Trading Metrics calculated at close of trading on 28-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2017 |
28-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,636 |
21,740 |
104 |
0.5% |
21,515 |
High |
21,750 |
21,784 |
34 |
0.2% |
21,784 |
Low |
21,632 |
21,684 |
52 |
0.2% |
21,444 |
Close |
21,743 |
21,775 |
32 |
0.1% |
21,775 |
Range |
118 |
100 |
-18 |
-15.3% |
340 |
ATR |
130 |
128 |
-2 |
-1.6% |
0 |
Volume |
145,893 |
106,336 |
-39,557 |
-27.1% |
548,276 |
|
Daily Pivots for day following 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,048 |
22,011 |
21,830 |
|
R3 |
21,948 |
21,911 |
21,803 |
|
R2 |
21,848 |
21,848 |
21,793 |
|
R1 |
21,811 |
21,811 |
21,784 |
21,830 |
PP |
21,748 |
21,748 |
21,748 |
21,757 |
S1 |
21,711 |
21,711 |
21,766 |
21,730 |
S2 |
21,648 |
21,648 |
21,757 |
|
S3 |
21,548 |
21,611 |
21,748 |
|
S4 |
21,448 |
21,511 |
21,720 |
|
|
Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,688 |
22,571 |
21,962 |
|
R3 |
22,348 |
22,231 |
21,869 |
|
R2 |
22,008 |
22,008 |
21,837 |
|
R1 |
21,891 |
21,891 |
21,806 |
21,950 |
PP |
21,668 |
21,668 |
21,668 |
21,697 |
S1 |
21,551 |
21,551 |
21,744 |
21,610 |
S2 |
21,328 |
21,328 |
21,713 |
|
S3 |
20,988 |
21,211 |
21,682 |
|
S4 |
20,648 |
20,871 |
21,588 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,784 |
21,444 |
340 |
1.6% |
120 |
0.6% |
97% |
True |
False |
109,655 |
10 |
21,784 |
21,416 |
368 |
1.7% |
120 |
0.5% |
98% |
True |
False |
101,477 |
20 |
21,784 |
21,226 |
558 |
2.6% |
130 |
0.6% |
98% |
True |
False |
109,194 |
40 |
21,784 |
21,064 |
720 |
3.3% |
126 |
0.6% |
99% |
True |
False |
112,337 |
60 |
21,784 |
20,433 |
1,351 |
6.2% |
128 |
0.6% |
99% |
True |
False |
74,948 |
80 |
21,784 |
20,267 |
1,517 |
7.0% |
132 |
0.6% |
99% |
True |
False |
56,228 |
100 |
21,784 |
20,267 |
1,517 |
7.0% |
130 |
0.6% |
99% |
True |
False |
44,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,209 |
2.618 |
22,046 |
1.618 |
21,946 |
1.000 |
21,884 |
0.618 |
21,846 |
HIGH |
21,784 |
0.618 |
21,746 |
0.500 |
21,734 |
0.382 |
21,722 |
LOW |
21,684 |
0.618 |
21,622 |
1.000 |
21,584 |
1.618 |
21,522 |
2.618 |
21,422 |
4.250 |
21,259 |
|
|
Fisher Pivots for day following 28-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,761 |
21,739 |
PP |
21,748 |
21,702 |
S1 |
21,734 |
21,666 |
|