Trading Metrics calculated at close of trading on 27-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2017 |
27-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
20,095 |
20,025 |
-70 |
-0.3% |
20,035 |
High |
20,125 |
20,180 |
55 |
0.3% |
20,160 |
Low |
20,005 |
19,970 |
-35 |
-0.2% |
19,915 |
Close |
20,020 |
20,045 |
25 |
0.1% |
20,005 |
Range |
120 |
210 |
90 |
75.0% |
245 |
ATR |
166 |
169 |
3 |
1.9% |
0 |
Volume |
6,163 |
10,789 |
4,626 |
75.1% |
34,865 |
|
Daily Pivots for day following 27-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,695 |
20,580 |
20,161 |
|
R3 |
20,485 |
20,370 |
20,103 |
|
R2 |
20,275 |
20,275 |
20,084 |
|
R1 |
20,160 |
20,160 |
20,064 |
20,218 |
PP |
20,065 |
20,065 |
20,065 |
20,094 |
S1 |
19,950 |
19,950 |
20,026 |
20,008 |
S2 |
19,855 |
19,855 |
20,007 |
|
S3 |
19,645 |
19,740 |
19,987 |
|
S4 |
19,435 |
19,530 |
19,930 |
|
|
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 |
20,180 |
19,875 |
305 |
1.5% |
158 |
0.8% |
56% |
True |
False |
8,006 |
10 |
20,180 |
19,875 |
305 |
1.5% |
148 |
0.7% |
56% |
True |
False |
7,249 |
20 |
20,315 |
19,870 |
445 |
2.2% |
177 |
0.9% |
39% |
False |
False |
9,010 |
40 |
20,320 |
19,695 |
625 |
3.1% |
186 |
0.9% |
56% |
False |
False |
9,386 |
60 |
20,320 |
19,330 |
990 |
4.9% |
185 |
0.9% |
72% |
False |
False |
6,277 |
80 |
20,320 |
18,290 |
2,030 |
10.1% |
184 |
0.9% |
86% |
False |
False |
4,712 |
100 |
20,320 |
18,290 |
2,030 |
10.1% |
175 |
0.9% |
86% |
False |
False |
3,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,073 |
2.618 |
20,730 |
1.618 |
20,520 |
1.000 |
20,390 |
0.618 |
20,310 |
HIGH |
20,180 |
0.618 |
20,100 |
0.500 |
20,075 |
0.382 |
20,050 |
LOW |
19,970 |
0.618 |
19,840 |
1.000 |
19,760 |
1.618 |
19,630 |
2.618 |
19,420 |
4.250 |
19,078 |
|
|
Fisher Pivots for day following 27-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
20,075 |
20,058 |
PP |
20,065 |
20,053 |
S1 |
20,055 |
20,049 |
|