Trading Metrics calculated at close of trading on 21-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2017 |
21-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
3,503.0 |
3,491.0 |
-12.0 |
-0.3% |
3,526.0 |
High |
3,525.0 |
3,502.0 |
-23.0 |
-0.7% |
3,531.0 |
Low |
3,479.0 |
3,429.0 |
-50.0 |
-1.4% |
3,429.0 |
Close |
3,490.0 |
3,445.0 |
-45.0 |
-1.3% |
3,445.0 |
Range |
46.0 |
73.0 |
27.0 |
58.7% |
102.0 |
ATR |
40.9 |
43.1 |
2.3 |
5.6% |
0.0 |
Volume |
1,071,183 |
1,298,100 |
226,917 |
21.2% |
4,666,128 |
|
Daily Pivots for day following 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,677.7 |
3,634.3 |
3,485.2 |
|
R3 |
3,604.7 |
3,561.3 |
3,465.1 |
|
R2 |
3,531.7 |
3,531.7 |
3,458.4 |
|
R1 |
3,488.3 |
3,488.3 |
3,451.7 |
3,473.5 |
PP |
3,458.7 |
3,458.7 |
3,458.7 |
3,451.3 |
S1 |
3,415.3 |
3,415.3 |
3,438.3 |
3,400.5 |
S2 |
3,385.7 |
3,385.7 |
3,431.6 |
|
S3 |
3,312.7 |
3,342.3 |
3,424.9 |
|
S4 |
3,239.7 |
3,269.3 |
3,404.9 |
|
|
Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,774.3 |
3,711.7 |
3,501.1 |
|
R3 |
3,672.3 |
3,609.7 |
3,473.1 |
|
R2 |
3,570.3 |
3,570.3 |
3,463.7 |
|
R1 |
3,507.7 |
3,507.7 |
3,454.4 |
3,488.0 |
PP |
3,468.3 |
3,468.3 |
3,468.3 |
3,458.5 |
S1 |
3,405.7 |
3,405.7 |
3,435.7 |
3,386.0 |
S2 |
3,366.3 |
3,366.3 |
3,426.3 |
|
S3 |
3,264.3 |
3,303.7 |
3,417.0 |
|
S4 |
3,162.3 |
3,201.7 |
3,388.9 |
|
|
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 |
3,429.0 |
102.0 |
3.0% |
47.2 |
1.4% |
16% |
False |
True |
933,225 |
10 |
3,534.0 |
3,429.0 |
105.0 |
3.0% |
39.8 |
1.2% |
15% |
False |
True |
783,087 |
20 |
3,574.0 |
3,425.0 |
149.0 |
4.3% |
43.1 |
1.2% |
13% |
False |
False |
834,347 |
40 |
3,601.0 |
3,425.0 |
176.0 |
5.1% |
38.4 |
1.1% |
11% |
False |
False |
686,836 |
60 |
3,634.0 |
3,425.0 |
209.0 |
6.1% |
36.1 |
1.0% |
10% |
False |
False |
458,352 |
80 |
3,634.0 |
3,319.0 |
315.0 |
9.1% |
35.6 |
1.0% |
40% |
False |
False |
343,852 |
100 |
3,634.0 |
3,218.0 |
416.0 |
12.1% |
33.8 |
1.0% |
55% |
False |
False |
275,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,812.3 |
2.618 |
3,693.1 |
1.618 |
3,620.1 |
1.000 |
3,575.0 |
0.618 |
3,547.1 |
HIGH |
3,502.0 |
0.618 |
3,474.1 |
0.500 |
3,465.5 |
0.382 |
3,456.9 |
LOW |
3,429.0 |
0.618 |
3,383.9 |
1.000 |
3,356.0 |
1.618 |
3,310.9 |
2.618 |
3,237.9 |
4.250 |
3,118.8 |
|
|
Fisher Pivots for day following 21-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
3,465.5 |
3,477.0 |
PP |
3,458.7 |
3,466.3 |
S1 |
3,451.8 |
3,455.7 |
|