Trading Metrics calculated at close of trading on 11-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2017 |
11-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1,220.1 |
1,220.7 |
0.6 |
0.0% |
1,249.3 |
High |
1,221.5 |
1,224.2 |
2.7 |
0.2% |
1,249.6 |
Low |
1,211.1 |
1,214.6 |
3.5 |
0.3% |
1,213.9 |
Close |
1,220.4 |
1,221.9 |
1.5 |
0.1% |
1,216.9 |
Range |
10.4 |
9.6 |
-0.8 |
-7.7% |
35.7 |
ATR |
13.0 |
12.8 |
-0.2 |
-1.9% |
0.0 |
Volume |
26,830 |
21,717 |
-5,113 |
-19.1% |
95,594 |
|
Daily Pivots for day following 11-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,249.0 |
1,245.1 |
1,227.2 |
|
R3 |
1,239.4 |
1,235.5 |
1,224.5 |
|
R2 |
1,229.8 |
1,229.8 |
1,223.7 |
|
R1 |
1,225.9 |
1,225.9 |
1,222.8 |
1,227.9 |
PP |
1,220.2 |
1,220.2 |
1,220.2 |
1,221.2 |
S1 |
1,216.3 |
1,216.3 |
1,221.0 |
1,218.3 |
S2 |
1,210.6 |
1,210.6 |
1,220.1 |
|
S3 |
1,201.0 |
1,206.7 |
1,219.3 |
|
S4 |
1,191.4 |
1,197.1 |
1,216.6 |
|
|
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 |
1,236.6 |
1,211.1 |
25.5 |
2.1% |
12.0 |
1.0% |
42% |
False |
False |
23,219 |
10 |
1,262.9 |
1,211.1 |
51.8 |
4.2% |
12.4 |
1.0% |
21% |
False |
False |
20,434 |
20 |
1,290.0 |
1,211.1 |
78.9 |
6.5% |
12.2 |
1.0% |
14% |
False |
False |
12,894 |
40 |
1,305.5 |
1,211.1 |
94.4 |
7.7% |
12.5 |
1.0% |
11% |
False |
False |
8,630 |
60 |
1,307.0 |
1,211.1 |
95.9 |
7.8% |
12.2 |
1.0% |
11% |
False |
False |
7,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,265.0 |
2.618 |
1,249.3 |
1.618 |
1,239.7 |
1.000 |
1,233.8 |
0.618 |
1,230.1 |
HIGH |
1,224.2 |
0.618 |
1,220.5 |
0.500 |
1,219.4 |
0.382 |
1,218.3 |
LOW |
1,214.6 |
0.618 |
1,208.7 |
1.000 |
1,205.0 |
1.618 |
1,199.1 |
2.618 |
1,189.5 |
4.250 |
1,173.8 |
|
|
Fisher Pivots for day following 11-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1,221.1 |
1,223.1 |
PP |
1,220.2 |
1,222.7 |
S1 |
1,219.4 |
1,222.3 |
|