Trading Metrics calculated at close of trading on 17-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2017 |
17-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1,216.4 |
1,228.7 |
12.3 |
1.0% |
1,212.1 |
High |
1,232.7 |
1,235.4 |
2.7 |
0.2% |
1,232.7 |
Low |
1,214.0 |
1,227.5 |
13.5 |
1.1% |
1,204.0 |
Close |
1,227.5 |
1,233.7 |
6.2 |
0.5% |
1,227.5 |
Range |
18.7 |
7.9 |
-10.8 |
-57.8% |
28.7 |
ATR |
13.2 |
12.8 |
-0.4 |
-2.9% |
0.0 |
Volume |
267,441 |
174,904 |
-92,537 |
-34.6% |
1,213,524 |
|
Daily Pivots for day following 17-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,255.9 |
1,252.7 |
1,238.0 |
|
R3 |
1,248.0 |
1,244.8 |
1,235.9 |
|
R2 |
1,240.1 |
1,240.1 |
1,235.1 |
|
R1 |
1,236.9 |
1,236.9 |
1,234.4 |
1,238.5 |
PP |
1,232.2 |
1,232.2 |
1,232.2 |
1,233.0 |
S1 |
1,229.0 |
1,229.0 |
1,233.0 |
1,230.6 |
S2 |
1,224.3 |
1,224.3 |
1,232.3 |
|
S3 |
1,216.4 |
1,221.1 |
1,231.5 |
|
S4 |
1,208.5 |
1,213.2 |
1,229.4 |
|
|
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 |
1,235.4 |
1,207.4 |
28.0 |
2.3% |
11.4 |
0.9% |
94% |
True |
False |
230,034 |
10 |
1,242.6 |
1,204.0 |
38.6 |
3.1% |
13.4 |
1.1% |
77% |
False |
False |
255,403 |
20 |
1,260.0 |
1,204.0 |
56.0 |
4.5% |
12.3 |
1.0% |
53% |
False |
False |
228,803 |
40 |
1,298.8 |
1,204.0 |
94.8 |
7.7% |
12.6 |
1.0% |
31% |
False |
False |
202,723 |
60 |
1,298.8 |
1,204.0 |
94.8 |
7.7% |
12.6 |
1.0% |
31% |
False |
False |
140,599 |
80 |
1,300.3 |
1,204.0 |
96.3 |
7.8% |
12.4 |
1.0% |
31% |
False |
False |
106,410 |
100 |
1,300.3 |
1,201.4 |
98.9 |
8.0% |
12.3 |
1.0% |
33% |
False |
False |
85,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,269.0 |
2.618 |
1,256.1 |
1.618 |
1,248.2 |
1.000 |
1,243.3 |
0.618 |
1,240.3 |
HIGH |
1,235.4 |
0.618 |
1,232.4 |
0.500 |
1,231.5 |
0.382 |
1,230.5 |
LOW |
1,227.5 |
0.618 |
1,222.6 |
1.000 |
1,219.6 |
1.618 |
1,214.7 |
2.618 |
1,206.8 |
4.250 |
1,193.9 |
|
|
Fisher Pivots for day following 17-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1,233.0 |
1,230.7 |
PP |
1,232.2 |
1,227.7 |
S1 |
1,231.5 |
1,224.7 |
|