Trading Metrics calculated at close of trading on 11-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2017 |
11-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,359 |
21,352 |
-7 |
0.0% |
21,306 |
High |
21,401 |
21,389 |
-12 |
-0.1% |
21,508 |
Low |
21,315 |
21,226 |
-89 |
-0.4% |
21,257 |
Close |
21,359 |
21,367 |
8 |
0.0% |
21,370 |
Range |
86 |
163 |
77 |
89.5% |
251 |
ATR |
136 |
138 |
2 |
1.4% |
0 |
Volume |
88,382 |
131,431 |
43,049 |
48.7% |
503,559 |
|
Daily Pivots for day following 11-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,816 |
21,755 |
21,457 |
|
R3 |
21,653 |
21,592 |
21,412 |
|
R2 |
21,490 |
21,490 |
21,397 |
|
R1 |
21,429 |
21,429 |
21,382 |
21,460 |
PP |
21,327 |
21,327 |
21,327 |
21,343 |
S1 |
21,266 |
21,266 |
21,352 |
21,297 |
S2 |
21,164 |
21,164 |
21,337 |
|
S3 |
21,001 |
21,103 |
21,322 |
|
S4 |
20,838 |
20,940 |
21,277 |
|
|
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 |
21,473 |
21,226 |
247 |
1.2% |
134 |
0.6% |
57% |
False |
True |
125,979 |
10 |
21,508 |
21,138 |
370 |
1.7% |
163 |
0.8% |
62% |
False |
False |
143,358 |
20 |
21,508 |
21,138 |
370 |
1.7% |
134 |
0.6% |
62% |
False |
False |
136,996 |
40 |
21,508 |
20,433 |
1,075 |
5.0% |
133 |
0.6% |
87% |
False |
False |
79,584 |
60 |
21,508 |
20,267 |
1,241 |
5.8% |
129 |
0.6% |
89% |
False |
False |
53,079 |
80 |
21,508 |
20,267 |
1,241 |
5.8% |
135 |
0.6% |
89% |
False |
False |
39,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,082 |
2.618 |
21,816 |
1.618 |
21,653 |
1.000 |
21,552 |
0.618 |
21,490 |
HIGH |
21,389 |
0.618 |
21,327 |
0.500 |
21,308 |
0.382 |
21,288 |
LOW |
21,226 |
0.618 |
21,125 |
1.000 |
21,063 |
1.618 |
20,962 |
2.618 |
20,799 |
4.250 |
20,533 |
|
|
Fisher Pivots for day following 11-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,347 |
21,349 |
PP |
21,327 |
21,331 |
S1 |
21,308 |
21,314 |
|