Trading Metrics calculated at close of trading on 18-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2017 |
18-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,596 |
21,589 |
-7 |
0.0% |
21,359 |
High |
21,621 |
21,609 |
-12 |
-0.1% |
21,628 |
Low |
21,561 |
21,416 |
-145 |
-0.7% |
21,226 |
Close |
21,581 |
21,520 |
-61 |
-0.3% |
21,595 |
Range |
60 |
193 |
133 |
221.7% |
402 |
ATR |
131 |
135 |
4 |
3.4% |
0 |
Volume |
77,044 |
115,609 |
38,565 |
50.1% |
518,175 |
|
Daily Pivots for day following 18-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,094 |
22,000 |
21,626 |
|
R3 |
21,901 |
21,807 |
21,573 |
|
R2 |
21,708 |
21,708 |
21,556 |
|
R1 |
21,614 |
21,614 |
21,538 |
21,565 |
PP |
21,515 |
21,515 |
21,515 |
21,490 |
S1 |
21,421 |
21,421 |
21,502 |
21,372 |
S2 |
21,322 |
21,322 |
21,485 |
|
S3 |
21,129 |
21,228 |
21,467 |
|
S4 |
20,936 |
21,035 |
21,414 |
|
|
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 |
21,359 |
269 |
1.3% |
129 |
0.6% |
60% |
False |
False |
98,203 |
10 |
21,628 |
21,226 |
402 |
1.9% |
132 |
0.6% |
73% |
False |
False |
112,091 |
20 |
21,628 |
21,138 |
490 |
2.3% |
138 |
0.6% |
78% |
False |
False |
125,378 |
40 |
21,628 |
20,716 |
912 |
4.2% |
125 |
0.6% |
88% |
False |
False |
91,843 |
60 |
21,628 |
20,433 |
1,195 |
5.6% |
126 |
0.6% |
91% |
False |
False |
61,257 |
80 |
21,628 |
20,267 |
1,361 |
6.3% |
134 |
0.6% |
92% |
False |
False |
45,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,429 |
2.618 |
22,114 |
1.618 |
21,921 |
1.000 |
21,802 |
0.618 |
21,728 |
HIGH |
21,609 |
0.618 |
21,535 |
0.500 |
21,513 |
0.382 |
21,490 |
LOW |
21,416 |
0.618 |
21,297 |
1.000 |
21,223 |
1.618 |
21,104 |
2.618 |
20,911 |
4.250 |
20,596 |
|
|
Fisher Pivots for day following 18-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,518 |
21,522 |
PP |
21,515 |
21,521 |
S1 |
21,513 |
21,521 |
|