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 |
242.63 |
241.89 |
-0.74 |
-0.3% |
243.90 |
High |
243.01 |
242.03 |
-0.98 |
-0.4% |
244.38 |
Low |
241.70 |
240.34 |
-1.36 |
-0.6% |
239.96 |
Close |
242.77 |
240.55 |
-2.22 |
-0.9% |
241.80 |
Range |
1.31 |
1.69 |
0.38 |
29.0% |
4.42 |
ATR |
1.64 |
1.69 |
0.06 |
3.5% |
0.00 |
Volume |
54,427,600 |
66,115,300 |
11,687,700 |
21.5% |
402,760,896 |
|
Daily Pivots for day following 06-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
246.04 |
244.99 |
241.48 |
|
R3 |
244.35 |
243.30 |
241.01 |
|
R2 |
242.66 |
242.66 |
240.86 |
|
R1 |
241.61 |
241.61 |
240.70 |
241.29 |
PP |
240.97 |
240.97 |
240.97 |
240.82 |
S1 |
239.92 |
239.92 |
240.40 |
239.60 |
S2 |
239.28 |
239.28 |
240.24 |
|
S3 |
237.59 |
238.23 |
240.09 |
|
S4 |
235.90 |
236.54 |
239.62 |
|
|
Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
255.31 |
252.97 |
244.23 |
|
R3 |
250.89 |
248.55 |
243.02 |
|
R2 |
246.47 |
246.47 |
242.61 |
|
R1 |
244.13 |
244.13 |
242.21 |
243.09 |
PP |
242.05 |
242.05 |
242.05 |
241.53 |
S1 |
239.71 |
239.71 |
241.39 |
238.67 |
S2 |
237.63 |
237.63 |
240.99 |
|
S3 |
233.21 |
235.29 |
240.58 |
|
S4 |
228.79 |
230.87 |
239.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
243.72 |
239.96 |
3.76 |
1.6% |
1.81 |
0.8% |
16% |
False |
False |
70,693,399 |
10 |
244.38 |
239.96 |
4.42 |
1.8% |
1.59 |
0.7% |
13% |
False |
False |
67,359,239 |
20 |
245.01 |
239.96 |
5.05 |
2.1% |
1.51 |
0.6% |
12% |
False |
False |
71,280,100 |
40 |
245.01 |
235.43 |
9.58 |
4.0% |
1.34 |
0.6% |
53% |
False |
False |
70,165,989 |
60 |
245.01 |
232.51 |
12.50 |
5.2% |
1.35 |
0.6% |
64% |
False |
False |
71,914,739 |
80 |
245.01 |
231.61 |
13.40 |
5.6% |
1.44 |
0.6% |
67% |
False |
False |
74,603,952 |
100 |
245.01 |
231.61 |
13.40 |
5.6% |
1.39 |
0.6% |
67% |
False |
False |
75,348,297 |
120 |
245.01 |
225.27 |
19.74 |
8.2% |
1.36 |
0.6% |
77% |
False |
False |
74,735,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
249.21 |
2.618 |
246.45 |
1.618 |
244.76 |
1.000 |
243.72 |
0.618 |
243.07 |
HIGH |
242.03 |
0.618 |
241.38 |
0.500 |
241.19 |
0.382 |
240.99 |
LOW |
240.34 |
0.618 |
239.30 |
1.000 |
238.65 |
1.618 |
237.61 |
2.618 |
235.92 |
4.250 |
233.16 |
|
|
Fisher Pivots for day following 06-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
241.19 |
241.86 |
PP |
240.97 |
241.42 |
S1 |
240.76 |
240.99 |
|