Trading Metrics calculated at close of trading on 24-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2017 |
24-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
3,491.0 |
3,450.0 |
-41.0 |
-1.2% |
3,526.0 |
High |
3,502.0 |
3,459.0 |
-43.0 |
-1.2% |
3,531.0 |
Low |
3,429.0 |
3,425.0 |
-4.0 |
-0.1% |
3,429.0 |
Close |
3,445.0 |
3,441.0 |
-4.0 |
-0.1% |
3,445.0 |
Range |
73.0 |
34.0 |
-39.0 |
-53.4% |
102.0 |
ATR |
43.1 |
42.5 |
-0.7 |
-1.5% |
0.0 |
Volume |
1,298,100 |
824,135 |
-473,965 |
-36.5% |
4,666,128 |
|
Daily Pivots for day following 24-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,543.7 |
3,526.3 |
3,459.7 |
|
R3 |
3,509.7 |
3,492.3 |
3,450.4 |
|
R2 |
3,475.7 |
3,475.7 |
3,447.2 |
|
R1 |
3,458.3 |
3,458.3 |
3,444.1 |
3,450.0 |
PP |
3,441.7 |
3,441.7 |
3,441.7 |
3,437.5 |
S1 |
3,424.3 |
3,424.3 |
3,437.9 |
3,416.0 |
S2 |
3,407.7 |
3,407.7 |
3,434.8 |
|
S3 |
3,373.7 |
3,390.3 |
3,431.7 |
|
S4 |
3,339.7 |
3,356.3 |
3,422.3 |
|
|
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 |
3,525.0 |
3,425.0 |
100.0 |
2.9% |
47.4 |
1.4% |
16% |
False |
True |
976,092 |
10 |
3,534.0 |
3,425.0 |
109.0 |
3.2% |
41.2 |
1.2% |
15% |
False |
True |
816,889 |
20 |
3,574.0 |
3,425.0 |
149.0 |
4.3% |
43.3 |
1.3% |
11% |
False |
True |
841,887 |
40 |
3,601.0 |
3,425.0 |
176.0 |
5.1% |
38.5 |
1.1% |
9% |
False |
True |
707,385 |
60 |
3,634.0 |
3,425.0 |
209.0 |
6.1% |
36.5 |
1.1% |
8% |
False |
True |
472,087 |
80 |
3,634.0 |
3,319.0 |
315.0 |
9.2% |
35.6 |
1.0% |
39% |
False |
False |
354,153 |
100 |
3,634.0 |
3,256.0 |
378.0 |
11.0% |
33.9 |
1.0% |
49% |
False |
False |
283,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,603.5 |
2.618 |
3,548.0 |
1.618 |
3,514.0 |
1.000 |
3,493.0 |
0.618 |
3,480.0 |
HIGH |
3,459.0 |
0.618 |
3,446.0 |
0.500 |
3,442.0 |
0.382 |
3,438.0 |
LOW |
3,425.0 |
0.618 |
3,404.0 |
1.000 |
3,391.0 |
1.618 |
3,370.0 |
2.618 |
3,336.0 |
4.250 |
3,280.5 |
|
|
Fisher Pivots for day following 24-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
3,442.0 |
3,475.0 |
PP |
3,441.7 |
3,463.7 |
S1 |
3,441.3 |
3,452.3 |
|