Trading Metrics calculated at close of trading on 27-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2017 |
27-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
5,933.75 |
5,961.00 |
27.25 |
0.5% |
5,843.50 |
High |
5,958.00 |
5,995.75 |
37.75 |
0.6% |
5,938.50 |
Low |
5,927.00 |
5,844.75 |
-82.25 |
-1.4% |
5,820.25 |
Close |
5,948.00 |
5,909.50 |
-38.50 |
-0.6% |
5,918.75 |
Range |
31.00 |
151.00 |
120.00 |
387.1% |
118.25 |
ATR |
60.89 |
67.33 |
6.44 |
10.6% |
0.00 |
Volume |
190,190 |
539,445 |
349,255 |
183.6% |
1,217,056 |
|
Daily Pivots for day following 27-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,369.75 |
6,290.50 |
5,992.50 |
|
R3 |
6,218.75 |
6,139.50 |
5,951.00 |
|
R2 |
6,067.75 |
6,067.75 |
5,937.25 |
|
R1 |
5,988.50 |
5,988.50 |
5,923.25 |
5,952.50 |
PP |
5,916.75 |
5,916.75 |
5,916.75 |
5,898.75 |
S1 |
5,837.50 |
5,837.50 |
5,895.75 |
5,801.50 |
S2 |
5,765.75 |
5,765.75 |
5,881.75 |
|
S3 |
5,614.75 |
5,686.50 |
5,868.00 |
|
S4 |
5,463.75 |
5,535.50 |
5,826.50 |
|
|
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 |
5,995.75 |
5,844.75 |
151.00 |
2.6% |
60.50 |
1.0% |
43% |
True |
True |
283,246 |
10 |
5,995.75 |
5,787.75 |
208.00 |
3.5% |
55.00 |
0.9% |
59% |
True |
False |
260,967 |
20 |
5,995.75 |
5,560.25 |
435.50 |
7.4% |
69.50 |
1.2% |
80% |
True |
False |
292,073 |
40 |
5,995.75 |
5,560.25 |
435.50 |
7.4% |
74.75 |
1.3% |
80% |
True |
False |
283,651 |
60 |
5,995.75 |
5,557.00 |
438.75 |
7.4% |
64.25 |
1.1% |
80% |
True |
False |
189,278 |
80 |
5,995.75 |
5,353.75 |
642.00 |
10.9% |
59.50 |
1.0% |
87% |
True |
False |
141,998 |
100 |
5,995.75 |
5,318.00 |
677.75 |
11.5% |
55.50 |
0.9% |
87% |
True |
False |
113,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,637.50 |
2.618 |
6,391.00 |
1.618 |
6,240.00 |
1.000 |
6,146.75 |
0.618 |
6,089.00 |
HIGH |
5,995.75 |
0.618 |
5,938.00 |
0.500 |
5,920.25 |
0.382 |
5,902.50 |
LOW |
5,844.75 |
0.618 |
5,751.50 |
1.000 |
5,693.75 |
1.618 |
5,600.50 |
2.618 |
5,449.50 |
4.250 |
5,203.00 |
|
|
Fisher Pivots for day following 27-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
5,920.25 |
5,920.25 |
PP |
5,916.75 |
5,916.75 |
S1 |
5,913.00 |
5,913.00 |
|