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 |
1,249.3 |
1,227.3 |
-22.0 |
-1.8% |
1,265.3 |
High |
1,249.6 |
1,235.0 |
-14.6 |
-1.2% |
1,265.9 |
Low |
1,225.5 |
1,223.5 |
-2.0 |
-0.2% |
1,244.6 |
Close |
1,226.4 |
1,228.9 |
2.5 |
0.2% |
1,249.6 |
Range |
24.1 |
11.5 |
-12.6 |
-52.3% |
21.3 |
ATR |
13.1 |
13.0 |
-0.1 |
-0.9% |
0.0 |
Volume |
28,046 |
34,059 |
6,013 |
21.4% |
64,233 |
|
Daily Pivots for day following 05-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.6 |
1,257.8 |
1,235.2 |
|
R3 |
1,252.1 |
1,246.3 |
1,232.1 |
|
R2 |
1,240.6 |
1,240.6 |
1,231.0 |
|
R1 |
1,234.8 |
1,234.8 |
1,230.0 |
1,237.7 |
PP |
1,229.1 |
1,229.1 |
1,229.1 |
1,230.6 |
S1 |
1,223.3 |
1,223.3 |
1,227.8 |
1,226.2 |
S2 |
1,217.6 |
1,217.6 |
1,226.8 |
|
S3 |
1,206.1 |
1,211.8 |
1,225.7 |
|
S4 |
1,194.6 |
1,200.3 |
1,222.6 |
|
|
Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.3 |
1,304.7 |
1,261.3 |
|
R3 |
1,296.0 |
1,283.4 |
1,255.5 |
|
R2 |
1,274.7 |
1,274.7 |
1,253.5 |
|
R1 |
1,262.1 |
1,262.1 |
1,251.6 |
1,257.8 |
PP |
1,253.4 |
1,253.4 |
1,253.4 |
1,251.2 |
S1 |
1,240.8 |
1,240.8 |
1,247.6 |
1,236.5 |
S2 |
1,232.1 |
1,232.1 |
1,245.7 |
|
S3 |
1,210.8 |
1,219.5 |
1,243.7 |
|
S4 |
1,189.5 |
1,198.2 |
1,237.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,262.9 |
1,223.5 |
39.4 |
3.2% |
13.0 |
1.1% |
14% |
False |
True |
21,566 |
10 |
1,267.1 |
1,223.5 |
43.6 |
3.5% |
12.2 |
1.0% |
12% |
False |
True |
14,540 |
20 |
1,304.2 |
1,223.5 |
80.7 |
6.6% |
12.4 |
1.0% |
7% |
False |
True |
9,513 |
40 |
1,305.5 |
1,223.5 |
82.0 |
6.7% |
12.2 |
1.0% |
7% |
False |
True |
7,129 |
60 |
1,307.0 |
1,223.5 |
83.5 |
6.8% |
12.2 |
1.0% |
6% |
False |
True |
5,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,283.9 |
2.618 |
1,265.1 |
1.618 |
1,253.6 |
1.000 |
1,246.5 |
0.618 |
1,242.1 |
HIGH |
1,235.0 |
0.618 |
1,230.6 |
0.500 |
1,229.3 |
0.382 |
1,227.9 |
LOW |
1,223.5 |
0.618 |
1,216.4 |
1.000 |
1,212.0 |
1.618 |
1,204.9 |
2.618 |
1,193.4 |
4.250 |
1,174.6 |
|
|
Fisher Pivots for day following 05-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1,229.3 |
1,239.5 |
PP |
1,229.1 |
1,236.0 |
S1 |
1,229.0 |
1,232.4 |
|