Trading Metrics calculated at close of trading on 11-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2017 |
11-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,381.23 |
21,410.17 |
28.94 |
0.1% |
21,392.30 |
High |
21,446.39 |
21,441.62 |
-4.77 |
0.0% |
21,562.75 |
Low |
21,371.11 |
21,279.30 |
-91.81 |
-0.4% |
21,305.38 |
Close |
21,408.52 |
21,409.07 |
0.55 |
0.0% |
21,414.34 |
Range |
75.28 |
162.32 |
87.04 |
115.6% |
257.37 |
ATR |
125.90 |
128.50 |
2.60 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,863.62 |
21,798.67 |
21,498.35 |
|
R3 |
21,701.30 |
21,636.35 |
21,453.71 |
|
R2 |
21,538.98 |
21,538.98 |
21,438.83 |
|
R1 |
21,474.03 |
21,474.03 |
21,423.95 |
21,425.35 |
PP |
21,376.66 |
21,376.66 |
21,376.66 |
21,352.32 |
S1 |
21,311.71 |
21,311.71 |
21,394.19 |
21,263.03 |
S2 |
21,214.34 |
21,214.34 |
21,379.31 |
|
S3 |
21,052.02 |
21,149.39 |
21,364.43 |
|
S4 |
20,889.70 |
20,987.07 |
21,319.79 |
|
|
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 |
21,505.36 |
21,279.30 |
226.06 |
1.1% |
108.20 |
0.5% |
57% |
False |
True |
|
10 |
21,562.75 |
21,197.08 |
365.67 |
1.7% |
133.97 |
0.6% |
58% |
False |
False |
|
20 |
21,562.75 |
21,197.08 |
365.67 |
1.7% |
111.81 |
0.5% |
58% |
False |
False |
|
40 |
21,562.75 |
20,553.45 |
1,009.30 |
4.7% |
107.82 |
0.5% |
85% |
False |
False |
|
60 |
21,562.75 |
20,379.55 |
1,183.20 |
5.5% |
106.99 |
0.5% |
87% |
False |
False |
|
80 |
21,562.75 |
20,379.55 |
1,183.20 |
5.5% |
115.34 |
0.5% |
87% |
False |
False |
|
100 |
21,562.75 |
20,379.55 |
1,183.20 |
5.5% |
112.22 |
0.5% |
87% |
False |
False |
|
120 |
21,562.75 |
19,677.94 |
1,884.81 |
8.8% |
111.43 |
0.5% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,131.48 |
2.618 |
21,866.57 |
1.618 |
21,704.25 |
1.000 |
21,603.94 |
0.618 |
21,541.93 |
HIGH |
21,441.62 |
0.618 |
21,379.61 |
0.500 |
21,360.46 |
0.382 |
21,341.31 |
LOW |
21,279.30 |
0.618 |
21,178.99 |
1.000 |
21,116.98 |
1.618 |
21,016.67 |
2.618 |
20,854.35 |
4.250 |
20,589.44 |
|
|
Fisher Pivots for day following 11-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,392.87 |
21,393.66 |
PP |
21,376.66 |
21,378.25 |
S1 |
21,360.46 |
21,362.85 |
|