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 |
5,650.50 |
5,598.50 |
-52.00 |
-0.9% |
5,658.00 |
High |
5,652.75 |
5,676.50 |
23.75 |
0.4% |
5,690.75 |
Low |
5,580.00 |
5,591.50 |
11.50 |
0.2% |
5,560.25 |
Close |
5,596.75 |
5,655.75 |
59.00 |
1.1% |
5,655.75 |
Range |
72.75 |
85.00 |
12.25 |
16.8% |
130.50 |
ATR |
84.31 |
84.36 |
0.05 |
0.1% |
0.00 |
Volume |
370,735 |
266,767 |
-103,968 |
-28.0% |
1,262,455 |
|
Daily Pivots for day following 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,896.25 |
5,861.00 |
5,702.50 |
|
R3 |
5,811.25 |
5,776.00 |
5,679.00 |
|
R2 |
5,726.25 |
5,726.25 |
5,671.25 |
|
R1 |
5,691.00 |
5,691.00 |
5,663.50 |
5,708.50 |
PP |
5,641.25 |
5,641.25 |
5,641.25 |
5,650.00 |
S1 |
5,606.00 |
5,606.00 |
5,648.00 |
5,623.50 |
S2 |
5,556.25 |
5,556.25 |
5,640.25 |
|
S3 |
5,471.25 |
5,521.00 |
5,632.50 |
|
S4 |
5,386.25 |
5,436.00 |
5,609.00 |
|
|
Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,027.00 |
5,972.00 |
5,727.50 |
|
R3 |
5,896.50 |
5,841.50 |
5,691.75 |
|
R2 |
5,766.00 |
5,766.00 |
5,679.75 |
|
R1 |
5,711.00 |
5,711.00 |
5,667.75 |
5,673.25 |
PP |
5,635.50 |
5,635.50 |
5,635.50 |
5,616.75 |
S1 |
5,580.50 |
5,580.50 |
5,643.75 |
5,542.75 |
S2 |
5,505.00 |
5,505.00 |
5,631.75 |
|
S3 |
5,374.50 |
5,450.00 |
5,619.75 |
|
S4 |
5,244.00 |
5,319.50 |
5,584.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,690.75 |
5,560.25 |
130.50 |
2.3% |
87.50 |
1.5% |
73% |
False |
False |
319,793 |
10 |
5,852.00 |
5,560.25 |
291.75 |
5.2% |
100.00 |
1.8% |
33% |
False |
False |
354,358 |
20 |
5,907.50 |
5,560.25 |
347.25 |
6.1% |
97.75 |
1.7% |
28% |
False |
False |
378,421 |
40 |
5,907.50 |
5,557.00 |
350.50 |
6.2% |
72.75 |
1.3% |
28% |
False |
False |
192,938 |
60 |
5,907.50 |
5,353.75 |
553.75 |
9.8% |
61.00 |
1.1% |
55% |
False |
False |
128,680 |
80 |
5,907.50 |
5,318.00 |
589.50 |
10.4% |
57.50 |
1.0% |
57% |
False |
False |
96,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,037.75 |
2.618 |
5,899.00 |
1.618 |
5,814.00 |
1.000 |
5,761.50 |
0.618 |
5,729.00 |
HIGH |
5,676.50 |
0.618 |
5,644.00 |
0.500 |
5,634.00 |
0.382 |
5,624.00 |
LOW |
5,591.50 |
0.618 |
5,539.00 |
1.000 |
5,506.50 |
1.618 |
5,454.00 |
2.618 |
5,369.00 |
4.250 |
5,230.25 |
|
|
Fisher Pivots for day following 07-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
5,648.50 |
5,643.25 |
PP |
5,641.25 |
5,630.75 |
S1 |
5,634.00 |
5,618.50 |
|