Trading Metrics calculated at close of trading on 12-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2017 |
12-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,352 |
21,381 |
29 |
0.1% |
21,306 |
High |
21,389 |
21,531 |
142 |
0.7% |
21,508 |
Low |
21,226 |
21,359 |
133 |
0.6% |
21,257 |
Close |
21,367 |
21,483 |
116 |
0.5% |
21,370 |
Range |
163 |
172 |
9 |
5.5% |
251 |
ATR |
138 |
140 |
2 |
1.8% |
0 |
Volume |
131,431 |
120,415 |
-11,016 |
-8.4% |
503,559 |
|
Daily Pivots for day following 12-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,974 |
21,900 |
21,578 |
|
R3 |
21,802 |
21,728 |
21,530 |
|
R2 |
21,630 |
21,630 |
21,515 |
|
R1 |
21,556 |
21,556 |
21,499 |
21,593 |
PP |
21,458 |
21,458 |
21,458 |
21,476 |
S1 |
21,384 |
21,384 |
21,467 |
21,421 |
S2 |
21,286 |
21,286 |
21,452 |
|
S3 |
21,114 |
21,212 |
21,436 |
|
S4 |
20,942 |
21,040 |
21,389 |
|
|
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 |
21,531 |
21,226 |
305 |
1.4% |
144 |
0.7% |
84% |
True |
False |
118,088 |
10 |
21,531 |
21,138 |
393 |
1.8% |
168 |
0.8% |
88% |
True |
False |
138,851 |
20 |
21,531 |
21,138 |
393 |
1.8% |
137 |
0.6% |
88% |
True |
False |
135,943 |
40 |
21,531 |
20,433 |
1,098 |
5.1% |
135 |
0.6% |
96% |
True |
False |
82,593 |
60 |
21,531 |
20,267 |
1,264 |
5.9% |
129 |
0.6% |
96% |
True |
False |
55,084 |
80 |
21,531 |
20,267 |
1,264 |
5.9% |
136 |
0.6% |
96% |
True |
False |
41,327 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,262 |
2.618 |
21,981 |
1.618 |
21,809 |
1.000 |
21,703 |
0.618 |
21,637 |
HIGH |
21,531 |
0.618 |
21,465 |
0.500 |
21,445 |
0.382 |
21,425 |
LOW |
21,359 |
0.618 |
21,253 |
1.000 |
21,187 |
1.618 |
21,081 |
2.618 |
20,909 |
4.250 |
20,628 |
|
|
Fisher Pivots for day following 12-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,470 |
21,448 |
PP |
21,458 |
21,413 |
S1 |
21,445 |
21,379 |
|