Trading Metrics calculated at close of trading on 19-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2017 |
19-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
3,502.0 |
3,484.0 |
-18.0 |
-0.5% |
3,475.0 |
High |
3,513.0 |
3,503.0 |
-10.0 |
-0.3% |
3,534.0 |
Low |
3,462.0 |
3,470.0 |
8.0 |
0.2% |
3,453.0 |
Close |
3,474.0 |
3,488.0 |
14.0 |
0.4% |
3,516.0 |
Range |
51.0 |
33.0 |
-18.0 |
-35.3% |
81.0 |
ATR |
41.0 |
40.5 |
-0.6 |
-1.4% |
0.0 |
Volume |
1,009,107 |
677,939 |
-331,168 |
-32.8% |
3,164,746 |
|
Daily Pivots for day following 19-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,586.0 |
3,570.0 |
3,506.2 |
|
R3 |
3,553.0 |
3,537.0 |
3,497.1 |
|
R2 |
3,520.0 |
3,520.0 |
3,494.1 |
|
R1 |
3,504.0 |
3,504.0 |
3,491.0 |
3,512.0 |
PP |
3,487.0 |
3,487.0 |
3,487.0 |
3,491.0 |
S1 |
3,471.0 |
3,471.0 |
3,485.0 |
3,479.0 |
S2 |
3,454.0 |
3,454.0 |
3,482.0 |
|
S3 |
3,421.0 |
3,438.0 |
3,478.9 |
|
S4 |
3,388.0 |
3,405.0 |
3,469.9 |
|
|
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 |
3,462.0 |
72.0 |
2.1% |
33.8 |
1.0% |
36% |
False |
False |
704,851 |
10 |
3,534.0 |
3,427.0 |
107.0 |
3.1% |
35.6 |
1.0% |
57% |
False |
False |
706,839 |
20 |
3,574.0 |
3,425.0 |
149.0 |
4.3% |
41.0 |
1.2% |
42% |
False |
False |
790,498 |
40 |
3,601.0 |
3,425.0 |
176.0 |
5.0% |
36.8 |
1.1% |
36% |
False |
False |
627,704 |
60 |
3,634.0 |
3,425.0 |
209.0 |
6.0% |
34.8 |
1.0% |
30% |
False |
False |
418,872 |
80 |
3,634.0 |
3,319.0 |
315.0 |
9.0% |
34.7 |
1.0% |
54% |
False |
False |
314,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,643.3 |
2.618 |
3,589.4 |
1.618 |
3,556.4 |
1.000 |
3,536.0 |
0.618 |
3,523.4 |
HIGH |
3,503.0 |
0.618 |
3,490.4 |
0.500 |
3,486.5 |
0.382 |
3,482.6 |
LOW |
3,470.0 |
0.618 |
3,449.6 |
1.000 |
3,437.0 |
1.618 |
3,416.6 |
2.618 |
3,383.6 |
4.250 |
3,329.8 |
|
|
Fisher Pivots for day following 19-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
3,487.5 |
3,496.5 |
PP |
3,487.0 |
3,493.7 |
S1 |
3,486.5 |
3,490.8 |
|