Trading Metrics calculated at close of trading on 27-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2017 |
27-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,563 |
21,636 |
73 |
0.3% |
21,596 |
High |
21,687 |
21,750 |
63 |
0.3% |
21,624 |
Low |
21,547 |
21,632 |
85 |
0.4% |
21,416 |
Close |
21,646 |
21,743 |
97 |
0.4% |
21,518 |
Range |
140 |
118 |
-22 |
-15.7% |
208 |
ATR |
131 |
130 |
-1 |
-0.7% |
0 |
Volume |
103,284 |
145,893 |
42,609 |
41.3% |
466,499 |
|
Daily Pivots for day following 27-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,062 |
22,021 |
21,808 |
|
R3 |
21,944 |
21,903 |
21,776 |
|
R2 |
21,826 |
21,826 |
21,765 |
|
R1 |
21,785 |
21,785 |
21,754 |
21,806 |
PP |
21,708 |
21,708 |
21,708 |
21,719 |
S1 |
21,667 |
21,667 |
21,732 |
21,688 |
S2 |
21,590 |
21,590 |
21,721 |
|
S3 |
21,472 |
21,549 |
21,711 |
|
S4 |
21,354 |
21,431 |
21,678 |
|
|
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 |
21,750 |
21,444 |
306 |
1.4% |
128 |
0.6% |
98% |
True |
False |
108,162 |
10 |
21,750 |
21,416 |
334 |
1.5% |
125 |
0.6% |
98% |
True |
False |
100,963 |
20 |
21,750 |
21,138 |
612 |
2.8% |
140 |
0.6% |
99% |
True |
False |
115,875 |
40 |
21,750 |
20,937 |
813 |
3.7% |
127 |
0.6% |
99% |
True |
False |
109,699 |
60 |
21,750 |
20,433 |
1,317 |
6.1% |
128 |
0.6% |
99% |
True |
False |
73,176 |
80 |
21,750 |
20,267 |
1,483 |
6.8% |
132 |
0.6% |
100% |
True |
False |
54,899 |
100 |
21,750 |
20,267 |
1,483 |
6.8% |
130 |
0.6% |
100% |
True |
False |
43,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,252 |
2.618 |
22,059 |
1.618 |
21,941 |
1.000 |
21,868 |
0.618 |
21,823 |
HIGH |
21,750 |
0.618 |
21,705 |
0.500 |
21,691 |
0.382 |
21,677 |
LOW |
21,632 |
0.618 |
21,559 |
1.000 |
21,514 |
1.618 |
21,441 |
2.618 |
21,323 |
4.250 |
21,131 |
|
|
Fisher Pivots for day following 27-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,726 |
21,701 |
PP |
21,708 |
21,658 |
S1 |
21,691 |
21,616 |
|