Trading Metrics calculated at close of trading on 26-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2017 |
26-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,495 |
21,563 |
68 |
0.3% |
21,596 |
High |
21,640 |
21,687 |
47 |
0.2% |
21,624 |
Low |
21,482 |
21,547 |
65 |
0.3% |
21,416 |
Close |
21,560 |
21,646 |
86 |
0.4% |
21,518 |
Range |
158 |
140 |
-18 |
-11.4% |
208 |
ATR |
130 |
131 |
1 |
0.6% |
0 |
Volume |
115,421 |
103,284 |
-12,137 |
-10.5% |
466,499 |
|
Daily Pivots for day following 26-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,047 |
21,986 |
21,723 |
|
R3 |
21,907 |
21,846 |
21,685 |
|
R2 |
21,767 |
21,767 |
21,672 |
|
R1 |
21,706 |
21,706 |
21,659 |
21,737 |
PP |
21,627 |
21,627 |
21,627 |
21,642 |
S1 |
21,566 |
21,566 |
21,633 |
21,597 |
S2 |
21,487 |
21,487 |
21,620 |
|
S3 |
21,347 |
21,426 |
21,608 |
|
S4 |
21,207 |
21,286 |
21,569 |
|
|
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 |
21,687 |
21,444 |
243 |
1.1% |
124 |
0.6% |
83% |
True |
False |
98,811 |
10 |
21,687 |
21,416 |
271 |
1.3% |
120 |
0.6% |
85% |
True |
False |
94,049 |
20 |
21,687 |
21,138 |
549 |
2.5% |
144 |
0.7% |
93% |
True |
False |
116,450 |
40 |
21,687 |
20,879 |
808 |
3.7% |
127 |
0.6% |
95% |
True |
False |
106,061 |
60 |
21,687 |
20,433 |
1,254 |
5.8% |
126 |
0.6% |
97% |
True |
False |
70,744 |
80 |
21,687 |
20,267 |
1,420 |
6.6% |
133 |
0.6% |
97% |
True |
False |
53,076 |
100 |
21,687 |
20,267 |
1,420 |
6.6% |
129 |
0.6% |
97% |
True |
False |
42,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,282 |
2.618 |
22,054 |
1.618 |
21,914 |
1.000 |
21,827 |
0.618 |
21,774 |
HIGH |
21,687 |
0.618 |
21,634 |
0.500 |
21,617 |
0.382 |
21,601 |
LOW |
21,547 |
0.618 |
21,461 |
1.000 |
21,407 |
1.618 |
21,321 |
2.618 |
21,181 |
4.250 |
20,952 |
|
|
Fisher Pivots for day following 26-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,636 |
21,619 |
PP |
21,627 |
21,592 |
S1 |
21,617 |
21,566 |
|