Trading Metrics calculated at close of trading on 26-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2017 |
26-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,638.56 |
21,690.38 |
51.82 |
0.2% |
21,633.97 |
High |
21,670.62 |
21,742.70 |
72.08 |
0.3% |
21,661.91 |
Low |
21,577.37 |
21,683.29 |
105.92 |
0.5% |
21,471.14 |
Close |
21,613.43 |
21,711.01 |
97.58 |
0.5% |
21,580.07 |
Range |
93.25 |
59.41 |
-33.84 |
-36.3% |
190.77 |
ATR |
118.70 |
119.46 |
0.75 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,890.56 |
21,860.20 |
21,743.69 |
|
R3 |
21,831.15 |
21,800.79 |
21,727.35 |
|
R2 |
21,771.74 |
21,771.74 |
21,721.90 |
|
R1 |
21,741.38 |
21,741.38 |
21,716.46 |
21,756.56 |
PP |
21,712.33 |
21,712.33 |
21,712.33 |
21,719.93 |
S1 |
21,681.97 |
21,681.97 |
21,705.56 |
21,697.15 |
S2 |
21,652.92 |
21,652.92 |
21,700.12 |
|
S3 |
21,593.51 |
21,622.56 |
21,694.67 |
|
S4 |
21,534.10 |
21,563.15 |
21,678.33 |
|
|
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 |
21,742.70 |
21,496.13 |
246.57 |
1.1% |
81.62 |
0.4% |
87% |
True |
False |
|
10 |
21,742.70 |
21,471.14 |
271.56 |
1.3% |
86.21 |
0.4% |
88% |
True |
False |
|
20 |
21,742.70 |
21,197.08 |
545.62 |
2.5% |
109.24 |
0.5% |
94% |
True |
False |
|
40 |
21,742.70 |
20,942.57 |
800.13 |
3.7% |
103.11 |
0.5% |
96% |
True |
False |
|
60 |
21,742.70 |
20,553.45 |
1,189.25 |
5.5% |
101.94 |
0.5% |
97% |
True |
False |
|
80 |
21,742.70 |
20,379.55 |
1,363.15 |
6.3% |
108.72 |
0.5% |
98% |
True |
False |
|
100 |
21,742.70 |
20,379.55 |
1,363.15 |
6.3% |
110.90 |
0.5% |
98% |
True |
False |
|
120 |
21,742.70 |
19,964.21 |
1,778.49 |
8.2% |
109.65 |
0.5% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,995.19 |
2.618 |
21,898.24 |
1.618 |
21,838.83 |
1.000 |
21,802.11 |
0.618 |
21,779.42 |
HIGH |
21,742.70 |
0.618 |
21,720.01 |
0.500 |
21,713.00 |
0.382 |
21,705.98 |
LOW |
21,683.29 |
0.618 |
21,646.57 |
1.000 |
21,623.88 |
1.618 |
21,587.16 |
2.618 |
21,527.75 |
4.250 |
21,430.80 |
|
|
Fisher Pivots for day following 26-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,713.00 |
21,680.48 |
PP |
21,712.33 |
21,649.95 |
S1 |
21,711.67 |
21,619.42 |
|