Trading Metrics calculated at close of trading on 24-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2017 |
24-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,579 |
21,515 |
-64 |
-0.3% |
21,596 |
High |
21,590 |
21,529 |
-61 |
-0.3% |
21,624 |
Low |
21,451 |
21,444 |
-7 |
0.0% |
21,416 |
Close |
21,518 |
21,499 |
-19 |
-0.1% |
21,518 |
Range |
139 |
85 |
-54 |
-38.8% |
208 |
ATR |
131 |
128 |
-3 |
-2.5% |
0 |
Volume |
98,870 |
77,342 |
-21,528 |
-21.8% |
466,499 |
|
Daily Pivots for day following 24-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,746 |
21,707 |
21,546 |
|
R3 |
21,661 |
21,622 |
21,523 |
|
R2 |
21,576 |
21,576 |
21,515 |
|
R1 |
21,537 |
21,537 |
21,507 |
21,514 |
PP |
21,491 |
21,491 |
21,491 |
21,479 |
S1 |
21,452 |
21,452 |
21,491 |
21,429 |
S2 |
21,406 |
21,406 |
21,484 |
|
S3 |
21,321 |
21,367 |
21,476 |
|
S4 |
21,236 |
21,282 |
21,452 |
|
|
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% |
124 |
0.6% |
40% |
False |
False |
93,359 |
10 |
21,628 |
21,226 |
402 |
1.9% |
123 |
0.6% |
68% |
False |
False |
97,363 |
20 |
21,628 |
21,138 |
490 |
2.3% |
142 |
0.7% |
74% |
False |
False |
119,642 |
40 |
21,628 |
20,879 |
749 |
3.5% |
124 |
0.6% |
83% |
False |
False |
100,605 |
60 |
21,628 |
20,433 |
1,195 |
5.6% |
124 |
0.6% |
89% |
False |
False |
67,101 |
80 |
21,628 |
20,267 |
1,361 |
6.3% |
132 |
0.6% |
91% |
False |
False |
50,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,890 |
2.618 |
21,752 |
1.618 |
21,667 |
1.000 |
21,614 |
0.618 |
21,582 |
HIGH |
21,529 |
0.618 |
21,497 |
0.500 |
21,487 |
0.382 |
21,477 |
LOW |
21,444 |
0.618 |
21,392 |
1.000 |
21,359 |
1.618 |
21,307 |
2.618 |
21,222 |
4.250 |
21,083 |
|
|
Fisher Pivots for day following 24-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,495 |
21,534 |
PP |
21,491 |
21,522 |
S1 |
21,487 |
21,511 |
|