Trading Metrics calculated at close of trading on 18-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2017 |
18-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
5,843.50 |
5,858.25 |
14.75 |
0.3% |
5,663.00 |
High |
5,863.75 |
5,898.50 |
34.75 |
0.6% |
5,847.75 |
Low |
5,831.25 |
5,820.25 |
-11.00 |
-0.2% |
5,650.00 |
Close |
5,855.00 |
5,882.75 |
27.75 |
0.5% |
5,843.25 |
Range |
32.50 |
78.25 |
45.75 |
140.8% |
197.75 |
ATR |
72.89 |
73.27 |
0.38 |
0.5% |
0.00 |
Volume |
217,890 |
246,038 |
28,148 |
12.9% |
1,258,972 |
|
Daily Pivots for day following 18-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,102.00 |
6,070.50 |
5,925.75 |
|
R3 |
6,023.75 |
5,992.25 |
5,904.25 |
|
R2 |
5,945.50 |
5,945.50 |
5,897.00 |
|
R1 |
5,914.00 |
5,914.00 |
5,890.00 |
5,929.75 |
PP |
5,867.25 |
5,867.25 |
5,867.25 |
5,875.00 |
S1 |
5,835.75 |
5,835.75 |
5,875.50 |
5,851.50 |
S2 |
5,789.00 |
5,789.00 |
5,868.50 |
|
S3 |
5,710.75 |
5,757.50 |
5,861.25 |
|
S4 |
5,632.50 |
5,679.25 |
5,839.75 |
|
|
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 |
5,898.50 |
5,712.75 |
185.75 |
3.2% |
56.50 |
1.0% |
92% |
True |
False |
239,617 |
10 |
5,898.50 |
5,560.25 |
338.25 |
5.7% |
66.50 |
1.1% |
95% |
True |
False |
275,269 |
20 |
5,898.50 |
5,560.25 |
338.25 |
5.7% |
79.75 |
1.4% |
95% |
True |
False |
305,997 |
40 |
5,907.50 |
5,560.25 |
347.25 |
5.9% |
72.25 |
1.2% |
93% |
False |
False |
235,931 |
60 |
5,907.50 |
5,475.00 |
432.50 |
7.4% |
62.75 |
1.1% |
94% |
False |
False |
157,384 |
80 |
5,907.50 |
5,320.00 |
587.50 |
10.0% |
58.50 |
1.0% |
96% |
False |
False |
118,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,231.00 |
2.618 |
6,103.25 |
1.618 |
6,025.00 |
1.000 |
5,976.75 |
0.618 |
5,946.75 |
HIGH |
5,898.50 |
0.618 |
5,868.50 |
0.500 |
5,859.50 |
0.382 |
5,850.25 |
LOW |
5,820.25 |
0.618 |
5,772.00 |
1.000 |
5,742.00 |
1.618 |
5,693.75 |
2.618 |
5,615.50 |
4.250 |
5,487.75 |
|
|
Fisher Pivots for day following 18-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
5,875.00 |
5,869.50 |
PP |
5,867.25 |
5,856.25 |
S1 |
5,859.50 |
5,843.00 |
|