Trading Metrics calculated at close of trading on 21-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2017 |
21-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1,240.6 |
1,244.1 |
3.5 |
0.3% |
1,228.7 |
High |
1,247.2 |
1,255.9 |
8.7 |
0.7% |
1,255.9 |
Low |
1,234.6 |
1,242.8 |
8.2 |
0.7% |
1,227.5 |
Close |
1,245.5 |
1,254.9 |
9.4 |
0.8% |
1,254.9 |
Range |
12.6 |
13.1 |
0.5 |
4.0% |
28.4 |
ATR |
12.5 |
12.5 |
0.0 |
0.4% |
0.0 |
Volume |
269,021 |
240,528 |
-28,493 |
-10.6% |
1,135,671 |
|
Daily Pivots for day following 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,290.5 |
1,285.8 |
1,262.1 |
|
R3 |
1,277.4 |
1,272.7 |
1,258.5 |
|
R2 |
1,264.3 |
1,264.3 |
1,257.3 |
|
R1 |
1,259.6 |
1,259.6 |
1,256.1 |
1,262.0 |
PP |
1,251.2 |
1,251.2 |
1,251.2 |
1,252.4 |
S1 |
1,246.5 |
1,246.5 |
1,253.7 |
1,248.9 |
S2 |
1,238.1 |
1,238.1 |
1,252.5 |
|
S3 |
1,225.0 |
1,233.4 |
1,251.3 |
|
S4 |
1,211.9 |
1,220.3 |
1,247.7 |
|
|
Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,331.3 |
1,321.5 |
1,270.5 |
|
R3 |
1,302.9 |
1,293.1 |
1,262.7 |
|
R2 |
1,274.5 |
1,274.5 |
1,260.1 |
|
R1 |
1,264.7 |
1,264.7 |
1,257.5 |
1,269.6 |
PP |
1,246.1 |
1,246.1 |
1,246.1 |
1,248.6 |
S1 |
1,236.3 |
1,236.3 |
1,252.3 |
1,241.2 |
S2 |
1,217.7 |
1,217.7 |
1,249.7 |
|
S3 |
1,189.3 |
1,207.9 |
1,247.1 |
|
S4 |
1,160.9 |
1,179.5 |
1,239.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,255.9 |
1,227.5 |
28.4 |
2.3% |
10.8 |
0.9% |
96% |
True |
False |
227,134 |
10 |
1,255.9 |
1,204.0 |
51.9 |
4.1% |
11.4 |
0.9% |
98% |
True |
False |
234,919 |
20 |
1,260.0 |
1,204.0 |
56.0 |
4.5% |
12.8 |
1.0% |
91% |
False |
False |
240,697 |
40 |
1,298.8 |
1,204.0 |
94.8 |
7.6% |
12.6 |
1.0% |
54% |
False |
False |
222,431 |
60 |
1,298.8 |
1,204.0 |
94.8 |
7.6% |
12.5 |
1.0% |
54% |
False |
False |
156,237 |
80 |
1,300.3 |
1,204.0 |
96.3 |
7.7% |
12.5 |
1.0% |
53% |
False |
False |
118,242 |
100 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
12.3 |
1.0% |
54% |
False |
False |
95,183 |
120 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
12.3 |
1.0% |
54% |
False |
False |
79,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,311.6 |
2.618 |
1,290.2 |
1.618 |
1,277.1 |
1.000 |
1,269.0 |
0.618 |
1,264.0 |
HIGH |
1,255.9 |
0.618 |
1,250.9 |
0.500 |
1,249.4 |
0.382 |
1,247.8 |
LOW |
1,242.8 |
0.618 |
1,234.7 |
1.000 |
1,229.7 |
1.618 |
1,221.6 |
2.618 |
1,208.5 |
4.250 |
1,187.1 |
|
|
Fisher Pivots for day following 21-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1,253.1 |
1,251.7 |
PP |
1,251.2 |
1,248.5 |
S1 |
1,249.4 |
1,245.3 |
|