Trading Metrics calculated at close of trading on 03-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2017 |
03-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,348.60 |
21,392.30 |
43.70 |
0.2% |
21,434.68 |
High |
21,426.12 |
21,562.75 |
136.63 |
0.6% |
21,506.21 |
Low |
21,325.08 |
21,391.71 |
66.63 |
0.3% |
21,197.08 |
Close |
21,349.63 |
21,479.27 |
129.64 |
0.6% |
21,349.63 |
Range |
101.04 |
171.04 |
70.00 |
69.3% |
309.13 |
ATR |
124.27 |
130.61 |
6.35 |
5.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,991.03 |
21,906.19 |
21,573.34 |
|
R3 |
21,819.99 |
21,735.15 |
21,526.31 |
|
R2 |
21,648.95 |
21,648.95 |
21,510.63 |
|
R1 |
21,564.11 |
21,564.11 |
21,494.95 |
21,606.53 |
PP |
21,477.91 |
21,477.91 |
21,477.91 |
21,499.12 |
S1 |
21,393.07 |
21,393.07 |
21,463.59 |
21,435.49 |
S2 |
21,306.87 |
21,306.87 |
21,447.91 |
|
S3 |
21,135.83 |
21,222.03 |
21,432.23 |
|
S4 |
20,964.79 |
21,050.99 |
21,385.20 |
|
|
Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,278.36 |
22,123.13 |
21,519.65 |
|
R3 |
21,969.23 |
21,814.00 |
21,434.64 |
|
R2 |
21,660.10 |
21,660.10 |
21,406.30 |
|
R1 |
21,504.87 |
21,504.87 |
21,377.97 |
21,427.92 |
PP |
21,350.97 |
21,350.97 |
21,350.97 |
21,312.50 |
S1 |
21,195.74 |
21,195.74 |
21,321.29 |
21,118.79 |
S2 |
21,041.84 |
21,041.84 |
21,292.96 |
|
S3 |
20,732.71 |
20,886.61 |
21,264.62 |
|
S4 |
20,423.58 |
20,577.48 |
21,179.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,562.75 |
21,197.08 |
365.67 |
1.7% |
159.74 |
0.7% |
77% |
True |
False |
|
10 |
21,562.75 |
21,197.08 |
365.67 |
1.7% |
124.66 |
0.6% |
77% |
True |
False |
|
20 |
21,562.75 |
21,113.31 |
449.44 |
2.1% |
109.90 |
0.5% |
81% |
True |
False |
|
40 |
21,562.75 |
20,553.45 |
1,009.30 |
4.7% |
105.01 |
0.5% |
92% |
True |
False |
|
60 |
21,562.75 |
20,379.55 |
1,183.20 |
5.5% |
108.82 |
0.5% |
93% |
True |
False |
|
80 |
21,562.75 |
20,379.55 |
1,183.20 |
5.5% |
114.89 |
0.5% |
93% |
True |
False |
|
100 |
21,562.75 |
20,061.73 |
1,501.02 |
7.0% |
112.93 |
0.5% |
94% |
True |
False |
|
120 |
21,562.75 |
19,677.94 |
1,884.81 |
8.8% |
111.91 |
0.5% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,289.67 |
2.618 |
22,010.53 |
1.618 |
21,839.49 |
1.000 |
21,733.79 |
0.618 |
21,668.45 |
HIGH |
21,562.75 |
0.618 |
21,497.41 |
0.500 |
21,477.23 |
0.382 |
21,457.05 |
LOW |
21,391.71 |
0.618 |
21,286.01 |
1.000 |
21,220.67 |
1.618 |
21,114.97 |
2.618 |
20,943.93 |
4.250 |
20,664.79 |
|
|
Fisher Pivots for day following 03-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,478.59 |
21,446.15 |
PP |
21,477.91 |
21,413.03 |
S1 |
21,477.23 |
21,379.92 |
|