Trading Metrics calculated at close of trading on 17-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2017 |
17-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1,223.1 |
1,234.9 |
11.8 |
1.0% |
1,220.1 |
High |
1,239.4 |
1,242.3 |
2.9 |
0.2% |
1,239.4 |
Low |
1,221.0 |
1,234.9 |
13.9 |
1.1% |
1,211.1 |
Close |
1,234.5 |
1,240.7 |
6.2 |
0.5% |
1,234.5 |
Range |
18.4 |
7.4 |
-11.0 |
-59.8% |
28.3 |
ATR |
12.8 |
12.5 |
-0.4 |
-2.8% |
0.0 |
Volume |
34,865 |
13,966 |
-20,899 |
-59.9% |
159,454 |
|
Daily Pivots for day following 17-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,261.5 |
1,258.5 |
1,244.8 |
|
R3 |
1,254.1 |
1,251.1 |
1,242.7 |
|
R2 |
1,246.7 |
1,246.7 |
1,242.1 |
|
R1 |
1,243.7 |
1,243.7 |
1,241.4 |
1,245.2 |
PP |
1,239.3 |
1,239.3 |
1,239.3 |
1,240.1 |
S1 |
1,236.3 |
1,236.3 |
1,240.0 |
1,237.8 |
S2 |
1,231.9 |
1,231.9 |
1,239.3 |
|
S3 |
1,224.5 |
1,228.9 |
1,238.7 |
|
S4 |
1,217.1 |
1,221.5 |
1,236.6 |
|
|
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 |
1,242.3 |
1,214.6 |
27.7 |
2.2% |
11.2 |
0.9% |
94% |
True |
False |
29,318 |
10 |
1,249.6 |
1,211.1 |
38.5 |
3.1% |
13.0 |
1.1% |
77% |
False |
False |
26,901 |
20 |
1,267.1 |
1,211.1 |
56.0 |
4.5% |
11.8 |
0.9% |
53% |
False |
False |
18,359 |
40 |
1,305.5 |
1,211.1 |
94.4 |
7.6% |
12.1 |
1.0% |
31% |
False |
False |
11,381 |
60 |
1,305.5 |
1,211.1 |
94.4 |
7.6% |
12.1 |
1.0% |
31% |
False |
False |
8,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,273.8 |
2.618 |
1,261.7 |
1.618 |
1,254.3 |
1.000 |
1,249.7 |
0.618 |
1,246.9 |
HIGH |
1,242.3 |
0.618 |
1,239.5 |
0.500 |
1,238.6 |
0.382 |
1,237.7 |
LOW |
1,234.9 |
0.618 |
1,230.3 |
1.000 |
1,227.5 |
1.618 |
1,222.9 |
2.618 |
1,215.5 |
4.250 |
1,203.5 |
|
|
Fisher Pivots for day following 17-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1,240.0 |
1,237.7 |
PP |
1,239.3 |
1,234.7 |
S1 |
1,238.6 |
1,231.7 |
|