Trading Metrics calculated at close of trading on 21-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2017 |
21-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,581 |
21,579 |
-2 |
0.0% |
21,596 |
High |
21,624 |
21,590 |
-34 |
-0.2% |
21,624 |
Low |
21,525 |
21,451 |
-74 |
-0.3% |
21,416 |
Close |
21,581 |
21,518 |
-63 |
-0.3% |
21,518 |
Range |
99 |
139 |
40 |
40.4% |
208 |
ATR |
130 |
131 |
1 |
0.5% |
0 |
Volume |
99,138 |
98,870 |
-268 |
-0.3% |
466,499 |
|
Daily Pivots for day following 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,937 |
21,866 |
21,595 |
|
R3 |
21,798 |
21,727 |
21,556 |
|
R2 |
21,659 |
21,659 |
21,544 |
|
R1 |
21,588 |
21,588 |
21,531 |
21,554 |
PP |
21,520 |
21,520 |
21,520 |
21,503 |
S1 |
21,449 |
21,449 |
21,505 |
21,415 |
S2 |
21,381 |
21,381 |
21,493 |
|
S3 |
21,242 |
21,310 |
21,480 |
|
S4 |
21,103 |
21,171 |
21,442 |
|
|
Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,143 |
22,039 |
21,633 |
|
R3 |
21,935 |
21,831 |
21,575 |
|
R2 |
21,727 |
21,727 |
21,556 |
|
R1 |
21,623 |
21,623 |
21,537 |
21,571 |
PP |
21,519 |
21,519 |
21,519 |
21,494 |
S1 |
21,415 |
21,415 |
21,499 |
21,363 |
S2 |
21,311 |
21,311 |
21,480 |
|
S3 |
21,103 |
21,207 |
21,461 |
|
S4 |
20,895 |
20,999 |
21,404 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,624 |
21,416 |
208 |
1.0% |
119 |
0.6% |
49% |
False |
False |
93,299 |
10 |
21,628 |
21,226 |
402 |
1.9% |
123 |
0.6% |
73% |
False |
False |
98,467 |
20 |
21,628 |
21,138 |
490 |
2.3% |
143 |
0.7% |
78% |
False |
False |
121,084 |
40 |
21,628 |
20,879 |
749 |
3.5% |
125 |
0.6% |
85% |
False |
False |
98,676 |
60 |
21,628 |
20,433 |
1,195 |
5.6% |
123 |
0.6% |
91% |
False |
False |
65,813 |
80 |
21,628 |
20,267 |
1,361 |
6.3% |
132 |
0.6% |
92% |
False |
False |
49,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,181 |
2.618 |
21,954 |
1.618 |
21,815 |
1.000 |
21,729 |
0.618 |
21,676 |
HIGH |
21,590 |
0.618 |
21,537 |
0.500 |
21,521 |
0.382 |
21,504 |
LOW |
21,451 |
0.618 |
21,365 |
1.000 |
21,312 |
1.618 |
21,226 |
2.618 |
21,087 |
4.250 |
20,860 |
|
|
Fisher Pivots for day following 21-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,521 |
21,538 |
PP |
21,520 |
21,531 |
S1 |
21,519 |
21,525 |
|