Trading Metrics calculated at close of trading on 20-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2017 |
20-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1,248.8 |
1,247.4 |
-1.4 |
-0.1% |
1,220.1 |
High |
1,250.3 |
1,253.9 |
3.6 |
0.3% |
1,239.4 |
Low |
1,242.0 |
1,241.5 |
-0.5 |
0.0% |
1,211.1 |
Close |
1,248.8 |
1,252.1 |
3.3 |
0.3% |
1,234.5 |
Range |
8.3 |
12.4 |
4.1 |
49.4% |
28.3 |
ATR |
12.1 |
12.1 |
0.0 |
0.2% |
0.0 |
Volume |
33,404 |
38,274 |
4,870 |
14.6% |
159,454 |
|
Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,286.4 |
1,281.6 |
1,258.9 |
|
R3 |
1,274.0 |
1,269.2 |
1,255.5 |
|
R2 |
1,261.6 |
1,261.6 |
1,254.4 |
|
R1 |
1,256.8 |
1,256.8 |
1,253.2 |
1,259.2 |
PP |
1,249.2 |
1,249.2 |
1,249.2 |
1,250.4 |
S1 |
1,244.4 |
1,244.4 |
1,251.0 |
1,246.8 |
S2 |
1,236.8 |
1,236.8 |
1,249.8 |
|
S3 |
1,224.4 |
1,232.0 |
1,248.7 |
|
S4 |
1,212.0 |
1,219.6 |
1,245.3 |
|
|
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 |
1,253.9 |
1,221.0 |
32.9 |
2.6% |
11.7 |
0.9% |
95% |
True |
False |
30,141 |
10 |
1,253.9 |
1,211.1 |
42.8 |
3.4% |
12.0 |
1.0% |
96% |
True |
False |
29,307 |
20 |
1,267.1 |
1,211.1 |
56.0 |
4.5% |
12.1 |
1.0% |
73% |
False |
False |
22,610 |
40 |
1,305.5 |
1,211.1 |
94.4 |
7.5% |
12.1 |
1.0% |
43% |
False |
False |
13,614 |
60 |
1,305.5 |
1,211.1 |
94.4 |
7.5% |
12.0 |
1.0% |
43% |
False |
False |
10,501 |
80 |
1,307.0 |
1,211.1 |
95.9 |
7.7% |
12.0 |
1.0% |
43% |
False |
False |
8,566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,306.6 |
2.618 |
1,286.4 |
1.618 |
1,274.0 |
1.000 |
1,266.3 |
0.618 |
1,261.6 |
HIGH |
1,253.9 |
0.618 |
1,249.2 |
0.500 |
1,247.7 |
0.382 |
1,246.2 |
LOW |
1,241.5 |
0.618 |
1,233.8 |
1.000 |
1,229.1 |
1.618 |
1,221.4 |
2.618 |
1,209.0 |
4.250 |
1,188.8 |
|
|
Fisher Pivots for day following 20-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1,250.6 |
1,250.2 |
PP |
1,249.2 |
1,248.4 |
S1 |
1,247.7 |
1,246.5 |
|