Trading Metrics calculated at close of trading on 25-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2017 |
25-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,515 |
21,495 |
-20 |
-0.1% |
21,596 |
High |
21,529 |
21,640 |
111 |
0.5% |
21,624 |
Low |
21,444 |
21,482 |
38 |
0.2% |
21,416 |
Close |
21,499 |
21,560 |
61 |
0.3% |
21,518 |
Range |
85 |
158 |
73 |
85.9% |
208 |
ATR |
128 |
130 |
2 |
1.7% |
0 |
Volume |
77,342 |
115,421 |
38,079 |
49.2% |
466,499 |
|
Daily Pivots for day following 25-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,035 |
21,955 |
21,647 |
|
R3 |
21,877 |
21,797 |
21,604 |
|
R2 |
21,719 |
21,719 |
21,589 |
|
R1 |
21,639 |
21,639 |
21,575 |
21,679 |
PP |
21,561 |
21,561 |
21,561 |
21,581 |
S1 |
21,481 |
21,481 |
21,546 |
21,521 |
S2 |
21,403 |
21,403 |
21,531 |
|
S3 |
21,245 |
21,323 |
21,517 |
|
S4 |
21,087 |
21,165 |
21,473 |
|
|
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 |
21,640 |
21,444 |
196 |
0.9% |
117 |
0.5% |
59% |
True |
False |
93,321 |
10 |
21,640 |
21,359 |
281 |
1.3% |
123 |
0.6% |
72% |
True |
False |
95,762 |
20 |
21,640 |
21,138 |
502 |
2.3% |
143 |
0.7% |
84% |
True |
False |
119,560 |
40 |
21,640 |
20,879 |
761 |
3.5% |
127 |
0.6% |
89% |
True |
False |
103,486 |
60 |
21,640 |
20,433 |
1,207 |
5.6% |
125 |
0.6% |
93% |
True |
False |
69,024 |
80 |
21,640 |
20,267 |
1,373 |
6.4% |
132 |
0.6% |
94% |
True |
False |
51,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,312 |
2.618 |
22,054 |
1.618 |
21,896 |
1.000 |
21,798 |
0.618 |
21,738 |
HIGH |
21,640 |
0.618 |
21,580 |
0.500 |
21,561 |
0.382 |
21,542 |
LOW |
21,482 |
0.618 |
21,384 |
1.000 |
21,324 |
1.618 |
21,226 |
2.618 |
21,068 |
4.250 |
20,811 |
|
|
Fisher Pivots for day following 25-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,561 |
21,554 |
PP |
21,561 |
21,548 |
S1 |
21,560 |
21,542 |
|