Trading Metrics calculated at close of trading on 14-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2017 |
14-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1,219.2 |
1,216.4 |
-2.8 |
-0.2% |
1,212.1 |
High |
1,223.6 |
1,232.7 |
9.1 |
0.7% |
1,232.7 |
Low |
1,215.6 |
1,214.0 |
-1.6 |
-0.1% |
1,204.0 |
Close |
1,217.3 |
1,227.5 |
10.2 |
0.8% |
1,227.5 |
Range |
8.0 |
18.7 |
10.7 |
133.8% |
28.7 |
ATR |
12.8 |
13.2 |
0.4 |
3.3% |
0.0 |
Volume |
227,820 |
267,441 |
39,621 |
17.4% |
1,213,524 |
|
Daily Pivots for day following 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.8 |
1,272.9 |
1,237.8 |
|
R3 |
1,262.1 |
1,254.2 |
1,232.6 |
|
R2 |
1,243.4 |
1,243.4 |
1,230.9 |
|
R1 |
1,235.5 |
1,235.5 |
1,229.2 |
1,239.5 |
PP |
1,224.7 |
1,224.7 |
1,224.7 |
1,226.7 |
S1 |
1,216.8 |
1,216.8 |
1,225.8 |
1,220.8 |
S2 |
1,206.0 |
1,206.0 |
1,224.1 |
|
S3 |
1,187.3 |
1,198.1 |
1,222.4 |
|
S4 |
1,168.6 |
1,179.4 |
1,217.2 |
|
|
Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,307.5 |
1,296.2 |
1,243.3 |
|
R3 |
1,278.8 |
1,267.5 |
1,235.4 |
|
R2 |
1,250.1 |
1,250.1 |
1,232.8 |
|
R1 |
1,238.8 |
1,238.8 |
1,230.1 |
1,244.5 |
PP |
1,221.4 |
1,221.4 |
1,221.4 |
1,224.2 |
S1 |
1,210.1 |
1,210.1 |
1,224.9 |
1,215.8 |
S2 |
1,192.7 |
1,192.7 |
1,222.2 |
|
S3 |
1,164.0 |
1,181.4 |
1,219.6 |
|
S4 |
1,135.3 |
1,152.7 |
1,211.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,232.7 |
1,204.0 |
28.7 |
2.3% |
12.0 |
1.0% |
82% |
True |
False |
242,704 |
10 |
1,248.2 |
1,204.0 |
44.2 |
3.6% |
13.5 |
1.1% |
53% |
False |
False |
260,189 |
20 |
1,260.0 |
1,204.0 |
56.0 |
4.6% |
12.2 |
1.0% |
42% |
False |
False |
227,513 |
40 |
1,298.8 |
1,204.0 |
94.8 |
7.7% |
12.9 |
1.1% |
25% |
False |
False |
198,994 |
60 |
1,298.8 |
1,204.0 |
94.8 |
7.7% |
12.6 |
1.0% |
25% |
False |
False |
137,732 |
80 |
1,300.3 |
1,204.0 |
96.3 |
7.8% |
12.4 |
1.0% |
24% |
False |
False |
104,246 |
100 |
1,300.3 |
1,201.4 |
98.9 |
8.1% |
12.3 |
1.0% |
26% |
False |
False |
83,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,312.2 |
2.618 |
1,281.7 |
1.618 |
1,263.0 |
1.000 |
1,251.4 |
0.618 |
1,244.3 |
HIGH |
1,232.7 |
0.618 |
1,225.6 |
0.500 |
1,223.4 |
0.382 |
1,221.1 |
LOW |
1,214.0 |
0.618 |
1,202.4 |
1.000 |
1,195.3 |
1.618 |
1,183.7 |
2.618 |
1,165.0 |
4.250 |
1,134.5 |
|
|
Fisher Pivots for day following 14-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1,226.1 |
1,225.9 |
PP |
1,224.7 |
1,224.2 |
S1 |
1,223.4 |
1,222.6 |
|