Trading Metrics calculated at close of trading on 20-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2017 |
20-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,569.25 |
21,641.54 |
72.29 |
0.3% |
21,381.23 |
High |
21,640.75 |
21,661.91 |
21.16 |
0.1% |
21,681.53 |
Low |
21,565.84 |
21,576.96 |
11.12 |
0.1% |
21,279.30 |
Close |
21,640.75 |
21,611.78 |
-28.97 |
-0.1% |
21,637.74 |
Range |
74.91 |
84.95 |
10.04 |
13.4% |
402.23 |
ATR |
121.56 |
118.95 |
-2.62 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,871.73 |
21,826.71 |
21,658.50 |
|
R3 |
21,786.78 |
21,741.76 |
21,635.14 |
|
R2 |
21,701.83 |
21,701.83 |
21,627.35 |
|
R1 |
21,656.81 |
21,656.81 |
21,619.57 |
21,636.85 |
PP |
21,616.88 |
21,616.88 |
21,616.88 |
21,606.90 |
S1 |
21,571.86 |
21,571.86 |
21,603.99 |
21,551.90 |
S2 |
21,531.93 |
21,531.93 |
21,596.21 |
|
S3 |
21,446.98 |
21,486.91 |
21,588.42 |
|
S4 |
21,362.03 |
21,401.96 |
21,565.06 |
|
|
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% |
96.52 |
0.4% |
67% |
False |
False |
|
10 |
21,681.53 |
21,279.30 |
402.23 |
1.9% |
96.45 |
0.4% |
83% |
False |
False |
|
20 |
21,681.53 |
21,197.08 |
484.45 |
2.2% |
113.30 |
0.5% |
86% |
False |
False |
|
40 |
21,681.53 |
20,933.58 |
747.95 |
3.5% |
101.19 |
0.5% |
91% |
False |
False |
|
60 |
21,681.53 |
20,553.45 |
1,128.08 |
5.2% |
101.69 |
0.5% |
94% |
False |
False |
|
80 |
21,681.53 |
20,379.55 |
1,301.98 |
6.0% |
110.27 |
0.5% |
95% |
False |
False |
|
100 |
21,681.53 |
20,379.55 |
1,301.98 |
6.0% |
112.57 |
0.5% |
95% |
False |
False |
|
120 |
21,681.53 |
19,784.77 |
1,896.76 |
8.8% |
111.16 |
0.5% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,022.95 |
2.618 |
21,884.31 |
1.618 |
21,799.36 |
1.000 |
21,746.86 |
0.618 |
21,714.41 |
HIGH |
21,661.91 |
0.618 |
21,629.46 |
0.500 |
21,619.44 |
0.382 |
21,609.41 |
LOW |
21,576.96 |
0.618 |
21,524.46 |
1.000 |
21,492.01 |
1.618 |
21,439.51 |
2.618 |
21,354.56 |
4.250 |
21,215.92 |
|
|
Fisher Pivots for day following 20-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,619.44 |
21,596.70 |
PP |
21,616.88 |
21,581.61 |
S1 |
21,614.33 |
21,566.53 |
|