Trading Metrics calculated at close of trading on 10-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2017 |
10-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1,232.4 |
1,220.1 |
-12.3 |
-1.0% |
1,249.3 |
High |
1,235.0 |
1,221.5 |
-13.5 |
-1.1% |
1,249.6 |
Low |
1,213.9 |
1,211.1 |
-2.8 |
-0.2% |
1,213.9 |
Close |
1,216.9 |
1,220.4 |
3.5 |
0.3% |
1,216.9 |
Range |
21.1 |
10.4 |
-10.7 |
-50.7% |
35.7 |
ATR |
13.2 |
13.0 |
-0.2 |
-1.5% |
0.0 |
Volume |
17,774 |
26,830 |
9,056 |
51.0% |
95,594 |
|
Daily Pivots for day following 10-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,248.9 |
1,245.0 |
1,226.1 |
|
R3 |
1,238.5 |
1,234.6 |
1,223.3 |
|
R2 |
1,228.1 |
1,228.1 |
1,222.3 |
|
R1 |
1,224.2 |
1,224.2 |
1,221.4 |
1,226.2 |
PP |
1,217.7 |
1,217.7 |
1,217.7 |
1,218.6 |
S1 |
1,213.8 |
1,213.8 |
1,219.4 |
1,215.8 |
S2 |
1,207.3 |
1,207.3 |
1,218.5 |
|
S3 |
1,196.9 |
1,203.4 |
1,217.5 |
|
S4 |
1,186.5 |
1,193.0 |
1,214.7 |
|
|
Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,333.9 |
1,311.1 |
1,236.5 |
|
R3 |
1,298.2 |
1,275.4 |
1,226.7 |
|
R2 |
1,262.5 |
1,262.5 |
1,223.4 |
|
R1 |
1,239.7 |
1,239.7 |
1,220.2 |
1,233.3 |
PP |
1,226.8 |
1,226.8 |
1,226.8 |
1,223.6 |
S1 |
1,204.0 |
1,204.0 |
1,213.6 |
1,197.6 |
S2 |
1,191.1 |
1,191.1 |
1,210.4 |
|
S3 |
1,155.4 |
1,168.3 |
1,207.1 |
|
S4 |
1,119.7 |
1,132.6 |
1,197.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,249.6 |
1,211.1 |
38.5 |
3.2% |
14.9 |
1.2% |
24% |
False |
True |
24,484 |
10 |
1,265.9 |
1,211.1 |
54.8 |
4.5% |
13.6 |
1.1% |
17% |
False |
True |
18,665 |
20 |
1,290.0 |
1,211.1 |
78.9 |
6.5% |
12.0 |
1.0% |
12% |
False |
True |
12,018 |
40 |
1,305.5 |
1,211.1 |
94.4 |
7.7% |
12.4 |
1.0% |
10% |
False |
True |
8,237 |
60 |
1,307.0 |
1,211.1 |
95.9 |
7.9% |
12.1 |
1.0% |
10% |
False |
True |
6,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,265.7 |
2.618 |
1,248.7 |
1.618 |
1,238.3 |
1.000 |
1,231.9 |
0.618 |
1,227.9 |
HIGH |
1,221.5 |
0.618 |
1,217.5 |
0.500 |
1,216.3 |
0.382 |
1,215.1 |
LOW |
1,211.1 |
0.618 |
1,204.7 |
1.000 |
1,200.7 |
1.618 |
1,194.3 |
2.618 |
1,183.9 |
4.250 |
1,166.9 |
|
|
Fisher Pivots for day following 10-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1,219.0 |
1,223.9 |
PP |
1,217.7 |
1,222.7 |
S1 |
1,216.3 |
1,221.6 |
|