Trading Metrics calculated at close of trading on 20-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2017 |
20-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,518 |
21,581 |
63 |
0.3% |
21,359 |
High |
21,605 |
21,624 |
19 |
0.1% |
21,628 |
Low |
21,503 |
21,525 |
22 |
0.1% |
21,226 |
Close |
21,596 |
21,581 |
-15 |
-0.1% |
21,595 |
Range |
102 |
99 |
-3 |
-2.9% |
402 |
ATR |
133 |
130 |
-2 |
-1.8% |
0 |
Volume |
75,838 |
99,138 |
23,300 |
30.7% |
518,175 |
|
Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,874 |
21,826 |
21,636 |
|
R3 |
21,775 |
21,727 |
21,608 |
|
R2 |
21,676 |
21,676 |
21,599 |
|
R1 |
21,628 |
21,628 |
21,590 |
21,631 |
PP |
21,577 |
21,577 |
21,577 |
21,578 |
S1 |
21,529 |
21,529 |
21,572 |
21,532 |
S2 |
21,478 |
21,478 |
21,563 |
|
S3 |
21,379 |
21,430 |
21,554 |
|
S4 |
21,280 |
21,331 |
21,527 |
|
|
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 |
21,416 |
212 |
1.0% |
123 |
0.6% |
78% |
False |
False |
93,764 |
10 |
21,628 |
21,226 |
402 |
1.9% |
121 |
0.6% |
88% |
False |
False |
99,229 |
20 |
21,628 |
21,138 |
490 |
2.3% |
139 |
0.6% |
90% |
False |
False |
121,156 |
40 |
21,628 |
20,841 |
787 |
3.6% |
124 |
0.6% |
94% |
False |
False |
96,207 |
60 |
21,628 |
20,433 |
1,195 |
5.5% |
123 |
0.6% |
96% |
False |
False |
64,169 |
80 |
21,628 |
20,267 |
1,361 |
6.3% |
133 |
0.6% |
97% |
False |
False |
48,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,045 |
2.618 |
21,883 |
1.618 |
21,784 |
1.000 |
21,723 |
0.618 |
21,685 |
HIGH |
21,624 |
0.618 |
21,586 |
0.500 |
21,575 |
0.382 |
21,563 |
LOW |
21,525 |
0.618 |
21,464 |
1.000 |
21,426 |
1.618 |
21,365 |
2.618 |
21,266 |
4.250 |
21,104 |
|
|
Fisher Pivots for day following 20-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,579 |
21,561 |
PP |
21,577 |
21,540 |
S1 |
21,575 |
21,520 |
|