Trading Metrics calculated at close of trading on 11-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2017 |
11-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
20,065 |
20,075 |
10 |
0.0% |
20,080 |
High |
20,155 |
20,215 |
60 |
0.3% |
20,230 |
Low |
20,025 |
20,075 |
50 |
0.2% |
19,870 |
Close |
20,085 |
20,150 |
65 |
0.3% |
20,060 |
Range |
130 |
140 |
10 |
7.7% |
360 |
ATR |
203 |
199 |
-5 |
-2.2% |
0 |
Volume |
10,048 |
7,601 |
-2,447 |
-24.4% |
50,851 |
|
Daily Pivots for day following 11-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,567 |
20,498 |
20,227 |
|
R3 |
20,427 |
20,358 |
20,189 |
|
R2 |
20,287 |
20,287 |
20,176 |
|
R1 |
20,218 |
20,218 |
20,163 |
20,253 |
PP |
20,147 |
20,147 |
20,147 |
20,164 |
S1 |
20,078 |
20,078 |
20,137 |
20,113 |
S2 |
20,007 |
20,007 |
20,124 |
|
S3 |
19,867 |
19,938 |
20,112 |
|
S4 |
19,727 |
19,798 |
20,073 |
|
|
Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,133 |
20,957 |
20,258 |
|
R3 |
20,773 |
20,597 |
20,159 |
|
R2 |
20,413 |
20,413 |
20,126 |
|
R1 |
20,237 |
20,237 |
20,093 |
20,145 |
PP |
20,053 |
20,053 |
20,053 |
20,008 |
S1 |
19,877 |
19,877 |
20,027 |
19,785 |
S2 |
19,693 |
19,693 |
19,994 |
|
S3 |
19,333 |
19,517 |
19,961 |
|
S4 |
18,973 |
19,157 |
19,862 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,230 |
19,870 |
360 |
1.8% |
209 |
1.0% |
78% |
False |
False |
12,018 |
10 |
20,315 |
19,870 |
445 |
2.2% |
212 |
1.0% |
63% |
False |
False |
11,428 |
20 |
20,320 |
19,750 |
570 |
2.8% |
200 |
1.0% |
70% |
False |
False |
9,959 |
40 |
20,320 |
19,330 |
990 |
4.9% |
199 |
1.0% |
83% |
False |
False |
7,212 |
60 |
20,320 |
18,290 |
2,030 |
10.1% |
189 |
0.9% |
92% |
False |
False |
4,816 |
80 |
20,320 |
18,290 |
2,030 |
10.1% |
190 |
0.9% |
92% |
False |
False |
3,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,810 |
2.618 |
20,582 |
1.618 |
20,442 |
1.000 |
20,355 |
0.618 |
20,302 |
HIGH |
20,215 |
0.618 |
20,162 |
0.500 |
20,145 |
0.382 |
20,129 |
LOW |
20,075 |
0.618 |
19,989 |
1.000 |
19,935 |
1.618 |
19,849 |
2.618 |
19,709 |
4.250 |
19,480 |
|
|
Fisher Pivots for day following 11-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
20,148 |
20,114 |
PP |
20,147 |
20,078 |
S1 |
20,145 |
20,043 |
|