Trading Metrics calculated at close of trading on 28-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2017 |
28-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
5,961.00 |
5,909.00 |
-52.00 |
-0.9% |
5,919.25 |
High |
5,995.75 |
5,918.25 |
-77.50 |
-1.3% |
5,995.75 |
Low |
5,844.75 |
5,850.00 |
5.25 |
0.1% |
5,844.75 |
Close |
5,909.50 |
5,910.25 |
0.75 |
0.0% |
5,910.25 |
Range |
151.00 |
68.25 |
-82.75 |
-54.8% |
151.00 |
ATR |
67.33 |
67.39 |
0.07 |
0.1% |
0.00 |
Volume |
539,445 |
338,476 |
-200,969 |
-37.3% |
1,500,224 |
|
Daily Pivots for day following 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,097.50 |
6,072.25 |
5,947.75 |
|
R3 |
6,029.25 |
6,004.00 |
5,929.00 |
|
R2 |
5,961.00 |
5,961.00 |
5,922.75 |
|
R1 |
5,935.75 |
5,935.75 |
5,916.50 |
5,948.50 |
PP |
5,892.75 |
5,892.75 |
5,892.75 |
5,899.25 |
S1 |
5,867.50 |
5,867.50 |
5,904.00 |
5,880.00 |
S2 |
5,824.50 |
5,824.50 |
5,897.75 |
|
S3 |
5,756.25 |
5,799.25 |
5,891.50 |
|
S4 |
5,688.00 |
5,731.00 |
5,872.75 |
|
|
Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,370.00 |
6,291.00 |
5,993.25 |
|
R3 |
6,219.00 |
6,140.00 |
5,951.75 |
|
R2 |
6,068.00 |
6,068.00 |
5,938.00 |
|
R1 |
5,989.00 |
5,989.00 |
5,924.00 |
5,953.00 |
PP |
5,917.00 |
5,917.00 |
5,917.00 |
5,899.00 |
S1 |
5,838.00 |
5,838.00 |
5,896.50 |
5,802.00 |
S2 |
5,766.00 |
5,766.00 |
5,882.50 |
|
S3 |
5,615.00 |
5,687.00 |
5,868.75 |
|
S4 |
5,464.00 |
5,536.00 |
5,827.25 |
|
|
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% |
66.00 |
1.1% |
43% |
False |
False |
300,044 |
10 |
5,995.75 |
5,820.25 |
175.50 |
3.0% |
56.00 |
0.9% |
51% |
False |
False |
271,728 |
20 |
5,995.75 |
5,560.25 |
435.50 |
7.4% |
64.25 |
1.1% |
80% |
False |
False |
278,761 |
40 |
5,995.75 |
5,560.25 |
435.50 |
7.4% |
75.50 |
1.3% |
80% |
False |
False |
291,955 |
60 |
5,995.75 |
5,557.00 |
438.75 |
7.4% |
65.00 |
1.1% |
81% |
False |
False |
194,915 |
80 |
5,995.75 |
5,353.75 |
642.00 |
10.9% |
59.75 |
1.0% |
87% |
False |
False |
146,227 |
100 |
5,995.75 |
5,318.00 |
677.75 |
11.5% |
55.75 |
0.9% |
87% |
False |
False |
117,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,208.25 |
2.618 |
6,097.00 |
1.618 |
6,028.75 |
1.000 |
5,986.50 |
0.618 |
5,960.50 |
HIGH |
5,918.25 |
0.618 |
5,892.25 |
0.500 |
5,884.00 |
0.382 |
5,876.00 |
LOW |
5,850.00 |
0.618 |
5,807.75 |
1.000 |
5,781.75 |
1.618 |
5,739.50 |
2.618 |
5,671.25 |
4.250 |
5,560.00 |
|
|
Fisher Pivots for day following 28-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
5,901.50 |
5,920.25 |
PP |
5,892.75 |
5,917.00 |
S1 |
5,884.00 |
5,913.50 |
|