Trading Metrics calculated at close of trading on 20-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2017 |
20-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
3,484.0 |
3,503.0 |
19.0 |
0.5% |
3,475.0 |
High |
3,503.0 |
3,525.0 |
22.0 |
0.6% |
3,534.0 |
Low |
3,470.0 |
3,479.0 |
9.0 |
0.3% |
3,453.0 |
Close |
3,488.0 |
3,490.0 |
2.0 |
0.1% |
3,516.0 |
Range |
33.0 |
46.0 |
13.0 |
39.4% |
81.0 |
ATR |
40.5 |
40.9 |
0.4 |
1.0% |
0.0 |
Volume |
677,939 |
1,071,183 |
393,244 |
58.0% |
3,164,746 |
|
Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,636.0 |
3,609.0 |
3,515.3 |
|
R3 |
3,590.0 |
3,563.0 |
3,502.7 |
|
R2 |
3,544.0 |
3,544.0 |
3,498.4 |
|
R1 |
3,517.0 |
3,517.0 |
3,494.2 |
3,507.5 |
PP |
3,498.0 |
3,498.0 |
3,498.0 |
3,493.3 |
S1 |
3,471.0 |
3,471.0 |
3,485.8 |
3,461.5 |
S2 |
3,452.0 |
3,452.0 |
3,481.6 |
|
S3 |
3,406.0 |
3,425.0 |
3,477.4 |
|
S4 |
3,360.0 |
3,379.0 |
3,464.7 |
|
|
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 |
3,531.0 |
3,462.0 |
69.0 |
2.0% |
37.6 |
1.1% |
41% |
False |
False |
784,895 |
10 |
3,534.0 |
3,443.0 |
91.0 |
2.6% |
35.1 |
1.0% |
52% |
False |
False |
716,392 |
20 |
3,574.0 |
3,425.0 |
149.0 |
4.3% |
41.1 |
1.2% |
44% |
False |
False |
802,253 |
40 |
3,601.0 |
3,425.0 |
176.0 |
5.0% |
37.4 |
1.1% |
37% |
False |
False |
654,398 |
60 |
3,634.0 |
3,425.0 |
209.0 |
6.0% |
35.3 |
1.0% |
31% |
False |
False |
436,719 |
80 |
3,634.0 |
3,319.0 |
315.0 |
9.0% |
35.1 |
1.0% |
54% |
False |
False |
327,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,720.5 |
2.618 |
3,645.4 |
1.618 |
3,599.4 |
1.000 |
3,571.0 |
0.618 |
3,553.4 |
HIGH |
3,525.0 |
0.618 |
3,507.4 |
0.500 |
3,502.0 |
0.382 |
3,496.6 |
LOW |
3,479.0 |
0.618 |
3,450.6 |
1.000 |
3,433.0 |
1.618 |
3,404.6 |
2.618 |
3,358.6 |
4.250 |
3,283.5 |
|
|
Fisher Pivots for day following 20-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
3,502.0 |
3,493.5 |
PP |
3,498.0 |
3,492.3 |
S1 |
3,494.0 |
3,491.2 |
|