Trading Metrics calculated at close of trading on 26-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2017 |
26-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
3,458.0 |
3,465.0 |
7.0 |
0.2% |
3,526.0 |
High |
3,489.0 |
3,495.0 |
6.0 |
0.2% |
3,531.0 |
Low |
3,447.0 |
3,464.0 |
17.0 |
0.5% |
3,429.0 |
Close |
3,472.0 |
3,482.0 |
10.0 |
0.3% |
3,445.0 |
Range |
42.0 |
31.0 |
-11.0 |
-26.2% |
102.0 |
ATR |
42.9 |
42.0 |
-0.8 |
-2.0% |
0.0 |
Volume |
838,100 |
678,375 |
-159,725 |
-19.1% |
4,666,128 |
|
Daily Pivots for day following 26-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,573.3 |
3,558.7 |
3,499.1 |
|
R3 |
3,542.3 |
3,527.7 |
3,490.5 |
|
R2 |
3,511.3 |
3,511.3 |
3,487.7 |
|
R1 |
3,496.7 |
3,496.7 |
3,484.8 |
3,504.0 |
PP |
3,480.3 |
3,480.3 |
3,480.3 |
3,484.0 |
S1 |
3,465.7 |
3,465.7 |
3,479.2 |
3,473.0 |
S2 |
3,449.3 |
3,449.3 |
3,476.3 |
|
S3 |
3,418.3 |
3,434.7 |
3,473.5 |
|
S4 |
3,387.3 |
3,403.7 |
3,465.0 |
|
|
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% |
45.2 |
1.3% |
57% |
False |
False |
941,978 |
10 |
3,534.0 |
3,425.0 |
109.0 |
3.1% |
39.5 |
1.1% |
52% |
False |
False |
823,415 |
20 |
3,548.0 |
3,425.0 |
123.0 |
3.5% |
43.0 |
1.2% |
46% |
False |
False |
841,702 |
40 |
3,601.0 |
3,425.0 |
176.0 |
5.1% |
39.5 |
1.1% |
32% |
False |
False |
744,911 |
60 |
3,634.0 |
3,425.0 |
209.0 |
6.0% |
37.1 |
1.1% |
27% |
False |
False |
497,360 |
80 |
3,634.0 |
3,319.0 |
315.0 |
9.0% |
36.1 |
1.0% |
52% |
False |
False |
373,091 |
100 |
3,634.0 |
3,289.0 |
345.0 |
9.9% |
34.0 |
1.0% |
56% |
False |
False |
298,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,626.8 |
2.618 |
3,576.2 |
1.618 |
3,545.2 |
1.000 |
3,526.0 |
0.618 |
3,514.2 |
HIGH |
3,495.0 |
0.618 |
3,483.2 |
0.500 |
3,479.5 |
0.382 |
3,475.8 |
LOW |
3,464.0 |
0.618 |
3,444.8 |
1.000 |
3,433.0 |
1.618 |
3,413.8 |
2.618 |
3,382.8 |
4.250 |
3,332.3 |
|
|
Fisher Pivots for day following 26-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
3,481.2 |
3,474.7 |
PP |
3,480.3 |
3,467.3 |
S1 |
3,479.5 |
3,460.0 |
|