Trading Metrics calculated at close of trading on 26-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2017 |
26-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1,255.2 |
1,250.3 |
-4.9 |
-0.4% |
1,228.7 |
High |
1,258.0 |
1,263.4 |
5.4 |
0.4% |
1,255.9 |
Low |
1,248.8 |
1,243.2 |
-5.6 |
-0.4% |
1,227.5 |
Close |
1,252.1 |
1,249.4 |
-2.7 |
-0.2% |
1,254.9 |
Range |
9.2 |
20.2 |
11.0 |
119.6% |
28.4 |
ATR |
11.9 |
12.5 |
0.6 |
5.0% |
0.0 |
Volume |
230,392 |
256,115 |
25,723 |
11.2% |
1,135,671 |
|
Daily Pivots for day following 26-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,312.6 |
1,301.2 |
1,260.5 |
|
R3 |
1,292.4 |
1,281.0 |
1,255.0 |
|
R2 |
1,272.2 |
1,272.2 |
1,253.1 |
|
R1 |
1,260.8 |
1,260.8 |
1,251.3 |
1,256.4 |
PP |
1,252.0 |
1,252.0 |
1,252.0 |
1,249.8 |
S1 |
1,240.6 |
1,240.6 |
1,247.5 |
1,236.2 |
S2 |
1,231.8 |
1,231.8 |
1,245.7 |
|
S3 |
1,211.6 |
1,220.4 |
1,243.8 |
|
S4 |
1,191.4 |
1,200.2 |
1,238.3 |
|
|
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 |
1,263.4 |
1,234.6 |
28.8 |
2.3% |
12.4 |
1.0% |
51% |
True |
False |
241,787 |
10 |
1,263.4 |
1,214.0 |
49.4 |
4.0% |
11.7 |
0.9% |
72% |
True |
False |
233,032 |
20 |
1,263.4 |
1,204.0 |
59.4 |
4.8% |
12.4 |
1.0% |
76% |
True |
False |
245,488 |
40 |
1,298.8 |
1,204.0 |
94.8 |
7.6% |
12.7 |
1.0% |
48% |
False |
False |
227,207 |
60 |
1,298.8 |
1,204.0 |
94.8 |
7.6% |
12.6 |
1.0% |
48% |
False |
False |
167,619 |
80 |
1,300.3 |
1,204.0 |
96.3 |
7.7% |
12.6 |
1.0% |
47% |
False |
False |
126,841 |
100 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
12.2 |
1.0% |
49% |
False |
False |
102,102 |
120 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
12.2 |
1.0% |
49% |
False |
False |
85,413 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,349.3 |
2.618 |
1,316.3 |
1.618 |
1,296.1 |
1.000 |
1,283.6 |
0.618 |
1,275.9 |
HIGH |
1,263.4 |
0.618 |
1,255.7 |
0.500 |
1,253.3 |
0.382 |
1,250.9 |
LOW |
1,243.2 |
0.618 |
1,230.7 |
1.000 |
1,223.0 |
1.618 |
1,210.5 |
2.618 |
1,190.3 |
4.250 |
1,157.4 |
|
|
Fisher Pivots for day following 26-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1,253.3 |
1,253.3 |
PP |
1,252.0 |
1,252.0 |
S1 |
1,250.7 |
1,250.7 |
|