Trading Metrics calculated at close of trading on 12-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2017 |
12-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1,213.8 |
1,216.5 |
2.7 |
0.2% |
1,241.7 |
High |
1,217.1 |
1,225.2 |
8.1 |
0.7% |
1,242.6 |
Low |
1,207.4 |
1,212.5 |
5.1 |
0.4% |
1,206.6 |
Close |
1,214.7 |
1,219.1 |
4.4 |
0.4% |
1,209.7 |
Range |
9.7 |
12.7 |
3.0 |
30.9% |
36.0 |
ATR |
13.2 |
13.2 |
0.0 |
-0.3% |
0.0 |
Volume |
217,241 |
262,766 |
45,525 |
21.0% |
1,165,610 |
|
Daily Pivots for day following 12-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,257.0 |
1,250.8 |
1,226.1 |
|
R3 |
1,244.3 |
1,238.1 |
1,222.6 |
|
R2 |
1,231.6 |
1,231.6 |
1,221.4 |
|
R1 |
1,225.4 |
1,225.4 |
1,220.3 |
1,228.5 |
PP |
1,218.9 |
1,218.9 |
1,218.9 |
1,220.5 |
S1 |
1,212.7 |
1,212.7 |
1,217.9 |
1,215.8 |
S2 |
1,206.2 |
1,206.2 |
1,216.8 |
|
S3 |
1,193.5 |
1,200.0 |
1,215.6 |
|
S4 |
1,180.8 |
1,187.3 |
1,212.1 |
|
|
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% |
12.5 |
1.0% |
59% |
False |
False |
246,531 |
10 |
1,255.7 |
1,204.0 |
51.7 |
4.2% |
13.1 |
1.1% |
29% |
False |
False |
257,945 |
20 |
1,284.2 |
1,204.0 |
80.2 |
6.6% |
12.9 |
1.1% |
19% |
False |
False |
232,924 |
40 |
1,298.8 |
1,204.0 |
94.8 |
7.8% |
13.1 |
1.1% |
16% |
False |
False |
187,710 |
60 |
1,298.8 |
1,204.0 |
94.8 |
7.8% |
12.7 |
1.0% |
16% |
False |
False |
129,680 |
80 |
1,300.3 |
1,204.0 |
96.3 |
7.9% |
12.4 |
1.0% |
16% |
False |
False |
98,095 |
100 |
1,300.3 |
1,201.4 |
98.9 |
8.1% |
12.3 |
1.0% |
18% |
False |
False |
79,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,279.2 |
2.618 |
1,258.4 |
1.618 |
1,245.7 |
1.000 |
1,237.9 |
0.618 |
1,233.0 |
HIGH |
1,225.2 |
0.618 |
1,220.3 |
0.500 |
1,218.9 |
0.382 |
1,217.4 |
LOW |
1,212.5 |
0.618 |
1,204.7 |
1.000 |
1,199.8 |
1.618 |
1,192.0 |
2.618 |
1,179.3 |
4.250 |
1,158.5 |
|
|
Fisher Pivots for day following 12-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1,219.0 |
1,217.6 |
PP |
1,218.9 |
1,216.1 |
S1 |
1,218.9 |
1,214.6 |
|