Trading Metrics calculated at close of trading on 18-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2017 |
18-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
3,526.0 |
3,502.0 |
-24.0 |
-0.7% |
3,475.0 |
High |
3,531.0 |
3,513.0 |
-18.0 |
-0.5% |
3,534.0 |
Low |
3,498.0 |
3,462.0 |
-36.0 |
-1.0% |
3,453.0 |
Close |
3,513.0 |
3,474.0 |
-39.0 |
-1.1% |
3,516.0 |
Range |
33.0 |
51.0 |
18.0 |
54.5% |
81.0 |
ATR |
40.3 |
41.0 |
0.8 |
1.9% |
0.0 |
Volume |
609,799 |
1,009,107 |
399,308 |
65.5% |
3,164,746 |
|
Daily Pivots for day following 18-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,636.0 |
3,606.0 |
3,502.1 |
|
R3 |
3,585.0 |
3,555.0 |
3,488.0 |
|
R2 |
3,534.0 |
3,534.0 |
3,483.4 |
|
R1 |
3,504.0 |
3,504.0 |
3,478.7 |
3,493.5 |
PP |
3,483.0 |
3,483.0 |
3,483.0 |
3,477.8 |
S1 |
3,453.0 |
3,453.0 |
3,469.3 |
3,442.5 |
S2 |
3,432.0 |
3,432.0 |
3,464.7 |
|
S3 |
3,381.0 |
3,402.0 |
3,460.0 |
|
S4 |
3,330.0 |
3,351.0 |
3,446.0 |
|
|
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 |
3,462.0 |
72.0 |
2.1% |
38.2 |
1.1% |
17% |
False |
True |
735,121 |
10 |
3,534.0 |
3,427.0 |
107.0 |
3.1% |
34.6 |
1.0% |
44% |
False |
False |
708,100 |
20 |
3,592.0 |
3,425.0 |
167.0 |
4.8% |
41.8 |
1.2% |
29% |
False |
False |
794,201 |
40 |
3,601.0 |
3,425.0 |
176.0 |
5.1% |
36.9 |
1.1% |
28% |
False |
False |
610,853 |
60 |
3,634.0 |
3,425.0 |
209.0 |
6.0% |
35.3 |
1.0% |
23% |
False |
False |
407,586 |
80 |
3,634.0 |
3,319.0 |
315.0 |
9.1% |
34.8 |
1.0% |
49% |
False |
False |
305,777 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,729.8 |
2.618 |
3,646.5 |
1.618 |
3,595.5 |
1.000 |
3,564.0 |
0.618 |
3,544.5 |
HIGH |
3,513.0 |
0.618 |
3,493.5 |
0.500 |
3,487.5 |
0.382 |
3,481.5 |
LOW |
3,462.0 |
0.618 |
3,430.5 |
1.000 |
3,411.0 |
1.618 |
3,379.5 |
2.618 |
3,328.5 |
4.250 |
3,245.3 |
|
|
Fisher Pivots for day following 18-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
3,487.5 |
3,496.5 |
PP |
3,483.0 |
3,489.0 |
S1 |
3,478.5 |
3,481.5 |
|