Trading Metrics calculated at close of trading on 17-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2017 |
17-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,515 |
21,596 |
81 |
0.4% |
21,359 |
High |
21,628 |
21,621 |
-7 |
0.0% |
21,628 |
Low |
21,470 |
21,561 |
91 |
0.4% |
21,226 |
Close |
21,595 |
21,581 |
-14 |
-0.1% |
21,595 |
Range |
158 |
60 |
-98 |
-62.0% |
402 |
ATR |
136 |
131 |
-5 |
-4.0% |
0 |
Volume |
101,194 |
77,044 |
-24,150 |
-23.9% |
518,175 |
|
Daily Pivots for day following 17-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,768 |
21,734 |
21,614 |
|
R3 |
21,708 |
21,674 |
21,598 |
|
R2 |
21,648 |
21,648 |
21,592 |
|
R1 |
21,614 |
21,614 |
21,587 |
21,601 |
PP |
21,588 |
21,588 |
21,588 |
21,581 |
S1 |
21,554 |
21,554 |
21,576 |
21,541 |
S2 |
21,528 |
21,528 |
21,570 |
|
S3 |
21,468 |
21,494 |
21,565 |
|
S4 |
21,408 |
21,434 |
21,548 |
|
|
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% |
123 |
0.6% |
88% |
False |
False |
101,367 |
10 |
21,628 |
21,226 |
402 |
1.9% |
132 |
0.6% |
88% |
False |
False |
109,877 |
20 |
21,628 |
21,138 |
490 |
2.3% |
135 |
0.6% |
90% |
False |
False |
124,973 |
40 |
21,628 |
20,574 |
1,054 |
4.9% |
125 |
0.6% |
96% |
False |
False |
88,957 |
60 |
21,628 |
20,398 |
1,230 |
5.7% |
124 |
0.6% |
96% |
False |
False |
59,330 |
80 |
21,628 |
20,267 |
1,361 |
6.3% |
134 |
0.6% |
97% |
False |
False |
44,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,876 |
2.618 |
21,778 |
1.618 |
21,718 |
1.000 |
21,681 |
0.618 |
21,658 |
HIGH |
21,621 |
0.618 |
21,598 |
0.500 |
21,591 |
0.382 |
21,584 |
LOW |
21,561 |
0.618 |
21,524 |
1.000 |
21,501 |
1.618 |
21,464 |
2.618 |
21,404 |
4.250 |
21,306 |
|
|
Fisher Pivots for day following 17-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,591 |
21,569 |
PP |
21,588 |
21,556 |
S1 |
21,584 |
21,544 |
|