |
|
|
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 |
5,776.00 |
5,560.25 |
215.75 |
3.8% |
118.25 |
2.1% |
42% |
False |
True |
392,557 |
10 |
5,852.00 |
5,560.25 |
291.75 |
5.2% |
98.50 |
1.7% |
31% |
False |
True |
345,830 |
20 |
5,907.50 |
5,560.25 |
347.25 |
6.1% |
94.00 |
1.7% |
26% |
False |
True |
352,240 |
40 |
5,907.50 |
5,557.00 |
350.50 |
6.2% |
70.25 |
1.2% |
27% |
False |
False |
177,012 |
60 |
5,907.50 |
5,353.75 |
553.75 |
9.8% |
60.25 |
1.1% |
54% |
False |
False |
118,059 |
80 |
5,907.50 |
5,318.00 |
589.50 |
10.4% |
56.25 |
1.0% |
57% |
False |
False |
88,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,124.50 |
2.618 |
5,949.25 |
1.618 |
5,841.75 |
1.000 |
5,775.25 |
0.618 |
5,734.25 |
HIGH |
5,667.75 |
0.618 |
5,626.75 |
0.500 |
5,614.00 |
0.382 |
5,601.25 |
LOW |
5,560.25 |
0.618 |
5,493.75 |
1.000 |
5,452.75 |
1.618 |
5,386.25 |
2.618 |
5,278.75 |
4.250 |
5,103.50 |
|
|
Fisher Pivots for day following 05-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
5,639.00 |
5,642.75 |
PP |
5,626.50 |
5,634.25 |
S1 |
5,614.00 |
5,625.50 |
|