Trading Metrics calculated at close of trading on 13-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2017 |
13-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
3,470.0 |
3,515.0 |
45.0 |
1.3% |
3,458.0 |
High |
3,519.0 |
3,534.0 |
15.0 |
0.4% |
3,486.0 |
Low |
3,464.0 |
3,507.0 |
43.0 |
1.2% |
3,427.0 |
Close |
3,513.0 |
3,520.0 |
7.0 |
0.2% |
3,454.0 |
Range |
55.0 |
27.0 |
-28.0 |
-50.9% |
59.0 |
ATR |
43.2 |
42.0 |
-1.2 |
-2.7% |
0.0 |
Volume |
829,286 |
670,964 |
-158,322 |
-19.1% |
2,982,825 |
|
Daily Pivots for day following 13-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,601.3 |
3,587.7 |
3,534.9 |
|
R3 |
3,574.3 |
3,560.7 |
3,527.4 |
|
R2 |
3,547.3 |
3,547.3 |
3,525.0 |
|
R1 |
3,533.7 |
3,533.7 |
3,522.5 |
3,540.5 |
PP |
3,520.3 |
3,520.3 |
3,520.3 |
3,523.8 |
S1 |
3,506.7 |
3,506.7 |
3,517.5 |
3,513.5 |
S2 |
3,493.3 |
3,493.3 |
3,515.1 |
|
S3 |
3,466.3 |
3,479.7 |
3,512.6 |
|
S4 |
3,439.3 |
3,452.7 |
3,505.2 |
|
|
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 |
3,534.0 |
3,443.0 |
91.0 |
2.6% |
32.6 |
0.9% |
85% |
True |
False |
647,890 |
10 |
3,548.0 |
3,425.0 |
123.0 |
3.5% |
44.2 |
1.3% |
77% |
False |
False |
826,631 |
20 |
3,592.0 |
3,425.0 |
167.0 |
4.7% |
42.2 |
1.2% |
57% |
False |
False |
831,029 |
40 |
3,601.0 |
3,425.0 |
176.0 |
5.0% |
36.5 |
1.0% |
54% |
False |
False |
556,696 |
60 |
3,634.0 |
3,330.0 |
304.0 |
8.6% |
35.0 |
1.0% |
63% |
False |
False |
371,369 |
80 |
3,634.0 |
3,313.0 |
321.0 |
9.1% |
34.7 |
1.0% |
64% |
False |
False |
278,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,648.8 |
2.618 |
3,604.7 |
1.618 |
3,577.7 |
1.000 |
3,561.0 |
0.618 |
3,550.7 |
HIGH |
3,534.0 |
0.618 |
3,523.7 |
0.500 |
3,520.5 |
0.382 |
3,517.3 |
LOW |
3,507.0 |
0.618 |
3,490.3 |
1.000 |
3,480.0 |
1.618 |
3,463.3 |
2.618 |
3,436.3 |
4.250 |
3,392.3 |
|
|
Fisher Pivots for day following 13-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
3,520.5 |
3,511.2 |
PP |
3,520.3 |
3,502.3 |
S1 |
3,520.2 |
3,493.5 |
|