Trading Metrics calculated at close of trading on 13-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2017 |
13-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,381 |
21,483 |
102 |
0.5% |
21,306 |
High |
21,531 |
21,519 |
-12 |
-0.1% |
21,508 |
Low |
21,359 |
21,459 |
100 |
0.5% |
21,257 |
Close |
21,483 |
21,509 |
26 |
0.1% |
21,370 |
Range |
172 |
60 |
-112 |
-65.1% |
251 |
ATR |
140 |
134 |
-6 |
-4.1% |
0 |
Volume |
120,415 |
76,753 |
-43,662 |
-36.3% |
503,559 |
|
Daily Pivots for day following 13-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,676 |
21,652 |
21,542 |
|
R3 |
21,616 |
21,592 |
21,526 |
|
R2 |
21,556 |
21,556 |
21,520 |
|
R1 |
21,532 |
21,532 |
21,515 |
21,544 |
PP |
21,496 |
21,496 |
21,496 |
21,502 |
S1 |
21,472 |
21,472 |
21,504 |
21,484 |
S2 |
21,436 |
21,436 |
21,498 |
|
S3 |
21,376 |
21,412 |
21,493 |
|
S4 |
21,316 |
21,352 |
21,476 |
|
|
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% |
119 |
0.6% |
93% |
False |
False |
104,695 |
10 |
21,531 |
21,138 |
393 |
1.8% |
155 |
0.7% |
94% |
False |
False |
130,788 |
20 |
21,531 |
21,138 |
393 |
1.8% |
135 |
0.6% |
94% |
False |
False |
131,261 |
40 |
21,531 |
20,433 |
1,098 |
5.1% |
134 |
0.6% |
98% |
False |
False |
84,511 |
60 |
21,531 |
20,267 |
1,264 |
5.9% |
127 |
0.6% |
98% |
False |
False |
56,363 |
80 |
21,531 |
20,267 |
1,264 |
5.9% |
136 |
0.6% |
98% |
False |
False |
42,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,774 |
2.618 |
21,676 |
1.618 |
21,616 |
1.000 |
21,579 |
0.618 |
21,556 |
HIGH |
21,519 |
0.618 |
21,496 |
0.500 |
21,489 |
0.382 |
21,482 |
LOW |
21,459 |
0.618 |
21,422 |
1.000 |
21,399 |
1.618 |
21,362 |
2.618 |
21,302 |
4.250 |
21,204 |
|
|
Fisher Pivots for day following 13-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,502 |
21,466 |
PP |
21,496 |
21,422 |
S1 |
21,489 |
21,379 |
|