Trading Metrics calculated at close of trading on 19-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2017 |
19-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1,233.3 |
1,242.0 |
8.7 |
0.7% |
1,212.1 |
High |
1,244.1 |
1,243.5 |
-0.6 |
0.0% |
1,232.7 |
Low |
1,232.2 |
1,235.1 |
2.9 |
0.2% |
1,204.0 |
Close |
1,241.9 |
1,242.0 |
0.1 |
0.0% |
1,227.5 |
Range |
11.9 |
8.4 |
-3.5 |
-29.4% |
28.7 |
ATR |
12.8 |
12.4 |
-0.3 |
-2.4% |
0.0 |
Volume |
253,189 |
198,029 |
-55,160 |
-21.8% |
1,213,524 |
|
Daily Pivots for day following 19-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,265.4 |
1,262.1 |
1,246.6 |
|
R3 |
1,257.0 |
1,253.7 |
1,244.3 |
|
R2 |
1,248.6 |
1,248.6 |
1,243.5 |
|
R1 |
1,245.3 |
1,245.3 |
1,242.8 |
1,246.2 |
PP |
1,240.2 |
1,240.2 |
1,240.2 |
1,240.7 |
S1 |
1,236.9 |
1,236.9 |
1,241.2 |
1,237.8 |
S2 |
1,231.8 |
1,231.8 |
1,240.5 |
|
S3 |
1,223.4 |
1,228.5 |
1,239.7 |
|
S4 |
1,215.0 |
1,220.1 |
1,237.4 |
|
|
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 |
1,214.0 |
30.1 |
2.4% |
11.0 |
0.9% |
93% |
False |
False |
224,276 |
10 |
1,244.1 |
1,204.0 |
40.1 |
3.2% |
11.8 |
0.9% |
95% |
False |
False |
235,404 |
20 |
1,260.0 |
1,204.0 |
56.0 |
4.5% |
12.3 |
1.0% |
68% |
False |
False |
233,112 |
40 |
1,298.8 |
1,204.0 |
94.8 |
7.6% |
12.6 |
1.0% |
40% |
False |
False |
212,265 |
60 |
1,298.8 |
1,204.0 |
94.8 |
7.6% |
12.6 |
1.0% |
40% |
False |
False |
147,921 |
80 |
1,300.3 |
1,204.0 |
96.3 |
7.8% |
12.4 |
1.0% |
39% |
False |
False |
111,952 |
100 |
1,300.3 |
1,201.4 |
98.9 |
8.0% |
12.2 |
1.0% |
41% |
False |
False |
90,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,279.2 |
2.618 |
1,265.5 |
1.618 |
1,257.1 |
1.000 |
1,251.9 |
0.618 |
1,248.7 |
HIGH |
1,243.5 |
0.618 |
1,240.3 |
0.500 |
1,239.3 |
0.382 |
1,238.3 |
LOW |
1,235.1 |
0.618 |
1,229.9 |
1.000 |
1,226.7 |
1.618 |
1,221.5 |
2.618 |
1,213.1 |
4.250 |
1,199.4 |
|
|
Fisher Pivots for day following 19-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1,241.1 |
1,239.9 |
PP |
1,240.2 |
1,237.9 |
S1 |
1,239.3 |
1,235.8 |
|