Trading Metrics calculated at close of trading on 13-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2017 |
13-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1,216.5 |
1,219.2 |
2.7 |
0.2% |
1,241.7 |
High |
1,225.2 |
1,223.6 |
-1.6 |
-0.1% |
1,242.6 |
Low |
1,212.5 |
1,215.6 |
3.1 |
0.3% |
1,206.6 |
Close |
1,219.1 |
1,217.3 |
-1.8 |
-0.1% |
1,209.7 |
Range |
12.7 |
8.0 |
-4.7 |
-37.0% |
36.0 |
ATR |
13.2 |
12.8 |
-0.4 |
-2.8% |
0.0 |
Volume |
262,766 |
227,820 |
-34,946 |
-13.3% |
1,165,610 |
|
Daily Pivots for day following 13-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,242.8 |
1,238.1 |
1,221.7 |
|
R3 |
1,234.8 |
1,230.1 |
1,219.5 |
|
R2 |
1,226.8 |
1,226.8 |
1,218.8 |
|
R1 |
1,222.1 |
1,222.1 |
1,218.0 |
1,220.5 |
PP |
1,218.8 |
1,218.8 |
1,218.8 |
1,218.0 |
S1 |
1,214.1 |
1,214.1 |
1,216.6 |
1,212.5 |
S2 |
1,210.8 |
1,210.8 |
1,215.8 |
|
S3 |
1,202.8 |
1,206.1 |
1,215.1 |
|
S4 |
1,194.8 |
1,198.1 |
1,212.9 |
|
|
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 |
1,228.1 |
1,204.0 |
24.1 |
2.0% |
12.6 |
1.0% |
55% |
False |
False |
253,653 |
10 |
1,253.2 |
1,204.0 |
49.2 |
4.0% |
13.0 |
1.1% |
27% |
False |
False |
261,220 |
20 |
1,268.5 |
1,204.0 |
64.5 |
5.3% |
12.0 |
1.0% |
21% |
False |
False |
226,898 |
40 |
1,298.8 |
1,204.0 |
94.8 |
7.8% |
13.1 |
1.1% |
14% |
False |
False |
192,926 |
60 |
1,298.8 |
1,204.0 |
94.8 |
7.8% |
12.6 |
1.0% |
14% |
False |
False |
133,389 |
80 |
1,300.3 |
1,204.0 |
96.3 |
7.9% |
12.4 |
1.0% |
14% |
False |
False |
100,923 |
100 |
1,300.3 |
1,201.4 |
98.9 |
8.1% |
12.2 |
1.0% |
16% |
False |
False |
81,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,257.6 |
2.618 |
1,244.5 |
1.618 |
1,236.5 |
1.000 |
1,231.6 |
0.618 |
1,228.5 |
HIGH |
1,223.6 |
0.618 |
1,220.5 |
0.500 |
1,219.6 |
0.382 |
1,218.7 |
LOW |
1,215.6 |
0.618 |
1,210.7 |
1.000 |
1,207.6 |
1.618 |
1,202.7 |
2.618 |
1,194.7 |
4.250 |
1,181.6 |
|
|
Fisher Pivots for day following 13-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1,219.6 |
1,217.0 |
PP |
1,218.8 |
1,216.6 |
S1 |
1,218.1 |
1,216.3 |
|