Trading Metrics calculated at close of trading on 11-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2017 |
11-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1,212.1 |
1,213.8 |
1.7 |
0.1% |
1,241.7 |
High |
1,215.0 |
1,217.1 |
2.1 |
0.2% |
1,242.6 |
Low |
1,204.0 |
1,207.4 |
3.4 |
0.3% |
1,206.6 |
Close |
1,213.2 |
1,214.7 |
1.5 |
0.1% |
1,209.7 |
Range |
11.0 |
9.7 |
-1.3 |
-11.8% |
36.0 |
ATR |
13.5 |
13.2 |
-0.3 |
-2.0% |
0.0 |
Volume |
238,256 |
217,241 |
-21,015 |
-8.8% |
1,165,610 |
|
Daily Pivots for day following 11-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,242.2 |
1,238.1 |
1,220.0 |
|
R3 |
1,232.5 |
1,228.4 |
1,217.4 |
|
R2 |
1,222.8 |
1,222.8 |
1,216.5 |
|
R1 |
1,218.7 |
1,218.7 |
1,215.6 |
1,220.8 |
PP |
1,213.1 |
1,213.1 |
1,213.1 |
1,214.1 |
S1 |
1,209.0 |
1,209.0 |
1,213.8 |
1,211.1 |
S2 |
1,203.4 |
1,203.4 |
1,212.9 |
|
S3 |
1,193.7 |
1,199.3 |
1,212.0 |
|
S4 |
1,184.0 |
1,189.6 |
1,209.4 |
|
|
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 |
1,229.5 |
1,204.0 |
25.5 |
2.1% |
12.4 |
1.0% |
42% |
False |
False |
267,331 |
10 |
1,255.7 |
1,204.0 |
51.7 |
4.3% |
13.0 |
1.1% |
21% |
False |
False |
253,011 |
20 |
1,284.2 |
1,204.0 |
80.2 |
6.6% |
12.8 |
1.1% |
13% |
False |
False |
228,566 |
40 |
1,298.8 |
1,204.0 |
94.8 |
7.8% |
13.0 |
1.1% |
11% |
False |
False |
181,386 |
60 |
1,300.3 |
1,204.0 |
96.3 |
7.9% |
12.7 |
1.0% |
11% |
False |
False |
125,370 |
80 |
1,300.3 |
1,204.0 |
96.3 |
7.9% |
12.3 |
1.0% |
11% |
False |
False |
94,873 |
100 |
1,300.3 |
1,201.4 |
98.9 |
8.1% |
12.2 |
1.0% |
13% |
False |
False |
76,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,258.3 |
2.618 |
1,242.5 |
1.618 |
1,232.8 |
1.000 |
1,226.8 |
0.618 |
1,223.1 |
HIGH |
1,217.1 |
0.618 |
1,213.4 |
0.500 |
1,212.3 |
0.382 |
1,211.1 |
LOW |
1,207.4 |
0.618 |
1,201.4 |
1.000 |
1,197.7 |
1.618 |
1,191.7 |
2.618 |
1,182.0 |
4.250 |
1,166.2 |
|
|
Fisher Pivots for day following 11-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1,213.9 |
1,216.1 |
PP |
1,213.1 |
1,215.6 |
S1 |
1,212.3 |
1,215.2 |
|