Trading Metrics calculated at close of trading on 18-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2017 |
18-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1,228.7 |
1,233.3 |
4.6 |
0.4% |
1,212.1 |
High |
1,235.4 |
1,244.1 |
8.7 |
0.7% |
1,232.7 |
Low |
1,227.5 |
1,232.2 |
4.7 |
0.4% |
1,204.0 |
Close |
1,233.7 |
1,241.9 |
8.2 |
0.7% |
1,227.5 |
Range |
7.9 |
11.9 |
4.0 |
50.6% |
28.7 |
ATR |
12.8 |
12.8 |
-0.1 |
-0.5% |
0.0 |
Volume |
174,904 |
253,189 |
78,285 |
44.8% |
1,213,524 |
|
Daily Pivots for day following 18-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,275.1 |
1,270.4 |
1,248.4 |
|
R3 |
1,263.2 |
1,258.5 |
1,245.2 |
|
R2 |
1,251.3 |
1,251.3 |
1,244.1 |
|
R1 |
1,246.6 |
1,246.6 |
1,243.0 |
1,249.0 |
PP |
1,239.4 |
1,239.4 |
1,239.4 |
1,240.6 |
S1 |
1,234.7 |
1,234.7 |
1,240.8 |
1,237.1 |
S2 |
1,227.5 |
1,227.5 |
1,239.7 |
|
S3 |
1,215.6 |
1,222.8 |
1,238.6 |
|
S4 |
1,203.7 |
1,210.9 |
1,235.4 |
|
|
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 |
1,244.1 |
1,212.5 |
31.6 |
2.5% |
11.8 |
1.0% |
93% |
True |
False |
237,224 |
10 |
1,244.1 |
1,204.0 |
40.1 |
3.2% |
12.1 |
1.0% |
95% |
True |
False |
252,277 |
20 |
1,260.0 |
1,204.0 |
56.0 |
4.5% |
12.2 |
1.0% |
68% |
False |
False |
232,480 |
40 |
1,298.8 |
1,204.0 |
94.8 |
7.6% |
12.7 |
1.0% |
40% |
False |
False |
208,453 |
60 |
1,298.8 |
1,204.0 |
94.8 |
7.6% |
12.7 |
1.0% |
40% |
False |
False |
144,776 |
80 |
1,300.3 |
1,204.0 |
96.3 |
7.8% |
12.5 |
1.0% |
39% |
False |
False |
109,503 |
100 |
1,300.3 |
1,201.4 |
98.9 |
8.0% |
12.3 |
1.0% |
41% |
False |
False |
88,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,294.7 |
2.618 |
1,275.3 |
1.618 |
1,263.4 |
1.000 |
1,256.0 |
0.618 |
1,251.5 |
HIGH |
1,244.1 |
0.618 |
1,239.6 |
0.500 |
1,238.2 |
0.382 |
1,236.7 |
LOW |
1,232.2 |
0.618 |
1,224.8 |
1.000 |
1,220.3 |
1.618 |
1,212.9 |
2.618 |
1,201.0 |
4.250 |
1,181.6 |
|
|
Fisher Pivots for day following 18-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1,240.7 |
1,237.6 |
PP |
1,239.4 |
1,233.3 |
S1 |
1,238.2 |
1,229.1 |
|