Trading Metrics calculated at close of trading on 19-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2017 |
19-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
20,070 |
20,000 |
-70 |
-0.3% |
20,065 |
High |
20,105 |
20,060 |
-45 |
-0.2% |
20,215 |
Low |
19,915 |
19,960 |
45 |
0.2% |
20,025 |
Close |
20,000 |
20,035 |
35 |
0.2% |
20,065 |
Range |
190 |
100 |
-90 |
-47.4% |
190 |
ATR |
183 |
177 |
-6 |
-3.2% |
0 |
Volume |
9,021 |
5,689 |
-3,332 |
-36.9% |
39,129 |
|
Daily Pivots for day following 19-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,318 |
20,277 |
20,090 |
|
R3 |
20,218 |
20,177 |
20,063 |
|
R2 |
20,118 |
20,118 |
20,053 |
|
R1 |
20,077 |
20,077 |
20,044 |
20,098 |
PP |
20,018 |
20,018 |
20,018 |
20,029 |
S1 |
19,977 |
19,977 |
20,026 |
19,998 |
S2 |
19,918 |
19,918 |
20,017 |
|
S3 |
19,818 |
19,877 |
20,008 |
|
S4 |
19,718 |
19,777 |
19,980 |
|
|
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 |
1.4% |
139 |
0.7% |
41% |
False |
False |
6,066 |
10 |
20,215 |
19,870 |
345 |
1.7% |
156 |
0.8% |
48% |
False |
False |
8,168 |
20 |
20,315 |
19,870 |
445 |
2.2% |
181 |
0.9% |
37% |
False |
False |
9,048 |
40 |
20,320 |
19,605 |
715 |
3.6% |
185 |
0.9% |
60% |
False |
False |
8,191 |
60 |
20,320 |
18,920 |
1,400 |
7.0% |
187 |
0.9% |
80% |
False |
False |
5,473 |
80 |
20,320 |
18,290 |
2,030 |
10.1% |
187 |
0.9% |
86% |
False |
False |
4,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,485 |
2.618 |
20,322 |
1.618 |
20,222 |
1.000 |
20,160 |
0.618 |
20,122 |
HIGH |
20,060 |
0.618 |
20,022 |
0.500 |
20,010 |
0.382 |
19,998 |
LOW |
19,960 |
0.618 |
19,898 |
1.000 |
19,860 |
1.618 |
19,798 |
2.618 |
19,698 |
4.250 |
19,535 |
|
|
Fisher Pivots for day following 19-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
20,027 |
20,033 |
PP |
20,018 |
20,030 |
S1 |
20,010 |
20,028 |
|