Trading Metrics calculated at close of trading on 24-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2017 |
24-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
5,930.75 |
5,919.25 |
-11.50 |
-0.2% |
5,843.50 |
High |
5,931.25 |
5,954.75 |
23.50 |
0.4% |
5,938.50 |
Low |
5,890.50 |
5,905.00 |
14.50 |
0.2% |
5,820.25 |
Close |
5,918.75 |
5,934.00 |
15.25 |
0.3% |
5,918.75 |
Range |
40.75 |
49.75 |
9.00 |
22.1% |
118.25 |
ATR |
66.93 |
65.71 |
-1.23 |
-1.8% |
0.00 |
Volume |
254,484 |
195,018 |
-59,466 |
-23.4% |
1,217,056 |
|
Daily Pivots for day following 24-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,080.50 |
6,057.00 |
5,961.25 |
|
R3 |
6,030.75 |
6,007.25 |
5,947.75 |
|
R2 |
5,981.00 |
5,981.00 |
5,943.00 |
|
R1 |
5,957.50 |
5,957.50 |
5,938.50 |
5,969.25 |
PP |
5,931.25 |
5,931.25 |
5,931.25 |
5,937.00 |
S1 |
5,907.75 |
5,907.75 |
5,929.50 |
5,919.50 |
S2 |
5,881.50 |
5,881.50 |
5,925.00 |
|
S3 |
5,831.75 |
5,858.00 |
5,920.25 |
|
S4 |
5,782.00 |
5,808.25 |
5,906.75 |
|
|
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 |
5,954.75 |
5,820.25 |
134.50 |
2.3% |
49.25 |
0.8% |
85% |
True |
False |
238,836 |
10 |
5,954.75 |
5,667.50 |
287.25 |
4.8% |
50.50 |
0.9% |
93% |
True |
False |
242,968 |
20 |
5,954.75 |
5,560.25 |
394.50 |
6.6% |
75.75 |
1.3% |
95% |
True |
False |
300,053 |
40 |
5,954.75 |
5,560.25 |
394.50 |
6.6% |
72.00 |
1.2% |
95% |
True |
False |
259,569 |
60 |
5,954.75 |
5,557.00 |
397.75 |
6.7% |
62.50 |
1.1% |
95% |
True |
False |
173,174 |
80 |
5,954.75 |
5,353.75 |
601.00 |
10.1% |
58.00 |
1.0% |
97% |
True |
False |
129,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,166.25 |
2.618 |
6,085.00 |
1.618 |
6,035.25 |
1.000 |
6,004.50 |
0.618 |
5,985.50 |
HIGH |
5,954.75 |
0.618 |
5,935.75 |
0.500 |
5,930.00 |
0.382 |
5,924.00 |
LOW |
5,905.00 |
0.618 |
5,874.25 |
1.000 |
5,855.25 |
1.618 |
5,824.50 |
2.618 |
5,774.75 |
4.250 |
5,693.50 |
|
|
Fisher Pivots for day following 24-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
5,932.50 |
5,930.25 |
PP |
5,931.25 |
5,926.50 |
S1 |
5,930.00 |
5,922.50 |
|