Trading Metrics calculated at close of trading on 25-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2017 |
25-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1,255.5 |
1,255.2 |
-0.3 |
0.0% |
1,228.7 |
High |
1,259.0 |
1,258.0 |
-1.0 |
-0.1% |
1,255.9 |
Low |
1,252.0 |
1,248.8 |
-3.2 |
-0.3% |
1,227.5 |
Close |
1,254.3 |
1,252.1 |
-2.2 |
-0.2% |
1,254.9 |
Range |
7.0 |
9.2 |
2.2 |
31.4% |
28.4 |
ATR |
12.1 |
11.9 |
-0.2 |
-1.7% |
0.0 |
Volume |
212,881 |
230,392 |
17,511 |
8.2% |
1,135,671 |
|
Daily Pivots for day following 25-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.6 |
1,275.5 |
1,257.2 |
|
R3 |
1,271.4 |
1,266.3 |
1,254.6 |
|
R2 |
1,262.2 |
1,262.2 |
1,253.8 |
|
R1 |
1,257.1 |
1,257.1 |
1,252.9 |
1,255.1 |
PP |
1,253.0 |
1,253.0 |
1,253.0 |
1,251.9 |
S1 |
1,247.9 |
1,247.9 |
1,251.3 |
1,245.9 |
S2 |
1,243.8 |
1,243.8 |
1,250.4 |
|
S3 |
1,234.6 |
1,238.7 |
1,249.6 |
|
S4 |
1,225.4 |
1,229.5 |
1,247.0 |
|
|
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 |
1,234.6 |
24.4 |
1.9% |
10.1 |
0.8% |
72% |
False |
False |
230,170 |
10 |
1,259.0 |
1,212.5 |
46.5 |
3.7% |
11.0 |
0.9% |
85% |
False |
False |
233,697 |
20 |
1,259.0 |
1,204.0 |
55.0 |
4.4% |
12.0 |
1.0% |
87% |
False |
False |
243,354 |
40 |
1,298.8 |
1,204.0 |
94.8 |
7.6% |
12.5 |
1.0% |
51% |
False |
False |
227,959 |
60 |
1,298.8 |
1,204.0 |
94.8 |
7.6% |
12.6 |
1.0% |
51% |
False |
False |
163,479 |
80 |
1,300.3 |
1,204.0 |
96.3 |
7.7% |
12.4 |
1.0% |
50% |
False |
False |
123,679 |
100 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
12.2 |
1.0% |
51% |
False |
False |
99,570 |
120 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
12.2 |
1.0% |
51% |
False |
False |
83,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,297.1 |
2.618 |
1,282.1 |
1.618 |
1,272.9 |
1.000 |
1,267.2 |
0.618 |
1,263.7 |
HIGH |
1,258.0 |
0.618 |
1,254.5 |
0.500 |
1,253.4 |
0.382 |
1,252.3 |
LOW |
1,248.8 |
0.618 |
1,243.1 |
1.000 |
1,239.6 |
1.618 |
1,233.9 |
2.618 |
1,224.7 |
4.250 |
1,209.7 |
|
|
Fisher Pivots for day following 25-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1,253.4 |
1,251.7 |
PP |
1,253.0 |
1,251.3 |
S1 |
1,252.5 |
1,250.9 |
|