Trading Metrics calculated at close of trading on 12-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2017 |
12-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
5,692.00 |
5,719.50 |
27.50 |
0.5% |
5,658.00 |
High |
5,722.50 |
5,790.00 |
67.50 |
1.2% |
5,690.75 |
Low |
5,667.50 |
5,712.75 |
45.25 |
0.8% |
5,560.25 |
Close |
5,720.00 |
5,785.75 |
65.75 |
1.1% |
5,655.75 |
Range |
55.00 |
77.25 |
22.25 |
40.5% |
130.50 |
ATR |
80.75 |
80.50 |
-0.25 |
-0.3% |
0.00 |
Volume |
283,454 |
262,329 |
-21,125 |
-7.5% |
1,262,455 |
|
Daily Pivots for day following 12-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,994.50 |
5,967.50 |
5,828.25 |
|
R3 |
5,917.25 |
5,890.25 |
5,807.00 |
|
R2 |
5,840.00 |
5,840.00 |
5,800.00 |
|
R1 |
5,813.00 |
5,813.00 |
5,792.75 |
5,826.50 |
PP |
5,762.75 |
5,762.75 |
5,762.75 |
5,769.50 |
S1 |
5,735.75 |
5,735.75 |
5,778.75 |
5,749.25 |
S2 |
5,685.50 |
5,685.50 |
5,771.50 |
|
S3 |
5,608.25 |
5,658.50 |
5,764.50 |
|
S4 |
5,531.00 |
5,581.25 |
5,743.25 |
|
|
Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,027.00 |
5,972.00 |
5,727.50 |
|
R3 |
5,896.50 |
5,841.50 |
5,691.75 |
|
R2 |
5,766.00 |
5,766.00 |
5,679.75 |
|
R1 |
5,711.00 |
5,711.00 |
5,667.75 |
5,673.25 |
PP |
5,635.50 |
5,635.50 |
5,635.50 |
5,616.75 |
S1 |
5,580.50 |
5,580.50 |
5,643.75 |
5,542.75 |
S2 |
5,505.00 |
5,505.00 |
5,631.75 |
|
S3 |
5,374.50 |
5,450.00 |
5,619.75 |
|
S4 |
5,244.00 |
5,319.50 |
5,584.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,790.00 |
5,580.00 |
210.00 |
3.6% |
70.25 |
1.2% |
98% |
True |
False |
284,929 |
10 |
5,790.00 |
5,560.25 |
229.75 |
4.0% |
94.25 |
1.6% |
98% |
True |
False |
338,743 |
20 |
5,852.00 |
5,560.25 |
291.75 |
5.0% |
87.50 |
1.5% |
77% |
False |
False |
333,855 |
40 |
5,907.50 |
5,557.00 |
350.50 |
6.1% |
75.25 |
1.3% |
65% |
False |
False |
212,593 |
60 |
5,907.50 |
5,382.25 |
525.25 |
9.1% |
62.00 |
1.1% |
77% |
False |
False |
141,794 |
80 |
5,907.50 |
5,318.00 |
589.50 |
10.2% |
58.75 |
1.0% |
79% |
False |
False |
106,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,118.25 |
2.618 |
5,992.25 |
1.618 |
5,915.00 |
1.000 |
5,867.25 |
0.618 |
5,837.75 |
HIGH |
5,790.00 |
0.618 |
5,760.50 |
0.500 |
5,751.50 |
0.382 |
5,742.25 |
LOW |
5,712.75 |
0.618 |
5,665.00 |
1.000 |
5,635.50 |
1.618 |
5,587.75 |
2.618 |
5,510.50 |
4.250 |
5,384.50 |
|
|
Fisher Pivots for day following 12-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
5,774.25 |
5,763.75 |
PP |
5,762.75 |
5,742.00 |
S1 |
5,751.50 |
5,720.00 |
|