Trading Metrics calculated at close of trading on 14-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2017 |
14-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,537.19 |
21,532.77 |
-4.42 |
0.0% |
21,381.23 |
High |
21,568.72 |
21,681.53 |
112.81 |
0.5% |
21,681.53 |
Low |
21,512.36 |
21,521.72 |
9.36 |
0.0% |
21,279.30 |
Close |
21,553.09 |
21,637.74 |
84.65 |
0.4% |
21,637.74 |
Range |
56.36 |
159.81 |
103.45 |
183.6% |
402.23 |
ATR |
126.21 |
128.61 |
2.40 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,093.09 |
22,025.23 |
21,725.64 |
|
R3 |
21,933.28 |
21,865.42 |
21,681.69 |
|
R2 |
21,773.47 |
21,773.47 |
21,667.04 |
|
R1 |
21,705.61 |
21,705.61 |
21,652.39 |
21,739.54 |
PP |
21,613.66 |
21,613.66 |
21,613.66 |
21,630.63 |
S1 |
21,545.80 |
21,545.80 |
21,623.09 |
21,579.73 |
S2 |
21,453.85 |
21,453.85 |
21,608.44 |
|
S3 |
21,294.04 |
21,385.99 |
21,593.79 |
|
S4 |
21,134.23 |
21,226.18 |
21,549.84 |
|
|
Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,739.55 |
22,590.87 |
21,858.97 |
|
R3 |
22,337.32 |
22,188.64 |
21,748.35 |
|
R2 |
21,935.09 |
21,935.09 |
21,711.48 |
|
R1 |
21,786.41 |
21,786.41 |
21,674.61 |
21,860.75 |
PP |
21,532.86 |
21,532.86 |
21,532.86 |
21,570.03 |
S1 |
21,384.18 |
21,384.18 |
21,600.87 |
21,458.52 |
S2 |
21,130.63 |
21,130.63 |
21,564.00 |
|
S3 |
20,728.40 |
20,981.95 |
21,527.13 |
|
S4 |
20,326.17 |
20,579.72 |
21,416.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,681.53 |
21,279.30 |
402.23 |
1.9% |
113.33 |
0.5% |
89% |
True |
False |
|
10 |
21,681.53 |
21,279.30 |
402.23 |
1.9% |
114.21 |
0.5% |
89% |
True |
False |
|
20 |
21,681.53 |
21,197.08 |
484.45 |
2.2% |
114.30 |
0.5% |
91% |
True |
False |
|
40 |
21,681.53 |
20,553.45 |
1,128.08 |
5.2% |
105.47 |
0.5% |
96% |
True |
False |
|
60 |
21,681.53 |
20,406.68 |
1,274.85 |
5.9% |
104.73 |
0.5% |
97% |
True |
False |
|
80 |
21,681.53 |
20,379.55 |
1,301.98 |
6.0% |
113.75 |
0.5% |
97% |
True |
False |
|
100 |
21,681.53 |
20,379.55 |
1,301.98 |
6.0% |
112.82 |
0.5% |
97% |
True |
False |
|
120 |
21,681.53 |
19,784.77 |
1,896.76 |
8.8% |
111.40 |
0.5% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,360.72 |
2.618 |
22,099.91 |
1.618 |
21,940.10 |
1.000 |
21,841.34 |
0.618 |
21,780.29 |
HIGH |
21,681.53 |
0.618 |
21,620.48 |
0.500 |
21,601.63 |
0.382 |
21,582.77 |
LOW |
21,521.72 |
0.618 |
21,422.96 |
1.000 |
21,361.91 |
1.618 |
21,263.15 |
2.618 |
21,103.34 |
4.250 |
20,842.53 |
|
|
Fisher Pivots for day following 14-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,625.70 |
21,616.74 |
PP |
21,613.66 |
21,595.73 |
S1 |
21,601.63 |
21,574.73 |
|