Trading Metrics calculated at close of trading on 07-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2017 |
07-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,423.93 |
21,354.66 |
-69.27 |
-0.3% |
21,392.30 |
High |
21,433.10 |
21,425.82 |
-7.28 |
0.0% |
21,562.75 |
Low |
21,305.38 |
21,350.72 |
45.34 |
0.2% |
21,305.38 |
Close |
21,320.04 |
21,414.34 |
94.30 |
0.4% |
21,414.34 |
Range |
127.72 |
75.10 |
-52.62 |
-41.2% |
257.37 |
ATR |
131.64 |
129.79 |
-1.85 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,622.26 |
21,593.40 |
21,455.65 |
|
R3 |
21,547.16 |
21,518.30 |
21,434.99 |
|
R2 |
21,472.06 |
21,472.06 |
21,428.11 |
|
R1 |
21,443.20 |
21,443.20 |
21,421.22 |
21,457.63 |
PP |
21,396.96 |
21,396.96 |
21,396.96 |
21,404.18 |
S1 |
21,368.10 |
21,368.10 |
21,407.46 |
21,382.53 |
S2 |
21,321.86 |
21,321.86 |
21,400.57 |
|
S3 |
21,246.76 |
21,293.00 |
21,393.69 |
|
S4 |
21,171.66 |
21,217.90 |
21,373.04 |
|
|
Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,199.60 |
22,064.34 |
21,555.89 |
|
R3 |
21,942.23 |
21,806.97 |
21,485.12 |
|
R2 |
21,684.86 |
21,684.86 |
21,461.52 |
|
R1 |
21,549.60 |
21,549.60 |
21,437.93 |
21,617.23 |
PP |
21,427.49 |
21,427.49 |
21,427.49 |
21,461.31 |
S1 |
21,292.23 |
21,292.23 |
21,390.75 |
21,359.86 |
S2 |
21,170.12 |
21,170.12 |
21,367.16 |
|
S3 |
20,912.75 |
21,034.86 |
21,343.56 |
|
S4 |
20,655.38 |
20,777.49 |
21,272.79 |
|
|
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 |
21,305.38 |
257.37 |
1.2% |
115.10 |
0.5% |
42% |
False |
False |
|
10 |
21,562.75 |
21,197.08 |
365.67 |
1.7% |
131.50 |
0.6% |
59% |
False |
False |
|
20 |
21,562.75 |
21,159.45 |
403.30 |
1.9% |
111.77 |
0.5% |
63% |
False |
False |
|
40 |
21,562.75 |
20,553.45 |
1,009.30 |
4.7% |
106.40 |
0.5% |
85% |
False |
False |
|
60 |
21,562.75 |
20,379.55 |
1,183.20 |
5.5% |
107.17 |
0.5% |
87% |
False |
False |
|
80 |
21,562.75 |
20,379.55 |
1,183.20 |
5.5% |
115.17 |
0.5% |
87% |
False |
False |
|
100 |
21,562.75 |
20,374.02 |
1,188.73 |
5.6% |
112.39 |
0.5% |
88% |
False |
False |
|
120 |
21,562.75 |
19,677.94 |
1,884.81 |
8.8% |
111.09 |
0.5% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,745.00 |
2.618 |
21,622.43 |
1.618 |
21,547.33 |
1.000 |
21,500.92 |
0.618 |
21,472.23 |
HIGH |
21,425.82 |
0.618 |
21,397.13 |
0.500 |
21,388.27 |
0.382 |
21,379.41 |
LOW |
21,350.72 |
0.618 |
21,304.31 |
1.000 |
21,275.62 |
1.618 |
21,229.21 |
2.618 |
21,154.11 |
4.250 |
21,031.55 |
|
|
Fisher Pivots for day following 07-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,405.65 |
21,411.35 |
PP |
21,396.96 |
21,408.36 |
S1 |
21,388.27 |
21,405.37 |
|