Trading Metrics calculated at close of trading on 19-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2017 |
19-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
5,858.25 |
5,895.50 |
37.25 |
0.6% |
5,663.00 |
High |
5,898.50 |
5,925.00 |
26.50 |
0.4% |
5,847.75 |
Low |
5,820.25 |
5,889.00 |
68.75 |
1.2% |
5,650.00 |
Close |
5,882.75 |
5,918.25 |
35.50 |
0.6% |
5,843.25 |
Range |
78.25 |
36.00 |
-42.25 |
-54.0% |
197.75 |
ATR |
73.27 |
71.06 |
-2.22 |
-3.0% |
0.00 |
Volume |
246,038 |
233,290 |
-12,748 |
-5.2% |
1,258,972 |
|
Daily Pivots for day following 19-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,018.75 |
6,004.50 |
5,938.00 |
|
R3 |
5,982.75 |
5,968.50 |
5,928.25 |
|
R2 |
5,946.75 |
5,946.75 |
5,924.75 |
|
R1 |
5,932.50 |
5,932.50 |
5,921.50 |
5,939.50 |
PP |
5,910.75 |
5,910.75 |
5,910.75 |
5,914.25 |
S1 |
5,896.50 |
5,896.50 |
5,915.00 |
5,903.50 |
S2 |
5,874.75 |
5,874.75 |
5,911.75 |
|
S3 |
5,838.75 |
5,860.50 |
5,908.25 |
|
S4 |
5,802.75 |
5,824.50 |
5,898.50 |
|
|
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 |
5,925.00 |
5,777.25 |
147.75 |
2.5% |
48.25 |
0.8% |
95% |
True |
False |
233,809 |
10 |
5,925.00 |
5,580.00 |
345.00 |
5.8% |
59.25 |
1.0% |
98% |
True |
False |
259,369 |
20 |
5,925.00 |
5,560.25 |
364.75 |
6.2% |
79.00 |
1.3% |
98% |
True |
False |
302,599 |
40 |
5,925.00 |
5,560.25 |
364.75 |
6.2% |
71.75 |
1.2% |
98% |
True |
False |
241,755 |
60 |
5,925.00 |
5,505.00 |
420.00 |
7.1% |
62.75 |
1.1% |
98% |
True |
False |
161,269 |
80 |
5,925.00 |
5,320.00 |
605.00 |
10.2% |
58.25 |
1.0% |
99% |
True |
False |
120,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,078.00 |
2.618 |
6,019.25 |
1.618 |
5,983.25 |
1.000 |
5,961.00 |
0.618 |
5,947.25 |
HIGH |
5,925.00 |
0.618 |
5,911.25 |
0.500 |
5,907.00 |
0.382 |
5,902.75 |
LOW |
5,889.00 |
0.618 |
5,866.75 |
1.000 |
5,853.00 |
1.618 |
5,830.75 |
2.618 |
5,794.75 |
4.250 |
5,736.00 |
|
|
Fisher Pivots for day following 19-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
5,914.50 |
5,903.00 |
PP |
5,910.75 |
5,887.75 |
S1 |
5,907.00 |
5,872.50 |
|