Trading Metrics calculated at close of trading on 13-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2017 |
13-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,467.93 |
21,537.19 |
69.26 |
0.3% |
21,392.30 |
High |
21,580.79 |
21,568.72 |
-12.07 |
-0.1% |
21,562.75 |
Low |
21,467.93 |
21,512.36 |
44.43 |
0.2% |
21,305.38 |
Close |
21,532.14 |
21,553.09 |
20.95 |
0.1% |
21,414.34 |
Range |
112.86 |
56.36 |
-56.50 |
-50.1% |
257.37 |
ATR |
131.59 |
126.21 |
-5.37 |
-4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,713.80 |
21,689.81 |
21,584.09 |
|
R3 |
21,657.44 |
21,633.45 |
21,568.59 |
|
R2 |
21,601.08 |
21,601.08 |
21,563.42 |
|
R1 |
21,577.09 |
21,577.09 |
21,558.26 |
21,589.09 |
PP |
21,544.72 |
21,544.72 |
21,544.72 |
21,550.72 |
S1 |
21,520.73 |
21,520.73 |
21,547.92 |
21,532.73 |
S2 |
21,488.36 |
21,488.36 |
21,542.76 |
|
S3 |
21,432.00 |
21,464.37 |
21,537.59 |
|
S4 |
21,375.64 |
21,408.01 |
21,522.09 |
|
|
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% |
96.38 |
0.4% |
91% |
False |
False |
|
10 |
21,580.79 |
21,197.08 |
383.71 |
1.8% |
127.26 |
0.6% |
93% |
False |
False |
|
20 |
21,580.79 |
21,197.08 |
383.71 |
1.8% |
111.58 |
0.5% |
93% |
False |
False |
|
40 |
21,580.79 |
20,553.45 |
1,027.34 |
4.8% |
107.60 |
0.5% |
97% |
False |
False |
|
60 |
21,580.79 |
20,379.55 |
1,201.24 |
5.6% |
104.85 |
0.5% |
98% |
False |
False |
|
80 |
21,580.79 |
20,379.55 |
1,201.24 |
5.6% |
115.71 |
0.5% |
98% |
False |
False |
|
100 |
21,580.79 |
20,379.55 |
1,201.24 |
5.6% |
112.17 |
0.5% |
98% |
False |
False |
|
120 |
21,580.79 |
19,732.36 |
1,848.43 |
8.6% |
110.92 |
0.5% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,808.25 |
2.618 |
21,716.27 |
1.618 |
21,659.91 |
1.000 |
21,625.08 |
0.618 |
21,603.55 |
HIGH |
21,568.72 |
0.618 |
21,547.19 |
0.500 |
21,540.54 |
0.382 |
21,533.89 |
LOW |
21,512.36 |
0.618 |
21,477.53 |
1.000 |
21,456.00 |
1.618 |
21,421.17 |
2.618 |
21,364.81 |
4.250 |
21,272.83 |
|
|
Fisher Pivots for day following 13-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,548.91 |
21,512.08 |
PP |
21,544.72 |
21,471.06 |
S1 |
21,540.54 |
21,430.05 |
|