Trading Metrics calculated at close of trading on 28-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2017 |
28-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
20,025 |
20,060 |
35 |
0.2% |
20,005 |
High |
20,180 |
20,080 |
-100 |
-0.5% |
20,180 |
Low |
19,970 |
19,925 |
-45 |
-0.2% |
19,875 |
Close |
20,045 |
19,970 |
-75 |
-0.4% |
19,970 |
Range |
210 |
155 |
-55 |
-26.2% |
305 |
ATR |
169 |
168 |
-1 |
-0.6% |
0 |
Volume |
10,789 |
8,201 |
-2,588 |
-24.0% |
39,609 |
|
Daily Pivots for day following 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,457 |
20,368 |
20,055 |
|
R3 |
20,302 |
20,213 |
20,013 |
|
R2 |
20,147 |
20,147 |
19,999 |
|
R1 |
20,058 |
20,058 |
19,984 |
20,025 |
PP |
19,992 |
19,992 |
19,992 |
19,975 |
S1 |
19,903 |
19,903 |
19,956 |
19,870 |
S2 |
19,837 |
19,837 |
19,942 |
|
S3 |
19,682 |
19,748 |
19,928 |
|
S4 |
19,527 |
19,593 |
19,885 |
|
|
Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,923 |
20,752 |
20,138 |
|
R3 |
20,618 |
20,447 |
20,054 |
|
R2 |
20,313 |
20,313 |
20,026 |
|
R1 |
20,142 |
20,142 |
19,998 |
20,075 |
PP |
20,008 |
20,008 |
20,008 |
19,975 |
S1 |
19,837 |
19,837 |
19,942 |
19,770 |
S2 |
19,703 |
19,703 |
19,914 |
|
S3 |
19,398 |
19,532 |
19,886 |
|
S4 |
19,093 |
19,227 |
19,802 |
|
|
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% |
157 |
0.8% |
31% |
False |
False |
7,921 |
10 |
20,180 |
19,875 |
305 |
1.5% |
151 |
0.8% |
31% |
False |
False |
7,447 |
20 |
20,230 |
19,870 |
360 |
1.8% |
164 |
0.8% |
28% |
False |
False |
8,740 |
40 |
20,320 |
19,750 |
570 |
2.9% |
183 |
0.9% |
39% |
False |
False |
9,581 |
60 |
20,320 |
19,330 |
990 |
5.0% |
184 |
0.9% |
65% |
False |
False |
6,414 |
80 |
20,320 |
18,290 |
2,030 |
10.2% |
183 |
0.9% |
83% |
False |
False |
4,814 |
100 |
20,320 |
18,290 |
2,030 |
10.2% |
177 |
0.9% |
83% |
False |
False |
3,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,739 |
2.618 |
20,486 |
1.618 |
20,331 |
1.000 |
20,235 |
0.618 |
20,176 |
HIGH |
20,080 |
0.618 |
20,021 |
0.500 |
20,003 |
0.382 |
19,984 |
LOW |
19,925 |
0.618 |
19,829 |
1.000 |
19,770 |
1.618 |
19,674 |
2.618 |
19,519 |
4.250 |
19,266 |
|
|
Fisher Pivots for day following 28-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
20,003 |
20,053 |
PP |
19,992 |
20,025 |
S1 |
19,981 |
19,998 |
|