Trading Metrics calculated at close of trading on 28-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2017 |
28-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1,260.5 |
1,258.4 |
-2.1 |
-0.2% |
1,255.5 |
High |
1,265.0 |
1,270.0 |
5.0 |
0.4% |
1,270.0 |
Low |
1,253.9 |
1,256.9 |
3.0 |
0.2% |
1,243.2 |
Close |
1,260.0 |
1,268.4 |
8.4 |
0.7% |
1,268.4 |
Range |
11.1 |
13.1 |
2.0 |
18.0% |
26.8 |
ATR |
12.7 |
12.7 |
0.0 |
0.2% |
0.0 |
Volume |
220,309 |
64,180 |
-156,129 |
-70.9% |
983,877 |
|
Daily Pivots for day following 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,304.4 |
1,299.5 |
1,275.6 |
|
R3 |
1,291.3 |
1,286.4 |
1,272.0 |
|
R2 |
1,278.2 |
1,278.2 |
1,270.8 |
|
R1 |
1,273.3 |
1,273.3 |
1,269.6 |
1,275.8 |
PP |
1,265.1 |
1,265.1 |
1,265.1 |
1,266.3 |
S1 |
1,260.2 |
1,260.2 |
1,267.2 |
1,262.7 |
S2 |
1,252.0 |
1,252.0 |
1,266.0 |
|
S3 |
1,238.9 |
1,247.1 |
1,264.8 |
|
S4 |
1,225.8 |
1,234.0 |
1,261.2 |
|
|
Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,340.9 |
1,331.5 |
1,283.1 |
|
R3 |
1,314.1 |
1,304.7 |
1,275.8 |
|
R2 |
1,287.3 |
1,287.3 |
1,273.3 |
|
R1 |
1,277.9 |
1,277.9 |
1,270.9 |
1,282.6 |
PP |
1,260.5 |
1,260.5 |
1,260.5 |
1,262.9 |
S1 |
1,251.1 |
1,251.1 |
1,265.9 |
1,255.8 |
S2 |
1,233.7 |
1,233.7 |
1,263.5 |
|
S3 |
1,206.9 |
1,224.3 |
1,261.0 |
|
S4 |
1,180.1 |
1,197.5 |
1,253.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,270.0 |
1,243.2 |
26.8 |
2.1% |
12.1 |
1.0% |
94% |
True |
False |
196,775 |
10 |
1,270.0 |
1,227.5 |
42.5 |
3.4% |
11.5 |
0.9% |
96% |
True |
False |
211,954 |
20 |
1,270.0 |
1,204.0 |
66.0 |
5.2% |
12.5 |
1.0% |
98% |
True |
False |
236,071 |
40 |
1,298.8 |
1,204.0 |
94.8 |
7.5% |
12.7 |
1.0% |
68% |
False |
False |
224,682 |
60 |
1,298.8 |
1,204.0 |
94.8 |
7.5% |
12.6 |
1.0% |
68% |
False |
False |
172,059 |
80 |
1,300.3 |
1,204.0 |
96.3 |
7.6% |
12.6 |
1.0% |
67% |
False |
False |
130,332 |
100 |
1,300.3 |
1,201.4 |
98.9 |
7.8% |
12.2 |
1.0% |
68% |
False |
False |
104,901 |
120 |
1,300.3 |
1,201.4 |
98.9 |
7.8% |
12.2 |
1.0% |
68% |
False |
False |
87,773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,325.7 |
2.618 |
1,304.3 |
1.618 |
1,291.2 |
1.000 |
1,283.1 |
0.618 |
1,278.1 |
HIGH |
1,270.0 |
0.618 |
1,265.0 |
0.500 |
1,263.5 |
0.382 |
1,261.9 |
LOW |
1,256.9 |
0.618 |
1,248.8 |
1.000 |
1,243.8 |
1.618 |
1,235.7 |
2.618 |
1,222.6 |
4.250 |
1,201.2 |
|
|
Fisher Pivots for day following 28-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1,266.8 |
1,264.5 |
PP |
1,265.1 |
1,260.5 |
S1 |
1,263.5 |
1,256.6 |
|