Trading Metrics calculated at close of trading on 12-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2017 |
12-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,410.17 |
21,467.93 |
57.76 |
0.3% |
21,392.30 |
High |
21,441.62 |
21,580.79 |
139.17 |
0.6% |
21,562.75 |
Low |
21,279.30 |
21,467.93 |
188.63 |
0.9% |
21,305.38 |
Close |
21,409.07 |
21,532.14 |
123.07 |
0.6% |
21,414.34 |
Range |
162.32 |
112.86 |
-49.46 |
-30.5% |
257.37 |
ATR |
128.50 |
131.59 |
3.09 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,865.53 |
21,811.70 |
21,594.21 |
|
R3 |
21,752.67 |
21,698.84 |
21,563.18 |
|
R2 |
21,639.81 |
21,639.81 |
21,552.83 |
|
R1 |
21,585.98 |
21,585.98 |
21,542.49 |
21,612.90 |
PP |
21,526.95 |
21,526.95 |
21,526.95 |
21,540.41 |
S1 |
21,473.12 |
21,473.12 |
21,521.79 |
21,500.04 |
S2 |
21,414.09 |
21,414.09 |
21,511.45 |
|
S3 |
21,301.23 |
21,360.26 |
21,501.10 |
|
S4 |
21,188.37 |
21,247.40 |
21,470.07 |
|
|
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 |
21,580.79 |
21,279.30 |
301.49 |
1.4% |
110.66 |
0.5% |
84% |
True |
False |
|
10 |
21,580.79 |
21,197.08 |
383.71 |
1.8% |
132.27 |
0.6% |
87% |
True |
False |
|
20 |
21,580.79 |
21,197.08 |
383.71 |
1.8% |
113.66 |
0.5% |
87% |
True |
False |
|
40 |
21,580.79 |
20,553.45 |
1,027.34 |
4.8% |
108.71 |
0.5% |
95% |
True |
False |
|
60 |
21,580.79 |
20,379.55 |
1,201.24 |
5.6% |
106.21 |
0.5% |
96% |
True |
False |
|
80 |
21,580.79 |
20,379.55 |
1,201.24 |
5.6% |
115.88 |
0.5% |
96% |
True |
False |
|
100 |
21,580.79 |
20,379.55 |
1,201.24 |
5.6% |
112.52 |
0.5% |
96% |
True |
False |
|
120 |
21,580.79 |
19,732.36 |
1,848.43 |
8.6% |
111.15 |
0.5% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,060.45 |
2.618 |
21,876.26 |
1.618 |
21,763.40 |
1.000 |
21,693.65 |
0.618 |
21,650.54 |
HIGH |
21,580.79 |
0.618 |
21,537.68 |
0.500 |
21,524.36 |
0.382 |
21,511.04 |
LOW |
21,467.93 |
0.618 |
21,398.18 |
1.000 |
21,355.07 |
1.618 |
21,285.32 |
2.618 |
21,172.46 |
4.250 |
20,988.28 |
|
|
Fisher Pivots for day following 12-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,529.55 |
21,498.11 |
PP |
21,526.95 |
21,464.08 |
S1 |
21,524.36 |
21,430.05 |
|