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 |
21,392.30 |
21,492.83 |
100.53 |
0.5% |
21,434.68 |
High |
21,562.75 |
21,505.36 |
-57.39 |
-0.3% |
21,506.21 |
Low |
21,391.71 |
21,404.76 |
13.05 |
0.1% |
21,197.08 |
Close |
21,479.27 |
21,478.17 |
-1.10 |
0.0% |
21,349.63 |
Range |
171.04 |
100.60 |
-70.44 |
-41.2% |
309.13 |
ATR |
130.61 |
128.47 |
-2.14 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,764.56 |
21,721.97 |
21,533.50 |
|
R3 |
21,663.96 |
21,621.37 |
21,505.84 |
|
R2 |
21,563.36 |
21,563.36 |
21,496.61 |
|
R1 |
21,520.77 |
21,520.77 |
21,487.39 |
21,491.77 |
PP |
21,462.76 |
21,462.76 |
21,462.76 |
21,448.26 |
S1 |
21,420.17 |
21,420.17 |
21,468.95 |
21,391.17 |
S2 |
21,362.16 |
21,362.16 |
21,459.73 |
|
S3 |
21,261.56 |
21,319.57 |
21,450.51 |
|
S4 |
21,160.96 |
21,218.97 |
21,422.84 |
|
|
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% |
153.87 |
0.7% |
77% |
False |
False |
|
10 |
21,562.75 |
21,197.08 |
365.67 |
1.7% |
127.65 |
0.6% |
77% |
False |
False |
|
20 |
21,562.75 |
21,113.31 |
449.44 |
2.1% |
111.83 |
0.5% |
81% |
False |
False |
|
40 |
21,562.75 |
20,553.45 |
1,009.30 |
4.7% |
106.35 |
0.5% |
92% |
False |
False |
|
60 |
21,562.75 |
20,379.55 |
1,183.20 |
5.5% |
108.51 |
0.5% |
93% |
False |
False |
|
80 |
21,562.75 |
20,379.55 |
1,183.20 |
5.5% |
114.74 |
0.5% |
93% |
False |
False |
|
100 |
21,562.75 |
20,204.76 |
1,357.99 |
6.3% |
112.49 |
0.5% |
94% |
False |
False |
|
120 |
21,562.75 |
19,677.94 |
1,884.81 |
8.8% |
111.58 |
0.5% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,932.91 |
2.618 |
21,768.73 |
1.618 |
21,668.13 |
1.000 |
21,605.96 |
0.618 |
21,567.53 |
HIGH |
21,505.36 |
0.618 |
21,466.93 |
0.500 |
21,455.06 |
0.382 |
21,443.19 |
LOW |
21,404.76 |
0.618 |
21,342.59 |
1.000 |
21,304.16 |
1.618 |
21,241.99 |
2.618 |
21,141.39 |
4.250 |
20,977.21 |
|
|
Fisher Pivots for day following 05-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,470.47 |
21,466.75 |
PP |
21,462.76 |
21,455.33 |
S1 |
21,455.06 |
21,443.92 |
|