Trading Metrics calculated at close of trading on 14-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2017 |
14-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
3,515.0 |
3,526.0 |
11.0 |
0.3% |
3,475.0 |
High |
3,534.0 |
3,530.0 |
-4.0 |
-0.1% |
3,534.0 |
Low |
3,507.0 |
3,505.0 |
-2.0 |
-0.1% |
3,453.0 |
Close |
3,520.0 |
3,516.0 |
-4.0 |
-0.1% |
3,516.0 |
Range |
27.0 |
25.0 |
-2.0 |
-7.4% |
81.0 |
ATR |
42.0 |
40.8 |
-1.2 |
-2.9% |
0.0 |
Volume |
670,964 |
556,450 |
-114,514 |
-17.1% |
3,164,746 |
|
Daily Pivots for day following 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,592.0 |
3,579.0 |
3,529.8 |
|
R3 |
3,567.0 |
3,554.0 |
3,522.9 |
|
R2 |
3,542.0 |
3,542.0 |
3,520.6 |
|
R1 |
3,529.0 |
3,529.0 |
3,518.3 |
3,523.0 |
PP |
3,517.0 |
3,517.0 |
3,517.0 |
3,514.0 |
S1 |
3,504.0 |
3,504.0 |
3,513.7 |
3,498.0 |
S2 |
3,492.0 |
3,492.0 |
3,511.4 |
|
S3 |
3,467.0 |
3,479.0 |
3,509.1 |
|
S4 |
3,442.0 |
3,454.0 |
3,502.3 |
|
|
Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,744.0 |
3,711.0 |
3,560.6 |
|
R3 |
3,663.0 |
3,630.0 |
3,538.3 |
|
R2 |
3,582.0 |
3,582.0 |
3,530.9 |
|
R1 |
3,549.0 |
3,549.0 |
3,523.4 |
3,565.5 |
PP |
3,501.0 |
3,501.0 |
3,501.0 |
3,509.3 |
S1 |
3,468.0 |
3,468.0 |
3,508.6 |
3,484.5 |
S2 |
3,420.0 |
3,420.0 |
3,501.2 |
|
S3 |
3,339.0 |
3,387.0 |
3,493.7 |
|
S4 |
3,258.0 |
3,306.0 |
3,471.5 |
|
|
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 |
3,453.0 |
81.0 |
2.3% |
32.4 |
0.9% |
78% |
False |
False |
632,949 |
10 |
3,534.0 |
3,425.0 |
109.0 |
3.1% |
35.7 |
1.0% |
83% |
False |
False |
731,924 |
20 |
3,592.0 |
3,425.0 |
167.0 |
4.7% |
40.8 |
1.2% |
54% |
False |
False |
800,695 |
40 |
3,601.0 |
3,425.0 |
176.0 |
5.0% |
35.8 |
1.0% |
52% |
False |
False |
570,591 |
60 |
3,634.0 |
3,335.0 |
299.0 |
8.5% |
35.1 |
1.0% |
61% |
False |
False |
380,618 |
80 |
3,634.0 |
3,313.0 |
321.0 |
9.1% |
34.9 |
1.0% |
63% |
False |
False |
285,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,636.3 |
2.618 |
3,595.5 |
1.618 |
3,570.5 |
1.000 |
3,555.0 |
0.618 |
3,545.5 |
HIGH |
3,530.0 |
0.618 |
3,520.5 |
0.500 |
3,517.5 |
0.382 |
3,514.6 |
LOW |
3,505.0 |
0.618 |
3,489.6 |
1.000 |
3,480.0 |
1.618 |
3,464.6 |
2.618 |
3,439.6 |
4.250 |
3,398.8 |
|
|
Fisher Pivots for day following 14-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
3,517.5 |
3,510.3 |
PP |
3,517.0 |
3,504.7 |
S1 |
3,516.5 |
3,499.0 |
|