Trading Metrics calculated at close of trading on 18-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2017 |
18-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
20,035 |
20,070 |
35 |
0.2% |
20,065 |
High |
20,140 |
20,105 |
-35 |
-0.2% |
20,215 |
Low |
19,995 |
19,915 |
-80 |
-0.4% |
20,025 |
Close |
20,060 |
20,000 |
-60 |
-0.3% |
20,065 |
Range |
145 |
190 |
45 |
31.0% |
190 |
ATR |
182 |
183 |
1 |
0.3% |
0 |
Volume |
3,241 |
9,021 |
5,780 |
178.3% |
39,129 |
|
Daily Pivots for day following 18-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,577 |
20,478 |
20,105 |
|
R3 |
20,387 |
20,288 |
20,052 |
|
R2 |
20,197 |
20,197 |
20,035 |
|
R1 |
20,098 |
20,098 |
20,018 |
20,053 |
PP |
20,007 |
20,007 |
20,007 |
19,984 |
S1 |
19,908 |
19,908 |
19,983 |
19,863 |
S2 |
19,817 |
19,817 |
19,965 |
|
S3 |
19,627 |
19,718 |
19,948 |
|
S4 |
19,437 |
19,528 |
19,896 |
|
|
Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,672 |
20,558 |
20,170 |
|
R3 |
20,482 |
20,368 |
20,117 |
|
R2 |
20,292 |
20,292 |
20,100 |
|
R1 |
20,178 |
20,178 |
20,083 |
20,160 |
PP |
20,102 |
20,102 |
20,102 |
20,093 |
S1 |
19,988 |
19,988 |
20,048 |
19,970 |
S2 |
19,912 |
19,912 |
20,030 |
|
S3 |
19,722 |
19,798 |
20,013 |
|
S4 |
19,532 |
19,608 |
19,961 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,205 |
19,915 |
290 |
1.5% |
145 |
0.7% |
29% |
False |
True |
6,748 |
10 |
20,230 |
19,870 |
360 |
1.8% |
177 |
0.9% |
36% |
False |
False |
9,383 |
20 |
20,320 |
19,870 |
450 |
2.3% |
183 |
0.9% |
29% |
False |
False |
9,203 |
40 |
20,320 |
19,605 |
715 |
3.6% |
184 |
0.9% |
55% |
False |
False |
8,049 |
60 |
20,320 |
18,920 |
1,400 |
7.0% |
187 |
0.9% |
77% |
False |
False |
5,378 |
80 |
20,320 |
18,290 |
2,030 |
10.2% |
186 |
0.9% |
84% |
False |
False |
4,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,913 |
2.618 |
20,603 |
1.618 |
20,413 |
1.000 |
20,295 |
0.618 |
20,223 |
HIGH |
20,105 |
0.618 |
20,033 |
0.500 |
20,010 |
0.382 |
19,988 |
LOW |
19,915 |
0.618 |
19,798 |
1.000 |
19,725 |
1.618 |
19,608 |
2.618 |
19,418 |
4.250 |
19,108 |
|
|
Fisher Pivots for day following 18-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
20,010 |
20,043 |
PP |
20,007 |
20,028 |
S1 |
20,003 |
20,014 |
|