Trading Metrics calculated at close of trading on 24-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2017 |
24-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1,244.1 |
1,255.5 |
11.4 |
0.9% |
1,228.7 |
High |
1,255.9 |
1,259.0 |
3.1 |
0.2% |
1,255.9 |
Low |
1,242.8 |
1,252.0 |
9.2 |
0.7% |
1,227.5 |
Close |
1,254.9 |
1,254.3 |
-0.6 |
0.0% |
1,254.9 |
Range |
13.1 |
7.0 |
-6.1 |
-46.6% |
28.4 |
ATR |
12.5 |
12.1 |
-0.4 |
-3.1% |
0.0 |
Volume |
240,528 |
212,881 |
-27,647 |
-11.5% |
1,135,671 |
|
Daily Pivots for day following 24-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,276.1 |
1,272.2 |
1,258.2 |
|
R3 |
1,269.1 |
1,265.2 |
1,256.2 |
|
R2 |
1,262.1 |
1,262.1 |
1,255.6 |
|
R1 |
1,258.2 |
1,258.2 |
1,254.9 |
1,256.7 |
PP |
1,255.1 |
1,255.1 |
1,255.1 |
1,254.3 |
S1 |
1,251.2 |
1,251.2 |
1,253.7 |
1,249.7 |
S2 |
1,248.1 |
1,248.1 |
1,253.0 |
|
S3 |
1,241.1 |
1,244.2 |
1,252.4 |
|
S4 |
1,234.1 |
1,237.2 |
1,250.5 |
|
|
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 |
1,259.0 |
1,232.2 |
26.8 |
2.1% |
10.6 |
0.8% |
82% |
True |
False |
234,729 |
10 |
1,259.0 |
1,207.4 |
51.6 |
4.1% |
11.0 |
0.9% |
91% |
True |
False |
232,382 |
20 |
1,259.0 |
1,204.0 |
55.0 |
4.4% |
12.6 |
1.0% |
91% |
True |
False |
243,207 |
40 |
1,298.8 |
1,204.0 |
94.8 |
7.6% |
12.7 |
1.0% |
53% |
False |
False |
226,174 |
60 |
1,298.8 |
1,204.0 |
94.8 |
7.6% |
12.5 |
1.0% |
53% |
False |
False |
159,744 |
80 |
1,300.3 |
1,204.0 |
96.3 |
7.7% |
12.5 |
1.0% |
52% |
False |
False |
120,845 |
100 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
12.2 |
1.0% |
53% |
False |
False |
97,293 |
120 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
12.2 |
1.0% |
53% |
False |
False |
81,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,288.8 |
2.618 |
1,277.3 |
1.618 |
1,270.3 |
1.000 |
1,266.0 |
0.618 |
1,263.3 |
HIGH |
1,259.0 |
0.618 |
1,256.3 |
0.500 |
1,255.5 |
0.382 |
1,254.7 |
LOW |
1,252.0 |
0.618 |
1,247.7 |
1.000 |
1,245.0 |
1.618 |
1,240.7 |
2.618 |
1,233.7 |
4.250 |
1,222.3 |
|
|
Fisher Pivots for day following 24-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1,255.5 |
1,251.8 |
PP |
1,255.1 |
1,249.3 |
S1 |
1,254.7 |
1,246.8 |
|