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 |
246.02 |
247.28 |
1.26 |
0.5% |
241.95 |
High |
247.00 |
247.42 |
0.42 |
0.2% |
245.97 |
Low |
246.01 |
246.47 |
0.46 |
0.2% |
240.85 |
Close |
246.99 |
247.10 |
0.11 |
0.0% |
245.56 |
Range |
0.99 |
0.95 |
-0.04 |
-4.0% |
5.12 |
ATR |
1.50 |
1.46 |
-0.04 |
-2.6% |
0.00 |
Volume |
51,034,200 |
47,135,100 |
-3,899,100 |
-7.6% |
246,362,400 |
|
Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
249.85 |
249.42 |
247.62 |
|
R3 |
248.90 |
248.47 |
247.36 |
|
R2 |
247.95 |
247.95 |
247.27 |
|
R1 |
247.52 |
247.52 |
247.19 |
247.26 |
PP |
247.00 |
247.00 |
247.00 |
246.87 |
S1 |
246.57 |
246.57 |
247.01 |
246.31 |
S2 |
246.05 |
246.05 |
246.93 |
|
S3 |
245.10 |
245.62 |
246.84 |
|
S4 |
244.15 |
244.67 |
246.58 |
|
|
Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
259.49 |
257.64 |
248.38 |
|
R3 |
254.37 |
252.52 |
246.97 |
|
R2 |
249.25 |
249.25 |
246.50 |
|
R1 |
247.40 |
247.40 |
246.03 |
248.33 |
PP |
244.13 |
244.13 |
244.13 |
244.59 |
S1 |
242.28 |
242.28 |
245.09 |
243.21 |
S2 |
239.01 |
239.01 |
244.62 |
|
S3 |
233.89 |
237.16 |
244.15 |
|
S4 |
228.77 |
232.04 |
242.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
247.42 |
244.31 |
3.11 |
1.3% |
1.05 |
0.4% |
90% |
True |
False |
46,941,260 |
10 |
247.42 |
240.56 |
6.86 |
2.8% |
1.14 |
0.5% |
95% |
True |
False |
47,877,830 |
20 |
247.42 |
239.96 |
7.46 |
3.0% |
1.36 |
0.6% |
96% |
True |
False |
57,618,534 |
40 |
247.42 |
239.93 |
7.49 |
3.0% |
1.28 |
0.5% |
96% |
True |
False |
62,452,682 |
60 |
247.42 |
235.43 |
11.99 |
4.9% |
1.25 |
0.5% |
97% |
True |
False |
65,194,533 |
80 |
247.42 |
232.51 |
14.91 |
6.0% |
1.36 |
0.5% |
98% |
True |
False |
69,268,767 |
100 |
247.42 |
231.61 |
15.81 |
6.4% |
1.38 |
0.6% |
98% |
True |
False |
72,740,308 |
120 |
247.42 |
226.32 |
21.10 |
8.5% |
1.36 |
0.6% |
98% |
True |
False |
72,481,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
251.46 |
2.618 |
249.91 |
1.618 |
248.96 |
1.000 |
248.37 |
0.618 |
248.01 |
HIGH |
247.42 |
0.618 |
247.06 |
0.500 |
246.95 |
0.382 |
246.83 |
LOW |
246.47 |
0.618 |
245.88 |
1.000 |
245.52 |
1.618 |
244.93 |
2.618 |
243.98 |
4.250 |
242.43 |
|
|
Fisher Pivots for day following 20-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
247.05 |
246.75 |
PP |
247.00 |
246.40 |
S1 |
246.95 |
246.05 |
|