Trading Metrics calculated at close of trading on 13-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2017 |
13-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1,223.5 |
1,226.2 |
2.7 |
0.2% |
1,249.3 |
High |
1,232.2 |
1,230.7 |
-1.5 |
-0.1% |
1,249.6 |
Low |
1,219.8 |
1,222.7 |
2.9 |
0.2% |
1,213.9 |
Close |
1,226.3 |
1,224.3 |
-2.0 |
-0.2% |
1,216.9 |
Range |
12.4 |
8.0 |
-4.4 |
-35.5% |
35.7 |
ATR |
12.7 |
12.4 |
-0.3 |
-2.7% |
0.0 |
Volume |
27,534 |
48,508 |
20,974 |
76.2% |
95,594 |
|
Daily Pivots for day following 13-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,249.9 |
1,245.1 |
1,228.7 |
|
R3 |
1,241.9 |
1,237.1 |
1,226.5 |
|
R2 |
1,233.9 |
1,233.9 |
1,225.8 |
|
R1 |
1,229.1 |
1,229.1 |
1,225.0 |
1,227.5 |
PP |
1,225.9 |
1,225.9 |
1,225.9 |
1,225.1 |
S1 |
1,221.1 |
1,221.1 |
1,223.6 |
1,219.5 |
S2 |
1,217.9 |
1,217.9 |
1,222.8 |
|
S3 |
1,209.9 |
1,213.1 |
1,222.1 |
|
S4 |
1,201.9 |
1,205.1 |
1,219.9 |
|
|
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 |
1,235.0 |
1,211.1 |
23.9 |
2.0% |
12.3 |
1.0% |
55% |
False |
False |
28,472 |
10 |
1,260.3 |
1,211.1 |
49.2 |
4.0% |
12.7 |
1.0% |
27% |
False |
False |
26,108 |
20 |
1,275.2 |
1,211.1 |
64.1 |
5.2% |
11.5 |
0.9% |
21% |
False |
False |
16,337 |
40 |
1,305.5 |
1,211.1 |
94.4 |
7.7% |
12.5 |
1.0% |
14% |
False |
False |
10,408 |
60 |
1,305.5 |
1,211.1 |
94.4 |
7.7% |
12.1 |
1.0% |
14% |
False |
False |
8,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,264.7 |
2.618 |
1,251.6 |
1.618 |
1,243.6 |
1.000 |
1,238.7 |
0.618 |
1,235.6 |
HIGH |
1,230.7 |
0.618 |
1,227.6 |
0.500 |
1,226.7 |
0.382 |
1,225.8 |
LOW |
1,222.7 |
0.618 |
1,217.8 |
1.000 |
1,214.7 |
1.618 |
1,209.8 |
2.618 |
1,201.8 |
4.250 |
1,188.7 |
|
|
Fisher Pivots for day following 13-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1,226.7 |
1,224.0 |
PP |
1,225.9 |
1,223.7 |
S1 |
1,225.1 |
1,223.4 |
|