Trading Metrics calculated at close of trading on 19-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2017 |
19-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,589.94 |
21,569.25 |
-20.69 |
-0.1% |
21,381.23 |
High |
21,589.94 |
21,640.75 |
50.81 |
0.2% |
21,681.53 |
Low |
21,471.14 |
21,565.84 |
94.70 |
0.4% |
21,279.30 |
Close |
21,574.73 |
21,640.75 |
66.02 |
0.3% |
21,637.74 |
Range |
118.80 |
74.91 |
-43.89 |
-36.9% |
402.23 |
ATR |
125.15 |
121.56 |
-3.59 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,840.51 |
21,815.54 |
21,681.95 |
|
R3 |
21,765.60 |
21,740.63 |
21,661.35 |
|
R2 |
21,690.69 |
21,690.69 |
21,654.48 |
|
R1 |
21,665.72 |
21,665.72 |
21,647.62 |
21,678.21 |
PP |
21,615.78 |
21,615.78 |
21,615.78 |
21,622.02 |
S1 |
21,590.81 |
21,590.81 |
21,633.88 |
21,603.30 |
S2 |
21,540.87 |
21,540.87 |
21,627.02 |
|
S3 |
21,465.96 |
21,515.90 |
21,620.15 |
|
S4 |
21,391.05 |
21,440.99 |
21,599.55 |
|
|
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 |
21,471.14 |
210.39 |
1.0% |
90.81 |
0.4% |
81% |
False |
False |
|
10 |
21,681.53 |
21,279.30 |
402.23 |
1.9% |
100.73 |
0.5% |
90% |
False |
False |
|
20 |
21,681.53 |
21,197.08 |
484.45 |
2.2% |
114.19 |
0.5% |
92% |
False |
False |
|
40 |
21,681.53 |
20,896.22 |
785.31 |
3.6% |
100.69 |
0.5% |
95% |
False |
False |
|
60 |
21,681.53 |
20,553.45 |
1,128.08 |
5.2% |
102.23 |
0.5% |
96% |
False |
False |
|
80 |
21,681.53 |
20,379.55 |
1,301.98 |
6.0% |
111.28 |
0.5% |
97% |
False |
False |
|
100 |
21,681.53 |
20,379.55 |
1,301.98 |
6.0% |
112.49 |
0.5% |
97% |
False |
False |
|
120 |
21,681.53 |
19,784.77 |
1,896.76 |
8.8% |
110.82 |
0.5% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,959.12 |
2.618 |
21,836.86 |
1.618 |
21,761.95 |
1.000 |
21,715.66 |
0.618 |
21,687.04 |
HIGH |
21,640.75 |
0.618 |
21,612.13 |
0.500 |
21,603.30 |
0.382 |
21,594.46 |
LOW |
21,565.84 |
0.618 |
21,519.55 |
1.000 |
21,490.93 |
1.618 |
21,444.64 |
2.618 |
21,369.73 |
4.250 |
21,247.47 |
|
|
Fisher Pivots for day following 19-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,628.27 |
21,615.99 |
PP |
21,615.78 |
21,591.23 |
S1 |
21,603.30 |
21,566.48 |
|