Trading Metrics calculated at close of trading on 11-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2017 |
11-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
3,475.0 |
3,478.0 |
3.0 |
0.1% |
3,458.0 |
High |
3,480.0 |
3,488.0 |
8.0 |
0.2% |
3,486.0 |
Low |
3,460.0 |
3,453.0 |
-7.0 |
-0.2% |
3,427.0 |
Close |
3,472.0 |
3,455.0 |
-17.0 |
-0.5% |
3,454.0 |
Range |
20.0 |
35.0 |
15.0 |
75.0% |
59.0 |
ATR |
42.1 |
41.6 |
-0.5 |
-1.2% |
0.0 |
Volume |
486,112 |
621,934 |
135,822 |
27.9% |
2,982,825 |
|
Daily Pivots for day following 11-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,570.3 |
3,547.7 |
3,474.3 |
|
R3 |
3,535.3 |
3,512.7 |
3,464.6 |
|
R2 |
3,500.3 |
3,500.3 |
3,461.4 |
|
R1 |
3,477.7 |
3,477.7 |
3,458.2 |
3,471.5 |
PP |
3,465.3 |
3,465.3 |
3,465.3 |
3,462.3 |
S1 |
3,442.7 |
3,442.7 |
3,451.8 |
3,436.5 |
S2 |
3,430.3 |
3,430.3 |
3,448.6 |
|
S3 |
3,395.3 |
3,407.7 |
3,445.4 |
|
S4 |
3,360.3 |
3,372.7 |
3,435.8 |
|
|
Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,632.7 |
3,602.3 |
3,486.5 |
|
R3 |
3,573.7 |
3,543.3 |
3,470.2 |
|
R2 |
3,514.7 |
3,514.7 |
3,464.8 |
|
R1 |
3,484.3 |
3,484.3 |
3,459.4 |
3,470.0 |
PP |
3,455.7 |
3,455.7 |
3,455.7 |
3,448.5 |
S1 |
3,425.3 |
3,425.3 |
3,448.6 |
3,411.0 |
S2 |
3,396.7 |
3,396.7 |
3,443.2 |
|
S3 |
3,337.7 |
3,366.3 |
3,437.8 |
|
S4 |
3,278.7 |
3,307.3 |
3,421.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,488.0 |
3,427.0 |
61.0 |
1.8% |
31.0 |
0.9% |
46% |
True |
False |
681,079 |
10 |
3,553.0 |
3,425.0 |
128.0 |
3.7% |
45.5 |
1.3% |
23% |
False |
False |
862,796 |
20 |
3,592.0 |
3,425.0 |
167.0 |
4.8% |
41.8 |
1.2% |
18% |
False |
False |
926,085 |
40 |
3,616.0 |
3,425.0 |
191.0 |
5.5% |
36.7 |
1.1% |
16% |
False |
False |
519,207 |
60 |
3,634.0 |
3,319.0 |
315.0 |
9.1% |
35.2 |
1.0% |
43% |
False |
False |
346,377 |
80 |
3,634.0 |
3,313.0 |
321.0 |
9.3% |
34.3 |
1.0% |
44% |
False |
False |
260,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,636.8 |
2.618 |
3,579.6 |
1.618 |
3,544.6 |
1.000 |
3,523.0 |
0.618 |
3,509.6 |
HIGH |
3,488.0 |
0.618 |
3,474.6 |
0.500 |
3,470.5 |
0.382 |
3,466.4 |
LOW |
3,453.0 |
0.618 |
3,431.4 |
1.000 |
3,418.0 |
1.618 |
3,396.4 |
2.618 |
3,361.4 |
4.250 |
3,304.3 |
|
|
Fisher Pivots for day following 11-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
3,470.5 |
3,465.5 |
PP |
3,465.3 |
3,462.0 |
S1 |
3,460.2 |
3,458.5 |
|