Trading Metrics calculated at close of trading on 14-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2017 |
14-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
5,786.75 |
5,799.50 |
12.75 |
0.2% |
5,663.00 |
High |
5,812.00 |
5,847.75 |
35.75 |
0.6% |
5,847.75 |
Low |
5,777.25 |
5,787.75 |
10.50 |
0.2% |
5,650.00 |
Close |
5,797.50 |
5,843.25 |
45.75 |
0.8% |
5,843.25 |
Range |
34.75 |
60.00 |
25.25 |
72.7% |
197.75 |
ATR |
77.23 |
76.00 |
-1.23 |
-1.6% |
0.00 |
Volume |
240,958 |
230,871 |
-10,087 |
-4.2% |
1,258,972 |
|
Daily Pivots for day following 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,006.25 |
5,984.75 |
5,876.25 |
|
R3 |
5,946.25 |
5,924.75 |
5,859.75 |
|
R2 |
5,886.25 |
5,886.25 |
5,854.25 |
|
R1 |
5,864.75 |
5,864.75 |
5,848.75 |
5,875.50 |
PP |
5,826.25 |
5,826.25 |
5,826.25 |
5,831.50 |
S1 |
5,804.75 |
5,804.75 |
5,837.75 |
5,815.50 |
S2 |
5,766.25 |
5,766.25 |
5,832.25 |
|
S3 |
5,706.25 |
5,744.75 |
5,826.75 |
|
S4 |
5,646.25 |
5,684.75 |
5,810.25 |
|
|
Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,373.50 |
6,306.25 |
5,952.00 |
|
R3 |
6,175.75 |
6,108.50 |
5,897.75 |
|
R2 |
5,978.00 |
5,978.00 |
5,879.50 |
|
R1 |
5,910.75 |
5,910.75 |
5,861.50 |
5,944.50 |
PP |
5,780.25 |
5,780.25 |
5,780.25 |
5,797.25 |
S1 |
5,713.00 |
5,713.00 |
5,825.00 |
5,746.50 |
S2 |
5,582.50 |
5,582.50 |
5,807.00 |
|
S3 |
5,384.75 |
5,515.25 |
5,788.75 |
|
S4 |
5,187.00 |
5,317.50 |
5,734.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,847.75 |
5,650.00 |
197.75 |
3.4% |
57.75 |
1.0% |
98% |
True |
False |
251,794 |
10 |
5,847.75 |
5,560.25 |
287.50 |
4.9% |
72.50 |
1.2% |
98% |
True |
False |
285,794 |
20 |
5,852.00 |
5,560.25 |
291.75 |
5.0% |
82.50 |
1.4% |
97% |
False |
False |
314,213 |
40 |
5,907.50 |
5,557.00 |
350.50 |
6.0% |
73.25 |
1.3% |
82% |
False |
False |
224,363 |
60 |
5,907.50 |
5,400.50 |
507.00 |
8.7% |
62.25 |
1.1% |
87% |
False |
False |
149,655 |
80 |
5,907.50 |
5,318.00 |
589.50 |
10.1% |
58.25 |
1.0% |
89% |
False |
False |
112,284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,102.75 |
2.618 |
6,004.75 |
1.618 |
5,944.75 |
1.000 |
5,907.75 |
0.618 |
5,884.75 |
HIGH |
5,847.75 |
0.618 |
5,824.75 |
0.500 |
5,817.75 |
0.382 |
5,810.75 |
LOW |
5,787.75 |
0.618 |
5,750.75 |
1.000 |
5,727.75 |
1.618 |
5,690.75 |
2.618 |
5,630.75 |
4.250 |
5,532.75 |
|
|
Fisher Pivots for day following 14-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
5,834.75 |
5,822.25 |
PP |
5,826.25 |
5,801.25 |
S1 |
5,817.75 |
5,780.25 |
|