Trading Metrics calculated at close of trading on 17-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2017 |
17-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
5,799.50 |
5,843.50 |
44.00 |
0.8% |
5,663.00 |
High |
5,847.75 |
5,863.75 |
16.00 |
0.3% |
5,847.75 |
Low |
5,787.75 |
5,831.25 |
43.50 |
0.8% |
5,650.00 |
Close |
5,843.25 |
5,855.00 |
11.75 |
0.2% |
5,843.25 |
Range |
60.00 |
32.50 |
-27.50 |
-45.8% |
197.75 |
ATR |
76.00 |
72.89 |
-3.11 |
-4.1% |
0.00 |
Volume |
230,871 |
217,890 |
-12,981 |
-5.6% |
1,258,972 |
|
Daily Pivots for day following 17-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,947.50 |
5,933.75 |
5,873.00 |
|
R3 |
5,915.00 |
5,901.25 |
5,864.00 |
|
R2 |
5,882.50 |
5,882.50 |
5,861.00 |
|
R1 |
5,868.75 |
5,868.75 |
5,858.00 |
5,875.50 |
PP |
5,850.00 |
5,850.00 |
5,850.00 |
5,853.50 |
S1 |
5,836.25 |
5,836.25 |
5,852.00 |
5,843.00 |
S2 |
5,817.50 |
5,817.50 |
5,849.00 |
|
S3 |
5,785.00 |
5,803.75 |
5,846.00 |
|
S4 |
5,752.50 |
5,771.25 |
5,837.00 |
|
|
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 |
5,863.75 |
5,667.50 |
196.25 |
3.4% |
52.00 |
0.9% |
96% |
True |
False |
247,100 |
10 |
5,863.75 |
5,560.25 |
303.50 |
5.2% |
69.50 |
1.2% |
97% |
True |
False |
273,931 |
20 |
5,863.75 |
5,560.25 |
303.50 |
5.2% |
81.00 |
1.4% |
97% |
True |
False |
307,293 |
40 |
5,907.50 |
5,560.25 |
347.25 |
5.9% |
71.50 |
1.2% |
85% |
False |
False |
229,789 |
60 |
5,907.50 |
5,433.75 |
473.75 |
8.1% |
62.00 |
1.1% |
89% |
False |
False |
153,285 |
80 |
5,907.50 |
5,320.00 |
587.50 |
10.0% |
57.75 |
1.0% |
91% |
False |
False |
115,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,002.00 |
2.618 |
5,948.75 |
1.618 |
5,916.25 |
1.000 |
5,896.25 |
0.618 |
5,883.75 |
HIGH |
5,863.75 |
0.618 |
5,851.25 |
0.500 |
5,847.50 |
0.382 |
5,843.75 |
LOW |
5,831.25 |
0.618 |
5,811.25 |
1.000 |
5,798.75 |
1.618 |
5,778.75 |
2.618 |
5,746.25 |
4.250 |
5,693.00 |
|
|
Fisher Pivots for day following 17-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
5,852.50 |
5,843.50 |
PP |
5,850.00 |
5,832.00 |
S1 |
5,847.50 |
5,820.50 |
|