Trading Metrics calculated at close of trading on 28-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2017 |
28-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
3,480.0 |
3,466.0 |
-14.0 |
-0.4% |
3,450.0 |
High |
3,501.0 |
3,470.0 |
-31.0 |
-0.9% |
3,501.0 |
Low |
3,462.0 |
3,443.0 |
-19.0 |
-0.5% |
3,425.0 |
Close |
3,481.0 |
3,456.0 |
-25.0 |
-0.7% |
3,456.0 |
Range |
39.0 |
27.0 |
-12.0 |
-30.8% |
76.0 |
ATR |
41.8 |
41.5 |
-0.3 |
-0.7% |
0.0 |
Volume |
794,663 |
851,925 |
57,262 |
7.2% |
3,987,198 |
|
Daily Pivots for day following 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,537.3 |
3,523.7 |
3,470.9 |
|
R3 |
3,510.3 |
3,496.7 |
3,463.4 |
|
R2 |
3,483.3 |
3,483.3 |
3,461.0 |
|
R1 |
3,469.7 |
3,469.7 |
3,458.5 |
3,463.0 |
PP |
3,456.3 |
3,456.3 |
3,456.3 |
3,453.0 |
S1 |
3,442.7 |
3,442.7 |
3,453.5 |
3,436.0 |
S2 |
3,429.3 |
3,429.3 |
3,451.1 |
|
S3 |
3,402.3 |
3,415.7 |
3,448.6 |
|
S4 |
3,375.3 |
3,388.7 |
3,441.2 |
|
|
Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,688.7 |
3,648.3 |
3,497.8 |
|
R3 |
3,612.7 |
3,572.3 |
3,476.9 |
|
R2 |
3,536.7 |
3,536.7 |
3,469.9 |
|
R1 |
3,496.3 |
3,496.3 |
3,463.0 |
3,516.5 |
PP |
3,460.7 |
3,460.7 |
3,460.7 |
3,470.8 |
S1 |
3,420.3 |
3,420.3 |
3,449.0 |
3,440.5 |
S2 |
3,384.7 |
3,384.7 |
3,442.1 |
|
S3 |
3,308.7 |
3,344.3 |
3,435.1 |
|
S4 |
3,232.7 |
3,268.3 |
3,414.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,501.0 |
3,425.0 |
76.0 |
2.2% |
34.6 |
1.0% |
41% |
False |
False |
797,439 |
10 |
3,531.0 |
3,425.0 |
106.0 |
3.1% |
40.9 |
1.2% |
29% |
False |
False |
865,332 |
20 |
3,534.0 |
3,425.0 |
109.0 |
3.2% |
38.3 |
1.1% |
28% |
False |
False |
798,628 |
40 |
3,601.0 |
3,425.0 |
176.0 |
5.1% |
39.6 |
1.1% |
18% |
False |
False |
785,637 |
60 |
3,634.0 |
3,425.0 |
209.0 |
6.0% |
37.2 |
1.1% |
15% |
False |
False |
524,788 |
80 |
3,634.0 |
3,319.0 |
315.0 |
9.1% |
35.6 |
1.0% |
43% |
False |
False |
393,669 |
100 |
3,634.0 |
3,290.0 |
344.0 |
10.0% |
34.2 |
1.0% |
48% |
False |
False |
315,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,584.8 |
2.618 |
3,540.7 |
1.618 |
3,513.7 |
1.000 |
3,497.0 |
0.618 |
3,486.7 |
HIGH |
3,470.0 |
0.618 |
3,459.7 |
0.500 |
3,456.5 |
0.382 |
3,453.3 |
LOW |
3,443.0 |
0.618 |
3,426.3 |
1.000 |
3,416.0 |
1.618 |
3,399.3 |
2.618 |
3,372.3 |
4.250 |
3,328.3 |
|
|
Fisher Pivots for day following 28-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
3,456.5 |
3,472.0 |
PP |
3,456.3 |
3,466.7 |
S1 |
3,456.2 |
3,461.3 |
|