Trading Metrics calculated at close of trading on 20-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2017 |
20-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1,242.0 |
1,240.6 |
-1.4 |
-0.1% |
1,212.1 |
High |
1,243.5 |
1,247.2 |
3.7 |
0.3% |
1,232.7 |
Low |
1,235.1 |
1,234.6 |
-0.5 |
0.0% |
1,204.0 |
Close |
1,242.0 |
1,245.5 |
3.5 |
0.3% |
1,227.5 |
Range |
8.4 |
12.6 |
4.2 |
50.0% |
28.7 |
ATR |
12.4 |
12.5 |
0.0 |
0.1% |
0.0 |
Volume |
198,029 |
269,021 |
70,992 |
35.8% |
1,213,524 |
|
Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.2 |
1,275.5 |
1,252.4 |
|
R3 |
1,267.6 |
1,262.9 |
1,249.0 |
|
R2 |
1,255.0 |
1,255.0 |
1,247.8 |
|
R1 |
1,250.3 |
1,250.3 |
1,246.7 |
1,252.7 |
PP |
1,242.4 |
1,242.4 |
1,242.4 |
1,243.6 |
S1 |
1,237.7 |
1,237.7 |
1,244.3 |
1,240.1 |
S2 |
1,229.8 |
1,229.8 |
1,243.2 |
|
S3 |
1,217.2 |
1,225.1 |
1,242.0 |
|
S4 |
1,204.6 |
1,212.5 |
1,238.6 |
|
|
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 |
1,247.2 |
1,214.0 |
33.2 |
2.7% |
11.9 |
1.0% |
95% |
True |
False |
232,516 |
10 |
1,247.2 |
1,204.0 |
43.2 |
3.5% |
12.2 |
1.0% |
96% |
True |
False |
243,085 |
20 |
1,260.0 |
1,204.0 |
56.0 |
4.5% |
12.6 |
1.0% |
74% |
False |
False |
238,040 |
40 |
1,298.8 |
1,204.0 |
94.8 |
7.6% |
12.6 |
1.0% |
44% |
False |
False |
217,637 |
60 |
1,298.8 |
1,204.0 |
94.8 |
7.6% |
12.5 |
1.0% |
44% |
False |
False |
152,317 |
80 |
1,300.3 |
1,204.0 |
96.3 |
7.7% |
12.4 |
1.0% |
43% |
False |
False |
115,277 |
100 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
12.3 |
1.0% |
45% |
False |
False |
92,805 |
120 |
1,300.3 |
1,197.0 |
103.3 |
8.3% |
12.3 |
1.0% |
47% |
False |
False |
77,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,300.8 |
2.618 |
1,280.2 |
1.618 |
1,267.6 |
1.000 |
1,259.8 |
0.618 |
1,255.0 |
HIGH |
1,247.2 |
0.618 |
1,242.4 |
0.500 |
1,240.9 |
0.382 |
1,239.4 |
LOW |
1,234.6 |
0.618 |
1,226.8 |
1.000 |
1,222.0 |
1.618 |
1,214.2 |
2.618 |
1,201.6 |
4.250 |
1,181.1 |
|
|
Fisher Pivots for day following 20-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1,244.0 |
1,243.6 |
PP |
1,242.4 |
1,241.6 |
S1 |
1,240.9 |
1,239.7 |
|