Trading Metrics calculated at close of trading on 28-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2017 |
28-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1,266.8 |
1,265.0 |
-1.8 |
-0.1% |
1,261.4 |
High |
1,271.3 |
1,277.0 |
5.7 |
0.4% |
1,277.0 |
Low |
1,260.3 |
1,263.2 |
2.9 |
0.2% |
1,249.4 |
Close |
1,266.5 |
1,275.3 |
8.8 |
0.7% |
1,275.3 |
Range |
11.0 |
13.8 |
2.8 |
25.5% |
27.6 |
ATR |
12.5 |
12.6 |
0.1 |
0.7% |
0.0 |
Volume |
161,442 |
250,893 |
89,451 |
55.4% |
634,589 |
|
Daily Pivots for day following 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,313.2 |
1,308.1 |
1,282.9 |
|
R3 |
1,299.4 |
1,294.3 |
1,279.1 |
|
R2 |
1,285.6 |
1,285.6 |
1,277.8 |
|
R1 |
1,280.5 |
1,280.5 |
1,276.6 |
1,283.1 |
PP |
1,271.8 |
1,271.8 |
1,271.8 |
1,273.1 |
S1 |
1,266.7 |
1,266.7 |
1,274.0 |
1,269.3 |
S2 |
1,258.0 |
1,258.0 |
1,272.8 |
|
S3 |
1,244.2 |
1,252.9 |
1,271.5 |
|
S4 |
1,230.4 |
1,239.1 |
1,267.7 |
|
|
Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,350.0 |
1,340.3 |
1,290.5 |
|
R3 |
1,322.4 |
1,312.7 |
1,282.9 |
|
R2 |
1,294.8 |
1,294.8 |
1,280.4 |
|
R1 |
1,285.1 |
1,285.1 |
1,277.8 |
1,290.0 |
PP |
1,267.2 |
1,267.2 |
1,267.2 |
1,269.7 |
S1 |
1,257.5 |
1,257.5 |
1,272.8 |
1,262.4 |
S2 |
1,239.6 |
1,239.6 |
1,270.2 |
|
S3 |
1,212.0 |
1,229.9 |
1,267.7 |
|
S4 |
1,184.4 |
1,202.3 |
1,260.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,277.0 |
1,249.4 |
27.6 |
2.2% |
12.3 |
1.0% |
94% |
True |
False |
126,917 |
10 |
1,277.0 |
1,234.9 |
42.1 |
3.3% |
11.4 |
0.9% |
96% |
True |
False |
80,161 |
20 |
1,277.0 |
1,211.1 |
65.9 |
5.2% |
12.3 |
1.0% |
97% |
True |
False |
54,150 |
40 |
1,305.5 |
1,211.1 |
94.4 |
7.4% |
12.3 |
1.0% |
68% |
False |
False |
29,946 |
60 |
1,305.5 |
1,211.1 |
94.4 |
7.4% |
12.1 |
0.9% |
68% |
False |
False |
21,656 |
80 |
1,307.0 |
1,211.1 |
95.9 |
7.5% |
12.2 |
1.0% |
67% |
False |
False |
16,972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,335.7 |
2.618 |
1,313.1 |
1.618 |
1,299.3 |
1.000 |
1,290.8 |
0.618 |
1,285.5 |
HIGH |
1,277.0 |
0.618 |
1,271.7 |
0.500 |
1,270.1 |
0.382 |
1,268.5 |
LOW |
1,263.2 |
0.618 |
1,254.7 |
1.000 |
1,249.4 |
1.618 |
1,240.9 |
2.618 |
1,227.1 |
4.250 |
1,204.6 |
|
|
Fisher Pivots for day following 28-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1,273.6 |
1,271.3 |
PP |
1,271.8 |
1,267.2 |
S1 |
1,270.1 |
1,263.2 |
|