Trading Metrics calculated at close of trading on 17-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2017 |
17-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
3,526.0 |
3,526.0 |
0.0 |
0.0% |
3,475.0 |
High |
3,530.0 |
3,531.0 |
1.0 |
0.0% |
3,534.0 |
Low |
3,505.0 |
3,498.0 |
-7.0 |
-0.2% |
3,453.0 |
Close |
3,516.0 |
3,513.0 |
-3.0 |
-0.1% |
3,516.0 |
Range |
25.0 |
33.0 |
8.0 |
32.0% |
81.0 |
ATR |
40.8 |
40.3 |
-0.6 |
-1.4% |
0.0 |
Volume |
556,450 |
609,799 |
53,349 |
9.6% |
3,164,746 |
|
Daily Pivots for day following 17-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,613.0 |
3,596.0 |
3,531.2 |
|
R3 |
3,580.0 |
3,563.0 |
3,522.1 |
|
R2 |
3,547.0 |
3,547.0 |
3,519.1 |
|
R1 |
3,530.0 |
3,530.0 |
3,516.0 |
3,522.0 |
PP |
3,514.0 |
3,514.0 |
3,514.0 |
3,510.0 |
S1 |
3,497.0 |
3,497.0 |
3,510.0 |
3,489.0 |
S2 |
3,481.0 |
3,481.0 |
3,507.0 |
|
S3 |
3,448.0 |
3,464.0 |
3,503.9 |
|
S4 |
3,415.0 |
3,431.0 |
3,494.9 |
|
|
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% |
35.0 |
1.0% |
74% |
False |
False |
657,686 |
10 |
3,534.0 |
3,427.0 |
107.0 |
3.0% |
33.3 |
0.9% |
80% |
False |
False |
675,737 |
20 |
3,592.0 |
3,425.0 |
167.0 |
4.8% |
41.1 |
1.2% |
53% |
False |
False |
777,543 |
40 |
3,601.0 |
3,425.0 |
176.0 |
5.0% |
36.1 |
1.0% |
50% |
False |
False |
585,706 |
60 |
3,634.0 |
3,343.0 |
291.0 |
8.3% |
35.1 |
1.0% |
58% |
False |
False |
390,780 |
80 |
3,634.0 |
3,313.0 |
321.0 |
9.1% |
34.6 |
1.0% |
62% |
False |
False |
293,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,671.3 |
2.618 |
3,617.4 |
1.618 |
3,584.4 |
1.000 |
3,564.0 |
0.618 |
3,551.4 |
HIGH |
3,531.0 |
0.618 |
3,518.4 |
0.500 |
3,514.5 |
0.382 |
3,510.6 |
LOW |
3,498.0 |
0.618 |
3,477.6 |
1.000 |
3,465.0 |
1.618 |
3,444.6 |
2.618 |
3,411.6 |
4.250 |
3,357.8 |
|
|
Fisher Pivots for day following 17-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
3,514.5 |
3,516.0 |
PP |
3,514.0 |
3,515.0 |
S1 |
3,513.5 |
3,514.0 |
|