Trading Metrics calculated at close of trading on 24-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2017 |
24-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,591.72 |
21,577.78 |
-13.94 |
-0.1% |
21,633.97 |
High |
21,592.61 |
21,577.78 |
-14.83 |
-0.1% |
21,661.91 |
Low |
21,503.78 |
21,496.13 |
-7.65 |
0.0% |
21,471.14 |
Close |
21,580.07 |
21,513.17 |
-66.90 |
-0.3% |
21,580.07 |
Range |
88.83 |
81.65 |
-7.18 |
-8.1% |
190.77 |
ATR |
118.16 |
115.72 |
-2.44 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,773.98 |
21,725.22 |
21,558.08 |
|
R3 |
21,692.33 |
21,643.57 |
21,535.62 |
|
R2 |
21,610.68 |
21,610.68 |
21,528.14 |
|
R1 |
21,561.92 |
21,561.92 |
21,520.65 |
21,545.48 |
PP |
21,529.03 |
21,529.03 |
21,529.03 |
21,520.80 |
S1 |
21,480.27 |
21,480.27 |
21,505.69 |
21,463.83 |
S2 |
21,447.38 |
21,447.38 |
21,498.20 |
|
S3 |
21,365.73 |
21,398.62 |
21,490.72 |
|
S4 |
21,284.08 |
21,316.97 |
21,468.26 |
|
|
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% |
89.83 |
0.4% |
22% |
False |
False |
|
10 |
21,681.53 |
21,279.30 |
402.23 |
1.9% |
98.46 |
0.5% |
58% |
False |
False |
|
20 |
21,681.53 |
21,197.08 |
484.45 |
2.3% |
114.35 |
0.5% |
65% |
False |
False |
|
40 |
21,681.53 |
20,942.57 |
738.96 |
3.4% |
101.70 |
0.5% |
77% |
False |
False |
|
60 |
21,681.53 |
20,553.45 |
1,128.08 |
5.2% |
101.72 |
0.5% |
85% |
False |
False |
|
80 |
21,681.53 |
20,379.55 |
1,301.98 |
6.1% |
108.97 |
0.5% |
87% |
False |
False |
|
100 |
21,681.53 |
20,379.55 |
1,301.98 |
6.1% |
111.56 |
0.5% |
87% |
False |
False |
|
120 |
21,681.53 |
19,831.09 |
1,850.44 |
8.6% |
110.15 |
0.5% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,924.79 |
2.618 |
21,791.54 |
1.618 |
21,709.89 |
1.000 |
21,659.43 |
0.618 |
21,628.24 |
HIGH |
21,577.78 |
0.618 |
21,546.59 |
0.500 |
21,536.96 |
0.382 |
21,527.32 |
LOW |
21,496.13 |
0.618 |
21,445.67 |
1.000 |
21,414.48 |
1.618 |
21,364.02 |
2.618 |
21,282.37 |
4.250 |
21,149.12 |
|
|
Fisher Pivots for day following 24-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,536.96 |
21,579.02 |
PP |
21,529.03 |
21,557.07 |
S1 |
21,521.10 |
21,535.12 |
|