Trading Metrics calculated at close of trading on 25-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2017 |
25-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
5,919.25 |
5,925.25 |
6.00 |
0.1% |
5,843.50 |
High |
5,954.75 |
5,946.25 |
-8.50 |
-0.1% |
5,938.50 |
Low |
5,905.00 |
5,915.75 |
10.75 |
0.2% |
5,820.25 |
Close |
5,934.00 |
5,933.75 |
-0.25 |
0.0% |
5,918.75 |
Range |
49.75 |
30.50 |
-19.25 |
-38.7% |
118.25 |
ATR |
65.71 |
63.19 |
-2.51 |
-3.8% |
0.00 |
Volume |
195,018 |
237,095 |
42,077 |
21.6% |
1,217,056 |
|
Daily Pivots for day following 25-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,023.50 |
6,009.00 |
5,950.50 |
|
R3 |
5,993.00 |
5,978.50 |
5,942.25 |
|
R2 |
5,962.50 |
5,962.50 |
5,939.25 |
|
R1 |
5,948.00 |
5,948.00 |
5,936.50 |
5,955.25 |
PP |
5,932.00 |
5,932.00 |
5,932.00 |
5,935.50 |
S1 |
5,917.50 |
5,917.50 |
5,931.00 |
5,924.75 |
S2 |
5,901.50 |
5,901.50 |
5,928.25 |
|
S3 |
5,871.00 |
5,887.00 |
5,925.25 |
|
S4 |
5,840.50 |
5,856.50 |
5,917.00 |
|
|
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 |
5,889.00 |
65.75 |
1.1% |
39.75 |
0.7% |
68% |
False |
False |
237,048 |
10 |
5,954.75 |
5,712.75 |
242.00 |
4.1% |
48.00 |
0.8% |
91% |
False |
False |
238,332 |
20 |
5,954.75 |
5,560.25 |
394.50 |
6.6% |
73.00 |
1.2% |
95% |
False |
False |
296,321 |
40 |
5,954.75 |
5,560.25 |
394.50 |
6.6% |
72.25 |
1.2% |
95% |
False |
False |
265,478 |
60 |
5,954.75 |
5,557.00 |
397.75 |
6.7% |
62.50 |
1.1% |
95% |
False |
False |
177,123 |
80 |
5,954.75 |
5,353.75 |
601.00 |
10.1% |
58.00 |
1.0% |
97% |
False |
False |
132,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,076.00 |
2.618 |
6,026.00 |
1.618 |
5,995.50 |
1.000 |
5,976.75 |
0.618 |
5,965.00 |
HIGH |
5,946.25 |
0.618 |
5,934.50 |
0.500 |
5,931.00 |
0.382 |
5,927.50 |
LOW |
5,915.75 |
0.618 |
5,897.00 |
1.000 |
5,885.25 |
1.618 |
5,866.50 |
2.618 |
5,836.00 |
4.250 |
5,786.00 |
|
|
Fisher Pivots for day following 25-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
5,932.75 |
5,930.00 |
PP |
5,932.00 |
5,926.25 |
S1 |
5,931.00 |
5,922.50 |
|