Trading Metrics calculated at close of trading on 10-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2017 |
10-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1,224.6 |
1,212.1 |
-12.5 |
-1.0% |
1,241.7 |
High |
1,228.1 |
1,215.0 |
-13.1 |
-1.1% |
1,242.6 |
Low |
1,206.6 |
1,204.0 |
-2.6 |
-0.2% |
1,206.6 |
Close |
1,209.7 |
1,213.2 |
3.5 |
0.3% |
1,209.7 |
Range |
21.5 |
11.0 |
-10.5 |
-48.8% |
36.0 |
ATR |
13.6 |
13.5 |
-0.2 |
-1.4% |
0.0 |
Volume |
322,183 |
238,256 |
-83,927 |
-26.0% |
1,165,610 |
|
Daily Pivots for day following 10-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,243.7 |
1,239.5 |
1,219.3 |
|
R3 |
1,232.7 |
1,228.5 |
1,216.2 |
|
R2 |
1,221.7 |
1,221.7 |
1,215.2 |
|
R1 |
1,217.5 |
1,217.5 |
1,214.2 |
1,219.6 |
PP |
1,210.7 |
1,210.7 |
1,210.7 |
1,211.8 |
S1 |
1,206.5 |
1,206.5 |
1,212.2 |
1,208.6 |
S2 |
1,199.7 |
1,199.7 |
1,211.2 |
|
S3 |
1,188.7 |
1,195.5 |
1,210.2 |
|
S4 |
1,177.7 |
1,184.5 |
1,207.2 |
|
|
Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,327.6 |
1,304.7 |
1,229.5 |
|
R3 |
1,291.6 |
1,268.7 |
1,219.6 |
|
R2 |
1,255.6 |
1,255.6 |
1,216.3 |
|
R1 |
1,232.7 |
1,232.7 |
1,213.0 |
1,226.2 |
PP |
1,219.6 |
1,219.6 |
1,219.6 |
1,216.4 |
S1 |
1,196.7 |
1,196.7 |
1,206.4 |
1,190.2 |
S2 |
1,183.6 |
1,183.6 |
1,203.1 |
|
S3 |
1,147.6 |
1,160.7 |
1,199.8 |
|
S4 |
1,111.6 |
1,124.7 |
1,189.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,242.6 |
1,204.0 |
38.6 |
3.2% |
15.3 |
1.3% |
24% |
False |
True |
280,773 |
10 |
1,259.0 |
1,204.0 |
55.0 |
4.5% |
14.3 |
1.2% |
17% |
False |
True |
254,033 |
20 |
1,284.2 |
1,204.0 |
80.2 |
6.6% |
12.6 |
1.0% |
11% |
False |
True |
226,354 |
40 |
1,298.8 |
1,204.0 |
94.8 |
7.8% |
13.0 |
1.1% |
10% |
False |
True |
176,509 |
60 |
1,300.3 |
1,204.0 |
96.3 |
7.9% |
12.6 |
1.0% |
10% |
False |
True |
121,798 |
80 |
1,300.3 |
1,204.0 |
96.3 |
7.9% |
12.4 |
1.0% |
10% |
False |
True |
92,190 |
100 |
1,300.3 |
1,201.4 |
98.9 |
8.2% |
12.3 |
1.0% |
12% |
False |
False |
74,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,261.8 |
2.618 |
1,243.8 |
1.618 |
1,232.8 |
1.000 |
1,226.0 |
0.618 |
1,221.8 |
HIGH |
1,215.0 |
0.618 |
1,210.8 |
0.500 |
1,209.5 |
0.382 |
1,208.2 |
LOW |
1,204.0 |
0.618 |
1,197.2 |
1.000 |
1,193.0 |
1.618 |
1,186.2 |
2.618 |
1,175.2 |
4.250 |
1,157.3 |
|
|
Fisher Pivots for day following 10-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1,212.0 |
1,216.8 |
PP |
1,210.7 |
1,215.6 |
S1 |
1,209.5 |
1,214.4 |
|