Trading Metrics calculated at close of trading on 20-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2017 |
20-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
5,895.50 |
5,919.50 |
24.00 |
0.4% |
5,663.00 |
High |
5,925.00 |
5,938.50 |
13.50 |
0.2% |
5,847.75 |
Low |
5,889.00 |
5,897.00 |
8.00 |
0.1% |
5,650.00 |
Close |
5,918.25 |
5,925.25 |
7.00 |
0.1% |
5,843.25 |
Range |
36.00 |
41.50 |
5.50 |
15.3% |
197.75 |
ATR |
71.06 |
68.95 |
-2.11 |
-3.0% |
0.00 |
Volume |
233,290 |
265,354 |
32,064 |
13.7% |
1,258,972 |
|
Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,044.75 |
6,026.50 |
5,948.00 |
|
R3 |
6,003.25 |
5,985.00 |
5,936.75 |
|
R2 |
5,961.75 |
5,961.75 |
5,932.75 |
|
R1 |
5,943.50 |
5,943.50 |
5,929.00 |
5,952.50 |
PP |
5,920.25 |
5,920.25 |
5,920.25 |
5,924.75 |
S1 |
5,902.00 |
5,902.00 |
5,921.50 |
5,911.00 |
S2 |
5,878.75 |
5,878.75 |
5,917.75 |
|
S3 |
5,837.25 |
5,860.50 |
5,913.75 |
|
S4 |
5,795.75 |
5,819.00 |
5,902.50 |
|
|
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 |
5,938.50 |
5,787.75 |
150.75 |
2.5% |
49.75 |
0.8% |
91% |
True |
False |
238,688 |
10 |
5,938.50 |
5,591.50 |
347.00 |
5.9% |
56.25 |
0.9% |
96% |
True |
False |
248,831 |
20 |
5,938.50 |
5,560.25 |
378.25 |
6.4% |
76.00 |
1.3% |
96% |
True |
False |
299,907 |
40 |
5,938.50 |
5,560.25 |
378.25 |
6.4% |
72.00 |
1.2% |
96% |
True |
False |
248,379 |
60 |
5,938.50 |
5,540.50 |
398.00 |
6.7% |
62.50 |
1.1% |
97% |
True |
False |
165,687 |
80 |
5,938.50 |
5,353.75 |
584.75 |
9.9% |
58.00 |
1.0% |
98% |
True |
False |
124,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,115.00 |
2.618 |
6,047.25 |
1.618 |
6,005.75 |
1.000 |
5,980.00 |
0.618 |
5,964.25 |
HIGH |
5,938.50 |
0.618 |
5,922.75 |
0.500 |
5,917.75 |
0.382 |
5,912.75 |
LOW |
5,897.00 |
0.618 |
5,871.25 |
1.000 |
5,855.50 |
1.618 |
5,829.75 |
2.618 |
5,788.25 |
4.250 |
5,720.50 |
|
|
Fisher Pivots for day following 20-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
5,922.75 |
5,910.00 |
PP |
5,920.25 |
5,894.75 |
S1 |
5,917.75 |
5,879.50 |
|