Trading Metrics calculated at close of trading on 10-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2017 |
10-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,354.66 |
21,381.23 |
26.57 |
0.1% |
21,392.30 |
High |
21,425.82 |
21,446.39 |
20.57 |
0.1% |
21,562.75 |
Low |
21,350.72 |
21,371.11 |
20.39 |
0.1% |
21,305.38 |
Close |
21,414.34 |
21,408.52 |
-5.82 |
0.0% |
21,414.34 |
Range |
75.10 |
75.28 |
0.18 |
0.2% |
257.37 |
ATR |
129.79 |
125.90 |
-3.89 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,634.51 |
21,596.80 |
21,449.92 |
|
R3 |
21,559.23 |
21,521.52 |
21,429.22 |
|
R2 |
21,483.95 |
21,483.95 |
21,422.32 |
|
R1 |
21,446.24 |
21,446.24 |
21,415.42 |
21,465.10 |
PP |
21,408.67 |
21,408.67 |
21,408.67 |
21,418.10 |
S1 |
21,370.96 |
21,370.96 |
21,401.62 |
21,389.82 |
S2 |
21,333.39 |
21,333.39 |
21,394.72 |
|
S3 |
21,258.11 |
21,295.68 |
21,387.82 |
|
S4 |
21,182.83 |
21,220.40 |
21,367.12 |
|
|
Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,199.60 |
22,064.34 |
21,555.89 |
|
R3 |
21,942.23 |
21,806.97 |
21,485.12 |
|
R2 |
21,684.86 |
21,684.86 |
21,461.52 |
|
R1 |
21,549.60 |
21,549.60 |
21,437.93 |
21,617.23 |
PP |
21,427.49 |
21,427.49 |
21,427.49 |
21,461.31 |
S1 |
21,292.23 |
21,292.23 |
21,390.75 |
21,359.86 |
S2 |
21,170.12 |
21,170.12 |
21,367.16 |
|
S3 |
20,912.75 |
21,034.86 |
21,343.56 |
|
S4 |
20,655.38 |
20,777.49 |
21,272.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,562.75 |
21,305.38 |
257.37 |
1.2% |
109.95 |
0.5% |
40% |
False |
False |
|
10 |
21,562.75 |
21,197.08 |
365.67 |
1.7% |
130.24 |
0.6% |
58% |
False |
False |
|
20 |
21,562.75 |
21,186.15 |
376.60 |
1.8% |
108.24 |
0.5% |
59% |
False |
False |
|
40 |
21,562.75 |
20,553.45 |
1,009.30 |
4.7% |
104.92 |
0.5% |
85% |
False |
False |
|
60 |
21,562.75 |
20,379.55 |
1,183.20 |
5.5% |
106.94 |
0.5% |
87% |
False |
False |
|
80 |
21,562.75 |
20,379.55 |
1,183.20 |
5.5% |
114.64 |
0.5% |
87% |
False |
False |
|
100 |
21,562.75 |
20,379.55 |
1,183.20 |
5.5% |
111.84 |
0.5% |
87% |
False |
False |
|
120 |
21,562.75 |
19,677.94 |
1,884.81 |
8.8% |
110.82 |
0.5% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,766.33 |
2.618 |
21,643.47 |
1.618 |
21,568.19 |
1.000 |
21,521.67 |
0.618 |
21,492.91 |
HIGH |
21,446.39 |
0.618 |
21,417.63 |
0.500 |
21,408.75 |
0.382 |
21,399.87 |
LOW |
21,371.11 |
0.618 |
21,324.59 |
1.000 |
21,295.83 |
1.618 |
21,249.31 |
2.618 |
21,174.03 |
4.250 |
21,051.17 |
|
|
Fisher Pivots for day following 10-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,408.75 |
21,397.64 |
PP |
21,408.67 |
21,386.76 |
S1 |
21,408.60 |
21,375.89 |
|