Trading Metrics calculated at close of trading on 13-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2017 |
13-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
5,719.50 |
5,786.75 |
67.25 |
1.2% |
5,658.00 |
High |
5,790.00 |
5,812.00 |
22.00 |
0.4% |
5,690.75 |
Low |
5,712.75 |
5,777.25 |
64.50 |
1.1% |
5,560.25 |
Close |
5,785.75 |
5,797.50 |
11.75 |
0.2% |
5,655.75 |
Range |
77.25 |
34.75 |
-42.50 |
-55.0% |
130.50 |
ATR |
80.50 |
77.23 |
-3.27 |
-4.1% |
0.00 |
Volume |
262,329 |
240,958 |
-21,371 |
-8.1% |
1,262,455 |
|
Daily Pivots for day following 13-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,899.75 |
5,883.50 |
5,816.50 |
|
R3 |
5,865.00 |
5,848.75 |
5,807.00 |
|
R2 |
5,830.25 |
5,830.25 |
5,803.75 |
|
R1 |
5,814.00 |
5,814.00 |
5,800.75 |
5,822.00 |
PP |
5,795.50 |
5,795.50 |
5,795.50 |
5,799.75 |
S1 |
5,779.25 |
5,779.25 |
5,794.25 |
5,787.50 |
S2 |
5,760.75 |
5,760.75 |
5,791.25 |
|
S3 |
5,726.00 |
5,744.50 |
5,788.00 |
|
S4 |
5,691.25 |
5,709.75 |
5,778.50 |
|
|
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 |
5,812.00 |
5,591.50 |
220.50 |
3.8% |
62.75 |
1.1% |
93% |
True |
False |
258,973 |
10 |
5,812.00 |
5,560.25 |
251.75 |
4.3% |
84.00 |
1.5% |
94% |
True |
False |
323,178 |
20 |
5,852.00 |
5,560.25 |
291.75 |
5.0% |
84.25 |
1.5% |
81% |
False |
False |
324,425 |
40 |
5,907.50 |
5,557.00 |
350.50 |
6.0% |
75.25 |
1.3% |
69% |
False |
False |
218,610 |
60 |
5,907.50 |
5,394.50 |
513.00 |
8.8% |
62.00 |
1.1% |
79% |
False |
False |
145,809 |
80 |
5,907.50 |
5,318.00 |
589.50 |
10.2% |
58.75 |
1.0% |
81% |
False |
False |
109,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,959.75 |
2.618 |
5,903.00 |
1.618 |
5,868.25 |
1.000 |
5,846.75 |
0.618 |
5,833.50 |
HIGH |
5,812.00 |
0.618 |
5,798.75 |
0.500 |
5,794.50 |
0.382 |
5,790.50 |
LOW |
5,777.25 |
0.618 |
5,755.75 |
1.000 |
5,742.50 |
1.618 |
5,721.00 |
2.618 |
5,686.25 |
4.250 |
5,629.50 |
|
|
Fisher Pivots for day following 13-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
5,796.50 |
5,778.25 |
PP |
5,795.50 |
5,759.00 |
S1 |
5,794.50 |
5,739.75 |
|