Trading Metrics calculated at close of trading on 10-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2017 |
10-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,279 |
21,359 |
80 |
0.4% |
21,306 |
High |
21,377 |
21,401 |
24 |
0.1% |
21,508 |
Low |
21,264 |
21,315 |
51 |
0.2% |
21,257 |
Close |
21,370 |
21,359 |
-11 |
-0.1% |
21,370 |
Range |
113 |
86 |
-27 |
-23.9% |
251 |
ATR |
139 |
136 |
-4 |
-2.7% |
0 |
Volume |
106,494 |
88,382 |
-18,112 |
-17.0% |
503,559 |
|
Daily Pivots for day following 10-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,616 |
21,574 |
21,406 |
|
R3 |
21,530 |
21,488 |
21,383 |
|
R2 |
21,444 |
21,444 |
21,375 |
|
R1 |
21,402 |
21,402 |
21,367 |
21,402 |
PP |
21,358 |
21,358 |
21,358 |
21,359 |
S1 |
21,316 |
21,316 |
21,351 |
21,316 |
S2 |
21,272 |
21,272 |
21,343 |
|
S3 |
21,186 |
21,230 |
21,335 |
|
S4 |
21,100 |
21,144 |
21,312 |
|
|
Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,131 |
22,002 |
21,508 |
|
R3 |
21,880 |
21,751 |
21,439 |
|
R2 |
21,629 |
21,629 |
21,416 |
|
R1 |
21,500 |
21,500 |
21,393 |
21,565 |
PP |
21,378 |
21,378 |
21,378 |
21,411 |
S1 |
21,249 |
21,249 |
21,347 |
21,314 |
S2 |
21,127 |
21,127 |
21,324 |
|
S3 |
20,876 |
20,998 |
21,301 |
|
S4 |
20,625 |
20,747 |
21,232 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,508 |
21,257 |
251 |
1.2% |
142 |
0.7% |
41% |
False |
False |
118,388 |
10 |
21,508 |
21,138 |
370 |
1.7% |
161 |
0.8% |
60% |
False |
False |
141,921 |
20 |
21,508 |
21,138 |
370 |
1.7% |
130 |
0.6% |
60% |
False |
False |
139,588 |
40 |
21,508 |
20,433 |
1,075 |
5.0% |
130 |
0.6% |
86% |
False |
False |
76,300 |
60 |
21,508 |
20,267 |
1,241 |
5.8% |
129 |
0.6% |
88% |
False |
False |
50,889 |
80 |
21,508 |
20,267 |
1,241 |
5.8% |
135 |
0.6% |
88% |
False |
False |
38,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,767 |
2.618 |
21,626 |
1.618 |
21,540 |
1.000 |
21,487 |
0.618 |
21,454 |
HIGH |
21,401 |
0.618 |
21,368 |
0.500 |
21,358 |
0.382 |
21,348 |
LOW |
21,315 |
0.618 |
21,262 |
1.000 |
21,229 |
1.618 |
21,176 |
2.618 |
21,090 |
4.250 |
20,950 |
|
|
Fisher Pivots for day following 10-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,359 |
21,356 |
PP |
21,358 |
21,352 |
S1 |
21,358 |
21,349 |
|