Trading Metrics calculated at close of trading on 14-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2017 |
14-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,483 |
21,515 |
32 |
0.1% |
21,359 |
High |
21,519 |
21,628 |
109 |
0.5% |
21,628 |
Low |
21,459 |
21,470 |
11 |
0.1% |
21,226 |
Close |
21,509 |
21,595 |
86 |
0.4% |
21,595 |
Range |
60 |
158 |
98 |
163.3% |
402 |
ATR |
134 |
136 |
2 |
1.3% |
0 |
Volume |
76,753 |
101,194 |
24,441 |
31.8% |
518,175 |
|
Daily Pivots for day following 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,038 |
21,975 |
21,682 |
|
R3 |
21,880 |
21,817 |
21,639 |
|
R2 |
21,722 |
21,722 |
21,624 |
|
R1 |
21,659 |
21,659 |
21,610 |
21,691 |
PP |
21,564 |
21,564 |
21,564 |
21,580 |
S1 |
21,501 |
21,501 |
21,581 |
21,533 |
S2 |
21,406 |
21,406 |
21,566 |
|
S3 |
21,248 |
21,343 |
21,552 |
|
S4 |
21,090 |
21,185 |
21,508 |
|
|
Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,689 |
22,544 |
21,816 |
|
R3 |
22,287 |
22,142 |
21,706 |
|
R2 |
21,885 |
21,885 |
21,669 |
|
R1 |
21,740 |
21,740 |
21,632 |
21,813 |
PP |
21,483 |
21,483 |
21,483 |
21,519 |
S1 |
21,338 |
21,338 |
21,558 |
21,411 |
S2 |
21,081 |
21,081 |
21,521 |
|
S3 |
20,679 |
20,936 |
21,485 |
|
S4 |
20,277 |
20,534 |
21,374 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,628 |
21,226 |
402 |
1.9% |
128 |
0.6% |
92% |
True |
False |
103,635 |
10 |
21,628 |
21,226 |
402 |
1.9% |
140 |
0.6% |
92% |
True |
False |
116,910 |
20 |
21,628 |
21,138 |
490 |
2.3% |
137 |
0.6% |
93% |
True |
False |
126,939 |
40 |
21,628 |
20,433 |
1,195 |
5.5% |
130 |
0.6% |
97% |
True |
False |
87,036 |
60 |
21,628 |
20,280 |
1,348 |
6.2% |
127 |
0.6% |
98% |
True |
False |
58,049 |
80 |
21,628 |
20,267 |
1,361 |
6.3% |
134 |
0.6% |
98% |
True |
False |
43,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,300 |
2.618 |
22,042 |
1.618 |
21,884 |
1.000 |
21,786 |
0.618 |
21,726 |
HIGH |
21,628 |
0.618 |
21,568 |
0.500 |
21,549 |
0.382 |
21,530 |
LOW |
21,470 |
0.618 |
21,372 |
1.000 |
21,312 |
1.618 |
21,214 |
2.618 |
21,056 |
4.250 |
20,799 |
|
|
Fisher Pivots for day following 14-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,580 |
21,561 |
PP |
21,564 |
21,527 |
S1 |
21,549 |
21,494 |
|