Trading Metrics calculated at close of trading on 25-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2017 |
25-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,577.78 |
21,638.56 |
60.78 |
0.3% |
21,633.97 |
High |
21,577.78 |
21,670.62 |
92.84 |
0.4% |
21,661.91 |
Low |
21,496.13 |
21,577.37 |
81.24 |
0.4% |
21,471.14 |
Close |
21,513.17 |
21,613.43 |
100.26 |
0.5% |
21,580.07 |
Range |
81.65 |
93.25 |
11.60 |
14.2% |
190.77 |
ATR |
115.72 |
118.70 |
2.98 |
2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,900.22 |
21,850.08 |
21,664.72 |
|
R3 |
21,806.97 |
21,756.83 |
21,639.07 |
|
R2 |
21,713.72 |
21,713.72 |
21,630.53 |
|
R1 |
21,663.58 |
21,663.58 |
21,621.98 |
21,642.03 |
PP |
21,620.47 |
21,620.47 |
21,620.47 |
21,609.70 |
S1 |
21,570.33 |
21,570.33 |
21,604.88 |
21,548.78 |
S2 |
21,527.22 |
21,527.22 |
21,596.33 |
|
S3 |
21,433.97 |
21,477.08 |
21,587.79 |
|
S4 |
21,340.72 |
21,383.83 |
21,562.14 |
|
|
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 |
21,670.62 |
21,496.13 |
174.49 |
0.8% |
84.72 |
0.4% |
67% |
True |
False |
|
10 |
21,681.53 |
21,467.93 |
213.60 |
1.0% |
91.56 |
0.4% |
68% |
False |
False |
|
20 |
21,681.53 |
21,197.08 |
484.45 |
2.2% |
112.77 |
0.5% |
86% |
False |
False |
|
40 |
21,681.53 |
20,942.57 |
738.96 |
3.4% |
102.97 |
0.5% |
91% |
False |
False |
|
60 |
21,681.53 |
20,553.45 |
1,128.08 |
5.2% |
102.26 |
0.5% |
94% |
False |
False |
|
80 |
21,681.53 |
20,379.55 |
1,301.98 |
6.0% |
108.75 |
0.5% |
95% |
False |
False |
|
100 |
21,681.53 |
20,379.55 |
1,301.98 |
6.0% |
111.17 |
0.5% |
95% |
False |
False |
|
120 |
21,681.53 |
19,831.09 |
1,850.44 |
8.6% |
109.92 |
0.5% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,066.93 |
2.618 |
21,914.75 |
1.618 |
21,821.50 |
1.000 |
21,763.87 |
0.618 |
21,728.25 |
HIGH |
21,670.62 |
0.618 |
21,635.00 |
0.500 |
21,624.00 |
0.382 |
21,612.99 |
LOW |
21,577.37 |
0.618 |
21,519.74 |
1.000 |
21,484.12 |
1.618 |
21,426.49 |
2.618 |
21,333.24 |
4.250 |
21,181.06 |
|
|
Fisher Pivots for day following 25-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,624.00 |
21,603.41 |
PP |
21,620.47 |
21,593.39 |
S1 |
21,616.95 |
21,583.38 |
|