Trading Metrics calculated at close of trading on 10-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2017 |
10-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
5,598.50 |
5,663.00 |
64.50 |
1.2% |
5,658.00 |
High |
5,676.50 |
5,711.50 |
35.00 |
0.6% |
5,690.75 |
Low |
5,591.50 |
5,650.00 |
58.50 |
1.0% |
5,560.25 |
Close |
5,655.75 |
5,694.00 |
38.25 |
0.7% |
5,655.75 |
Range |
85.00 |
61.50 |
-23.50 |
-27.6% |
130.50 |
ATR |
84.36 |
82.73 |
-1.63 |
-1.9% |
0.00 |
Volume |
266,767 |
241,360 |
-25,407 |
-9.5% |
1,262,455 |
|
Daily Pivots for day following 10-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,869.75 |
5,843.25 |
5,727.75 |
|
R3 |
5,808.25 |
5,781.75 |
5,711.00 |
|
R2 |
5,746.75 |
5,746.75 |
5,705.25 |
|
R1 |
5,720.25 |
5,720.25 |
5,699.75 |
5,733.50 |
PP |
5,685.25 |
5,685.25 |
5,685.25 |
5,691.75 |
S1 |
5,658.75 |
5,658.75 |
5,688.25 |
5,672.00 |
S2 |
5,623.75 |
5,623.75 |
5,682.75 |
|
S3 |
5,562.25 |
5,597.25 |
5,677.00 |
|
S4 |
5,500.75 |
5,535.75 |
5,660.25 |
|
|
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 |
5,711.50 |
5,560.25 |
151.25 |
2.7% |
87.25 |
1.5% |
88% |
True |
False |
300,763 |
10 |
5,852.00 |
5,560.25 |
291.75 |
5.1% |
101.00 |
1.8% |
46% |
False |
False |
357,139 |
20 |
5,852.00 |
5,560.25 |
291.75 |
5.1% |
89.00 |
1.6% |
46% |
False |
False |
356,228 |
40 |
5,907.50 |
5,557.00 |
350.50 |
6.2% |
73.25 |
1.3% |
39% |
False |
False |
198,962 |
60 |
5,907.50 |
5,353.75 |
553.75 |
9.7% |
61.50 |
1.1% |
61% |
False |
False |
132,701 |
80 |
5,907.50 |
5,318.00 |
589.50 |
10.4% |
57.75 |
1.0% |
64% |
False |
False |
99,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,973.00 |
2.618 |
5,872.50 |
1.618 |
5,811.00 |
1.000 |
5,773.00 |
0.618 |
5,749.50 |
HIGH |
5,711.50 |
0.618 |
5,688.00 |
0.500 |
5,680.75 |
0.382 |
5,673.50 |
LOW |
5,650.00 |
0.618 |
5,612.00 |
1.000 |
5,588.50 |
1.618 |
5,550.50 |
2.618 |
5,489.00 |
4.250 |
5,388.50 |
|
|
Fisher Pivots for day following 10-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
5,689.50 |
5,678.00 |
PP |
5,685.25 |
5,661.75 |
S1 |
5,680.75 |
5,645.75 |
|