Trading Metrics calculated at close of trading on 21-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2017 |
21-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
5,919.50 |
5,930.75 |
11.25 |
0.2% |
5,843.50 |
High |
5,938.50 |
5,931.25 |
-7.25 |
-0.1% |
5,938.50 |
Low |
5,897.00 |
5,890.50 |
-6.50 |
-0.1% |
5,820.25 |
Close |
5,925.25 |
5,918.75 |
-6.50 |
-0.1% |
5,918.75 |
Range |
41.50 |
40.75 |
-0.75 |
-1.8% |
118.25 |
ATR |
68.95 |
66.93 |
-2.01 |
-2.9% |
0.00 |
Volume |
265,354 |
254,484 |
-10,870 |
-4.1% |
1,217,056 |
|
Daily Pivots for day following 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,035.75 |
6,018.00 |
5,941.25 |
|
R3 |
5,995.00 |
5,977.25 |
5,930.00 |
|
R2 |
5,954.25 |
5,954.25 |
5,926.25 |
|
R1 |
5,936.50 |
5,936.50 |
5,922.50 |
5,925.00 |
PP |
5,913.50 |
5,913.50 |
5,913.50 |
5,907.75 |
S1 |
5,895.75 |
5,895.75 |
5,915.00 |
5,884.25 |
S2 |
5,872.75 |
5,872.75 |
5,911.25 |
|
S3 |
5,832.00 |
5,855.00 |
5,907.50 |
|
S4 |
5,791.25 |
5,814.25 |
5,896.25 |
|
|
Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,247.25 |
6,201.25 |
5,983.75 |
|
R3 |
6,129.00 |
6,083.00 |
5,951.25 |
|
R2 |
6,010.75 |
6,010.75 |
5,940.50 |
|
R1 |
5,964.75 |
5,964.75 |
5,929.50 |
5,987.75 |
PP |
5,892.50 |
5,892.50 |
5,892.50 |
5,904.00 |
S1 |
5,846.50 |
5,846.50 |
5,908.00 |
5,869.50 |
S2 |
5,774.25 |
5,774.25 |
5,897.00 |
|
S3 |
5,656.00 |
5,728.25 |
5,886.25 |
|
S4 |
5,537.75 |
5,610.00 |
5,853.75 |
|
|
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 |
5,820.25 |
118.25 |
2.0% |
45.75 |
0.8% |
83% |
False |
False |
243,411 |
10 |
5,938.50 |
5,650.00 |
288.50 |
4.9% |
51.75 |
0.9% |
93% |
False |
False |
247,602 |
20 |
5,938.50 |
5,560.25 |
378.25 |
6.4% |
76.00 |
1.3% |
95% |
False |
False |
300,980 |
40 |
5,938.50 |
5,560.25 |
378.25 |
6.4% |
72.25 |
1.2% |
95% |
False |
False |
254,722 |
60 |
5,938.50 |
5,540.50 |
398.00 |
6.7% |
62.75 |
1.1% |
95% |
False |
False |
169,926 |
80 |
5,938.50 |
5,353.75 |
584.75 |
9.9% |
57.75 |
1.0% |
97% |
False |
False |
127,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,104.50 |
2.618 |
6,038.00 |
1.618 |
5,997.25 |
1.000 |
5,972.00 |
0.618 |
5,956.50 |
HIGH |
5,931.25 |
0.618 |
5,915.75 |
0.500 |
5,911.00 |
0.382 |
5,906.00 |
LOW |
5,890.50 |
0.618 |
5,865.25 |
1.000 |
5,849.75 |
1.618 |
5,824.50 |
2.618 |
5,783.75 |
4.250 |
5,717.25 |
|
|
Fisher Pivots for day following 21-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
5,916.00 |
5,917.00 |
PP |
5,913.50 |
5,915.50 |
S1 |
5,911.00 |
5,913.75 |
|