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 |
5,591.25 |
5,650.50 |
59.25 |
1.1% |
5,803.00 |
High |
5,667.75 |
5,652.75 |
-15.00 |
-0.3% |
5,852.00 |
Low |
5,560.25 |
5,580.00 |
19.75 |
0.4% |
5,601.00 |
Close |
5,651.50 |
5,596.75 |
-54.75 |
-1.0% |
5,652.75 |
Range |
107.50 |
72.75 |
-34.75 |
-32.3% |
251.00 |
ATR |
85.20 |
84.31 |
-0.89 |
-1.0% |
0.00 |
Volume |
392,297 |
370,735 |
-21,562 |
-5.5% |
2,067,578 |
|
Daily Pivots for day following 06-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,828.00 |
5,785.25 |
5,636.75 |
|
R3 |
5,755.25 |
5,712.50 |
5,616.75 |
|
R2 |
5,682.50 |
5,682.50 |
5,610.00 |
|
R1 |
5,639.75 |
5,639.75 |
5,603.50 |
5,624.75 |
PP |
5,609.75 |
5,609.75 |
5,609.75 |
5,602.50 |
S1 |
5,567.00 |
5,567.00 |
5,590.00 |
5,552.00 |
S2 |
5,537.00 |
5,537.00 |
5,583.50 |
|
S3 |
5,464.25 |
5,494.25 |
5,576.75 |
|
S4 |
5,391.50 |
5,421.50 |
5,556.75 |
|
|
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 |
3.9% |
105.50 |
1.9% |
17% |
False |
False |
387,384 |
10 |
5,852.00 |
5,560.25 |
291.75 |
5.2% |
96.00 |
1.7% |
13% |
False |
False |
350,983 |
20 |
5,907.50 |
5,560.25 |
347.25 |
6.2% |
95.75 |
1.7% |
11% |
False |
False |
370,099 |
40 |
5,907.50 |
5,557.00 |
350.50 |
6.3% |
71.00 |
1.3% |
11% |
False |
False |
186,274 |
60 |
5,907.50 |
5,353.75 |
553.75 |
9.9% |
60.75 |
1.1% |
44% |
False |
False |
124,237 |
80 |
5,907.50 |
5,318.00 |
589.50 |
10.5% |
56.75 |
1.0% |
47% |
False |
False |
93,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,962.00 |
2.618 |
5,843.25 |
1.618 |
5,770.50 |
1.000 |
5,725.50 |
0.618 |
5,697.75 |
HIGH |
5,652.75 |
0.618 |
5,625.00 |
0.500 |
5,616.50 |
0.382 |
5,607.75 |
LOW |
5,580.00 |
0.618 |
5,535.00 |
1.000 |
5,507.25 |
1.618 |
5,462.25 |
2.618 |
5,389.50 |
4.250 |
5,270.75 |
|
|
Fisher Pivots for day following 06-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
5,616.50 |
5,625.50 |
PP |
5,609.75 |
5,616.00 |
S1 |
5,603.25 |
5,606.25 |
|