Trading Metrics calculated at close of trading on 21-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2017 |
21-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,641.54 |
21,591.72 |
-49.82 |
-0.2% |
21,633.97 |
High |
21,661.91 |
21,592.61 |
-69.30 |
-0.3% |
21,661.91 |
Low |
21,576.96 |
21,503.78 |
-73.18 |
-0.3% |
21,471.14 |
Close |
21,611.78 |
21,580.07 |
-31.71 |
-0.1% |
21,580.07 |
Range |
84.95 |
88.83 |
3.88 |
4.6% |
190.77 |
ATR |
118.95 |
118.16 |
-0.78 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,825.31 |
21,791.52 |
21,628.93 |
|
R3 |
21,736.48 |
21,702.69 |
21,604.50 |
|
R2 |
21,647.65 |
21,647.65 |
21,596.36 |
|
R1 |
21,613.86 |
21,613.86 |
21,588.21 |
21,586.34 |
PP |
21,558.82 |
21,558.82 |
21,558.82 |
21,545.06 |
S1 |
21,525.03 |
21,525.03 |
21,571.93 |
21,497.51 |
S2 |
21,469.99 |
21,469.99 |
21,563.78 |
|
S3 |
21,381.16 |
21,436.20 |
21,555.64 |
|
S4 |
21,292.33 |
21,347.37 |
21,531.21 |
|
|
Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,143.35 |
22,052.48 |
21,684.99 |
|
R3 |
21,952.58 |
21,861.71 |
21,632.53 |
|
R2 |
21,761.81 |
21,761.81 |
21,615.04 |
|
R1 |
21,670.94 |
21,670.94 |
21,597.56 |
21,620.99 |
PP |
21,571.04 |
21,571.04 |
21,571.04 |
21,546.07 |
S1 |
21,480.17 |
21,480.17 |
21,562.58 |
21,430.22 |
S2 |
21,380.27 |
21,380.27 |
21,545.10 |
|
S3 |
21,189.50 |
21,289.40 |
21,527.61 |
|
S4 |
20,998.73 |
21,098.63 |
21,475.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,661.91 |
21,471.14 |
190.77 |
0.9% |
82.33 |
0.4% |
57% |
False |
False |
|
10 |
21,681.53 |
21,279.30 |
402.23 |
1.9% |
97.83 |
0.5% |
75% |
False |
False |
|
20 |
21,681.53 |
21,197.08 |
484.45 |
2.2% |
114.66 |
0.5% |
79% |
False |
False |
|
40 |
21,681.53 |
20,942.57 |
738.96 |
3.4% |
101.18 |
0.5% |
86% |
False |
False |
|
60 |
21,681.53 |
20,553.45 |
1,128.08 |
5.2% |
101.53 |
0.5% |
91% |
False |
False |
|
80 |
21,681.53 |
20,379.55 |
1,301.98 |
6.0% |
108.69 |
0.5% |
92% |
False |
False |
|
100 |
21,681.53 |
20,379.55 |
1,301.98 |
6.0% |
112.86 |
0.5% |
92% |
False |
False |
|
120 |
21,681.53 |
19,784.77 |
1,896.76 |
8.8% |
110.58 |
0.5% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,970.14 |
2.618 |
21,825.17 |
1.618 |
21,736.34 |
1.000 |
21,681.44 |
0.618 |
21,647.51 |
HIGH |
21,592.61 |
0.618 |
21,558.68 |
0.500 |
21,548.20 |
0.382 |
21,537.71 |
LOW |
21,503.78 |
0.618 |
21,448.88 |
1.000 |
21,414.95 |
1.618 |
21,360.05 |
2.618 |
21,271.22 |
4.250 |
21,126.25 |
|
|
Fisher Pivots for day following 21-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,569.45 |
21,582.85 |
PP |
21,558.82 |
21,581.92 |
S1 |
21,548.20 |
21,581.00 |
|