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 |
247.96 |
246.65 |
-1.31 |
-0.5% |
246.79 |
High |
248.00 |
247.06 |
-0.94 |
-0.4% |
248.00 |
Low |
245.68 |
246.13 |
0.45 |
0.2% |
245.68 |
Close |
247.20 |
246.91 |
-0.29 |
-0.1% |
246.91 |
Range |
2.32 |
0.93 |
-1.39 |
-59.9% |
2.32 |
ATR |
1.36 |
1.34 |
-0.02 |
-1.5% |
0.00 |
Volume |
70,766,496 |
50,088,300 |
-20,678,196 |
-29.2% |
269,967,896 |
|
Daily Pivots for day following 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
249.49 |
249.13 |
247.42 |
|
R3 |
248.56 |
248.20 |
247.17 |
|
R2 |
247.63 |
247.63 |
247.08 |
|
R1 |
247.27 |
247.27 |
247.00 |
247.45 |
PP |
246.70 |
246.70 |
246.70 |
246.79 |
S1 |
246.34 |
246.34 |
246.82 |
246.52 |
S2 |
245.77 |
245.77 |
246.74 |
|
S3 |
244.84 |
245.41 |
246.65 |
|
S4 |
243.91 |
244.48 |
246.40 |
|
|
Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
253.82 |
252.69 |
248.19 |
|
R3 |
251.50 |
250.37 |
247.55 |
|
R2 |
249.18 |
249.18 |
247.34 |
|
R1 |
248.05 |
248.05 |
247.12 |
248.62 |
PP |
246.86 |
246.86 |
246.86 |
247.15 |
S1 |
245.73 |
245.73 |
246.70 |
246.30 |
S2 |
244.54 |
244.54 |
246.48 |
|
S3 |
242.22 |
243.41 |
246.27 |
|
S4 |
239.90 |
241.09 |
245.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
248.00 |
245.68 |
2.32 |
0.9% |
1.05 |
0.4% |
53% |
False |
False |
53,993,579 |
10 |
248.00 |
244.67 |
3.33 |
1.3% |
0.96 |
0.4% |
67% |
False |
False |
53,312,259 |
20 |
248.00 |
240.34 |
7.66 |
3.1% |
1.13 |
0.5% |
86% |
False |
False |
54,198,724 |
40 |
248.00 |
239.96 |
8.04 |
3.3% |
1.28 |
0.5% |
86% |
False |
False |
62,523,594 |
60 |
248.00 |
235.43 |
12.57 |
5.1% |
1.25 |
0.5% |
91% |
False |
False |
64,455,158 |
80 |
248.00 |
232.51 |
15.49 |
6.3% |
1.32 |
0.5% |
93% |
False |
False |
68,403,284 |
100 |
248.00 |
231.61 |
16.39 |
6.6% |
1.37 |
0.6% |
93% |
False |
False |
71,138,743 |
120 |
248.00 |
228.31 |
19.69 |
8.0% |
1.35 |
0.5% |
94% |
False |
False |
71,781,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
251.01 |
2.618 |
249.49 |
1.618 |
248.56 |
1.000 |
247.99 |
0.618 |
247.63 |
HIGH |
247.06 |
0.618 |
246.70 |
0.500 |
246.60 |
0.382 |
246.49 |
LOW |
246.13 |
0.618 |
245.56 |
1.000 |
245.20 |
1.618 |
244.63 |
2.618 |
243.70 |
4.250 |
242.18 |
|
|
Fisher Pivots for day following 28-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
246.81 |
246.89 |
PP |
246.70 |
246.86 |
S1 |
246.60 |
246.84 |
|