Trading Metrics calculated at close of trading on 17-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2017 |
17-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,532.77 |
21,633.97 |
101.20 |
0.5% |
21,381.23 |
High |
21,681.53 |
21,661.81 |
-19.72 |
-0.1% |
21,681.53 |
Low |
21,521.72 |
21,617.66 |
95.94 |
0.4% |
21,279.30 |
Close |
21,637.74 |
21,629.72 |
-8.02 |
0.0% |
21,637.74 |
Range |
159.81 |
44.15 |
-115.66 |
-72.4% |
402.23 |
ATR |
128.61 |
122.58 |
-6.03 |
-4.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,768.85 |
21,743.43 |
21,654.00 |
|
R3 |
21,724.70 |
21,699.28 |
21,641.86 |
|
R2 |
21,680.55 |
21,680.55 |
21,637.81 |
|
R1 |
21,655.13 |
21,655.13 |
21,633.77 |
21,645.77 |
PP |
21,636.40 |
21,636.40 |
21,636.40 |
21,631.71 |
S1 |
21,610.98 |
21,610.98 |
21,625.67 |
21,601.62 |
S2 |
21,592.25 |
21,592.25 |
21,621.63 |
|
S3 |
21,548.10 |
21,566.83 |
21,617.58 |
|
S4 |
21,503.95 |
21,522.68 |
21,605.44 |
|
|
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% |
107.10 |
0.5% |
87% |
False |
False |
|
10 |
21,681.53 |
21,279.30 |
402.23 |
1.9% |
108.52 |
0.5% |
87% |
False |
False |
|
20 |
21,681.53 |
21,197.08 |
484.45 |
2.2% |
112.69 |
0.5% |
89% |
False |
False |
|
40 |
21,681.53 |
20,687.94 |
993.59 |
4.6% |
101.43 |
0.5% |
95% |
False |
False |
|
60 |
21,681.53 |
20,505.33 |
1,176.20 |
5.4% |
101.75 |
0.5% |
96% |
False |
False |
|
80 |
21,681.53 |
20,379.55 |
1,301.98 |
6.0% |
112.96 |
0.5% |
96% |
False |
False |
|
100 |
21,681.53 |
20,379.55 |
1,301.98 |
6.0% |
112.37 |
0.5% |
96% |
False |
False |
|
120 |
21,681.53 |
19,784.77 |
1,896.76 |
8.8% |
110.41 |
0.5% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,849.45 |
2.618 |
21,777.39 |
1.618 |
21,733.24 |
1.000 |
21,705.96 |
0.618 |
21,689.09 |
HIGH |
21,661.81 |
0.618 |
21,644.94 |
0.500 |
21,639.74 |
0.382 |
21,634.53 |
LOW |
21,617.66 |
0.618 |
21,590.38 |
1.000 |
21,573.51 |
1.618 |
21,546.23 |
2.618 |
21,502.08 |
4.250 |
21,430.02 |
|
|
Fisher Pivots for day following 17-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,639.74 |
21,618.80 |
PP |
21,636.40 |
21,607.87 |
S1 |
21,633.06 |
21,596.95 |
|