Trading Metrics calculated at close of trading on 25-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2017 |
25-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
20,005 |
19,965 |
-40 |
-0.2% |
20,035 |
High |
20,005 |
20,105 |
100 |
0.5% |
20,160 |
Low |
19,875 |
19,935 |
60 |
0.3% |
19,915 |
Close |
19,975 |
20,080 |
105 |
0.5% |
20,005 |
Range |
130 |
170 |
40 |
30.8% |
245 |
ATR |
169 |
169 |
0 |
0.0% |
0 |
Volume |
7,035 |
7,421 |
386 |
5.5% |
34,865 |
|
Daily Pivots for day following 25-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,550 |
20,485 |
20,174 |
|
R3 |
20,380 |
20,315 |
20,127 |
|
R2 |
20,210 |
20,210 |
20,111 |
|
R1 |
20,145 |
20,145 |
20,096 |
20,178 |
PP |
20,040 |
20,040 |
20,040 |
20,056 |
S1 |
19,975 |
19,975 |
20,065 |
20,008 |
S2 |
19,870 |
19,870 |
20,049 |
|
S3 |
19,700 |
19,805 |
20,033 |
|
S4 |
19,530 |
19,635 |
19,987 |
|
|
Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,762 |
20,628 |
20,140 |
|
R3 |
20,517 |
20,383 |
20,073 |
|
R2 |
20,272 |
20,272 |
20,050 |
|
R1 |
20,138 |
20,138 |
20,028 |
20,083 |
PP |
20,027 |
20,027 |
20,027 |
19,999 |
S1 |
19,893 |
19,893 |
19,983 |
19,838 |
S2 |
19,782 |
19,782 |
19,960 |
|
S3 |
19,537 |
19,648 |
19,938 |
|
S4 |
19,292 |
19,403 |
19,870 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,160 |
19,875 |
285 |
1.4% |
137 |
0.7% |
72% |
False |
False |
7,411 |
10 |
20,205 |
19,875 |
330 |
1.6% |
141 |
0.7% |
62% |
False |
False |
7,080 |
20 |
20,315 |
19,870 |
445 |
2.2% |
176 |
0.9% |
47% |
False |
False |
9,254 |
40 |
20,320 |
19,605 |
715 |
3.6% |
184 |
0.9% |
66% |
False |
False |
8,970 |
60 |
20,320 |
19,220 |
1,100 |
5.5% |
185 |
0.9% |
78% |
False |
False |
5,995 |
80 |
20,320 |
18,290 |
2,030 |
10.1% |
185 |
0.9% |
88% |
False |
False |
4,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,828 |
2.618 |
20,550 |
1.618 |
20,380 |
1.000 |
20,275 |
0.618 |
20,210 |
HIGH |
20,105 |
0.618 |
20,040 |
0.500 |
20,020 |
0.382 |
20,000 |
LOW |
19,935 |
0.618 |
19,830 |
1.000 |
19,765 |
1.618 |
19,660 |
2.618 |
19,490 |
4.250 |
19,213 |
|
|
Fisher Pivots for day following 25-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
20,060 |
20,054 |
PP |
20,040 |
20,028 |
S1 |
20,020 |
20,003 |
|