Trading Metrics calculated at close of trading on 14-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2017 |
14-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1,226.2 |
1,223.1 |
-3.1 |
-0.3% |
1,220.1 |
High |
1,230.7 |
1,239.4 |
8.7 |
0.7% |
1,239.4 |
Low |
1,222.7 |
1,221.0 |
-1.7 |
-0.1% |
1,211.1 |
Close |
1,224.3 |
1,234.5 |
10.2 |
0.8% |
1,234.5 |
Range |
8.0 |
18.4 |
10.4 |
130.0% |
28.3 |
ATR |
12.4 |
12.8 |
0.4 |
3.5% |
0.0 |
Volume |
48,508 |
34,865 |
-13,643 |
-28.1% |
159,454 |
|
Daily Pivots for day following 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,286.8 |
1,279.1 |
1,244.6 |
|
R3 |
1,268.4 |
1,260.7 |
1,239.6 |
|
R2 |
1,250.0 |
1,250.0 |
1,237.9 |
|
R1 |
1,242.3 |
1,242.3 |
1,236.2 |
1,246.2 |
PP |
1,231.6 |
1,231.6 |
1,231.6 |
1,233.6 |
S1 |
1,223.9 |
1,223.9 |
1,232.8 |
1,227.8 |
S2 |
1,213.2 |
1,213.2 |
1,231.1 |
|
S3 |
1,194.8 |
1,205.5 |
1,229.4 |
|
S4 |
1,176.4 |
1,187.1 |
1,224.4 |
|
|
Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,313.2 |
1,302.2 |
1,250.1 |
|
R3 |
1,284.9 |
1,273.9 |
1,242.3 |
|
R2 |
1,256.6 |
1,256.6 |
1,239.7 |
|
R1 |
1,245.6 |
1,245.6 |
1,237.1 |
1,251.1 |
PP |
1,228.3 |
1,228.3 |
1,228.3 |
1,231.1 |
S1 |
1,217.3 |
1,217.3 |
1,231.9 |
1,222.8 |
S2 |
1,200.0 |
1,200.0 |
1,229.3 |
|
S3 |
1,171.7 |
1,189.0 |
1,226.7 |
|
S4 |
1,143.4 |
1,160.7 |
1,218.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,239.4 |
1,211.1 |
28.3 |
2.3% |
11.8 |
1.0% |
83% |
True |
False |
31,890 |
10 |
1,255.5 |
1,211.1 |
44.4 |
3.6% |
13.2 |
1.1% |
53% |
False |
False |
28,139 |
20 |
1,267.1 |
1,211.1 |
56.0 |
4.5% |
11.7 |
0.9% |
42% |
False |
False |
17,815 |
40 |
1,305.5 |
1,211.1 |
94.4 |
7.6% |
12.4 |
1.0% |
25% |
False |
False |
11,153 |
60 |
1,305.5 |
1,211.1 |
94.4 |
7.6% |
12.1 |
1.0% |
25% |
False |
False |
8,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,317.6 |
2.618 |
1,287.6 |
1.618 |
1,269.2 |
1.000 |
1,257.8 |
0.618 |
1,250.8 |
HIGH |
1,239.4 |
0.618 |
1,232.4 |
0.500 |
1,230.2 |
0.382 |
1,228.0 |
LOW |
1,221.0 |
0.618 |
1,209.6 |
1.000 |
1,202.6 |
1.618 |
1,191.2 |
2.618 |
1,172.8 |
4.250 |
1,142.8 |
|
|
Fisher Pivots for day following 14-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1,233.1 |
1,232.9 |
PP |
1,231.6 |
1,231.2 |
S1 |
1,230.2 |
1,229.6 |
|