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 |
21,492.83 |
21,423.93 |
-68.90 |
-0.3% |
21,434.68 |
High |
21,505.36 |
21,433.10 |
-72.26 |
-0.3% |
21,506.21 |
Low |
21,404.76 |
21,305.38 |
-99.38 |
-0.5% |
21,197.08 |
Close |
21,478.17 |
21,320.04 |
-158.13 |
-0.7% |
21,349.63 |
Range |
100.60 |
127.72 |
27.12 |
27.0% |
309.13 |
ATR |
128.47 |
131.64 |
3.17 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,736.00 |
21,655.74 |
21,390.29 |
|
R3 |
21,608.28 |
21,528.02 |
21,355.16 |
|
R2 |
21,480.56 |
21,480.56 |
21,343.46 |
|
R1 |
21,400.30 |
21,400.30 |
21,331.75 |
21,376.57 |
PP |
21,352.84 |
21,352.84 |
21,352.84 |
21,340.98 |
S1 |
21,272.58 |
21,272.58 |
21,308.33 |
21,248.85 |
S2 |
21,225.12 |
21,225.12 |
21,296.62 |
|
S3 |
21,097.40 |
21,144.86 |
21,284.92 |
|
S4 |
20,969.68 |
21,017.14 |
21,249.79 |
|
|
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% |
158.14 |
0.7% |
34% |
False |
False |
|
10 |
21,562.75 |
21,197.08 |
365.67 |
1.7% |
130.16 |
0.6% |
34% |
False |
False |
|
20 |
21,562.75 |
21,138.16 |
424.59 |
2.0% |
114.39 |
0.5% |
43% |
False |
False |
|
40 |
21,562.75 |
20,553.45 |
1,009.30 |
4.7% |
106.83 |
0.5% |
76% |
False |
False |
|
60 |
21,562.75 |
20,379.55 |
1,183.20 |
5.5% |
108.38 |
0.5% |
79% |
False |
False |
|
80 |
21,562.75 |
20,379.55 |
1,183.20 |
5.5% |
115.33 |
0.5% |
79% |
False |
False |
|
100 |
21,562.75 |
20,322.95 |
1,239.80 |
5.8% |
112.83 |
0.5% |
80% |
False |
False |
|
120 |
21,562.75 |
19,677.94 |
1,884.81 |
8.8% |
111.32 |
0.5% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,975.91 |
2.618 |
21,767.47 |
1.618 |
21,639.75 |
1.000 |
21,560.82 |
0.618 |
21,512.03 |
HIGH |
21,433.10 |
0.618 |
21,384.31 |
0.500 |
21,369.24 |
0.382 |
21,354.17 |
LOW |
21,305.38 |
0.618 |
21,226.45 |
1.000 |
21,177.66 |
1.618 |
21,098.73 |
2.618 |
20,971.01 |
4.250 |
20,762.57 |
|
|
Fisher Pivots for day following 06-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,369.24 |
21,434.07 |
PP |
21,352.84 |
21,396.06 |
S1 |
21,336.44 |
21,358.05 |
|