Trading Metrics calculated at close of trading on 27-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2017 |
27-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,690.38 |
21,717.42 |
27.04 |
0.1% |
21,633.97 |
High |
21,742.70 |
21,798.47 |
55.77 |
0.3% |
21,661.91 |
Low |
21,683.29 |
21,687.85 |
4.56 |
0.0% |
21,471.14 |
Close |
21,711.01 |
21,796.55 |
85.54 |
0.4% |
21,580.07 |
Range |
59.41 |
110.62 |
51.21 |
86.2% |
190.77 |
ATR |
119.46 |
118.82 |
-0.63 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,092.82 |
22,055.30 |
21,857.39 |
|
R3 |
21,982.20 |
21,944.68 |
21,826.97 |
|
R2 |
21,871.58 |
21,871.58 |
21,816.83 |
|
R1 |
21,834.06 |
21,834.06 |
21,806.69 |
21,852.82 |
PP |
21,760.96 |
21,760.96 |
21,760.96 |
21,770.34 |
S1 |
21,723.44 |
21,723.44 |
21,786.41 |
21,742.20 |
S2 |
21,650.34 |
21,650.34 |
21,776.27 |
|
S3 |
21,539.72 |
21,612.82 |
21,766.13 |
|
S4 |
21,429.10 |
21,502.20 |
21,735.71 |
|
|
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 |
21,798.47 |
21,496.13 |
302.34 |
1.4% |
86.75 |
0.4% |
99% |
True |
False |
|
10 |
21,798.47 |
21,471.14 |
327.33 |
1.5% |
91.64 |
0.4% |
99% |
True |
False |
|
20 |
21,798.47 |
21,197.08 |
601.39 |
2.8% |
109.45 |
0.5% |
100% |
True |
False |
|
40 |
21,798.47 |
20,994.22 |
804.25 |
3.7% |
103.15 |
0.5% |
100% |
True |
False |
|
60 |
21,798.47 |
20,553.45 |
1,245.02 |
5.7% |
102.84 |
0.5% |
100% |
True |
False |
|
80 |
21,798.47 |
20,379.55 |
1,418.92 |
6.5% |
107.92 |
0.5% |
100% |
True |
False |
|
100 |
21,798.47 |
20,379.55 |
1,418.92 |
6.5% |
111.26 |
0.5% |
100% |
True |
False |
|
120 |
21,798.47 |
20,002.81 |
1,795.66 |
8.2% |
109.59 |
0.5% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,268.61 |
2.618 |
22,088.07 |
1.618 |
21,977.45 |
1.000 |
21,909.09 |
0.618 |
21,866.83 |
HIGH |
21,798.47 |
0.618 |
21,756.21 |
0.500 |
21,743.16 |
0.382 |
21,730.11 |
LOW |
21,687.85 |
0.618 |
21,619.49 |
1.000 |
21,577.23 |
1.618 |
21,508.87 |
2.618 |
21,398.25 |
4.250 |
21,217.72 |
|
|
Fisher Pivots for day following 27-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,778.75 |
21,760.34 |
PP |
21,760.96 |
21,724.13 |
S1 |
21,743.16 |
21,687.92 |
|