Trading Metrics calculated at close of trading on 20-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2017 |
20-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
20,000 |
20,050 |
50 |
0.3% |
20,065 |
High |
20,060 |
20,160 |
100 |
0.5% |
20,215 |
Low |
19,960 |
20,035 |
75 |
0.4% |
20,025 |
Close |
20,035 |
20,110 |
75 |
0.4% |
20,065 |
Range |
100 |
125 |
25 |
25.0% |
190 |
ATR |
177 |
173 |
-4 |
-2.1% |
0 |
Volume |
5,689 |
8,288 |
2,599 |
45.7% |
39,129 |
|
Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,477 |
20,418 |
20,179 |
|
R3 |
20,352 |
20,293 |
20,145 |
|
R2 |
20,227 |
20,227 |
20,133 |
|
R1 |
20,168 |
20,168 |
20,122 |
20,198 |
PP |
20,102 |
20,102 |
20,102 |
20,116 |
S1 |
20,043 |
20,043 |
20,099 |
20,073 |
S2 |
19,977 |
19,977 |
20,087 |
|
S3 |
19,852 |
19,918 |
20,076 |
|
S4 |
19,727 |
19,793 |
20,041 |
|
|
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 |
20,170 |
19,915 |
255 |
1.3% |
138 |
0.7% |
76% |
False |
False |
6,492 |
10 |
20,215 |
19,870 |
345 |
1.7% |
144 |
0.7% |
70% |
False |
False |
7,490 |
20 |
20,315 |
19,870 |
445 |
2.2% |
180 |
0.9% |
54% |
False |
False |
9,039 |
40 |
20,320 |
19,605 |
715 |
3.6% |
183 |
0.9% |
71% |
False |
False |
8,397 |
60 |
20,320 |
19,215 |
1,105 |
5.5% |
183 |
0.9% |
81% |
False |
False |
5,611 |
80 |
20,320 |
18,290 |
2,030 |
10.1% |
186 |
0.9% |
90% |
False |
False |
4,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,691 |
2.618 |
20,487 |
1.618 |
20,362 |
1.000 |
20,285 |
0.618 |
20,237 |
HIGH |
20,160 |
0.618 |
20,112 |
0.500 |
20,098 |
0.382 |
20,083 |
LOW |
20,035 |
0.618 |
19,958 |
1.000 |
19,910 |
1.618 |
19,833 |
2.618 |
19,708 |
4.250 |
19,504 |
|
|
Fisher Pivots for day following 20-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
20,106 |
20,086 |
PP |
20,102 |
20,062 |
S1 |
20,098 |
20,038 |
|