Trading Metrics calculated at close of trading on 28-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2017 |
28-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
21,717.42 |
21,787.51 |
70.09 |
0.3% |
21,577.78 |
High |
21,798.47 |
21,841.18 |
42.71 |
0.2% |
21,841.18 |
Low |
21,687.85 |
21,756.12 |
68.27 |
0.3% |
21,496.13 |
Close |
21,796.55 |
21,830.31 |
33.76 |
0.2% |
21,830.31 |
Range |
110.62 |
85.06 |
-25.56 |
-23.1% |
345.05 |
ATR |
118.82 |
116.41 |
-2.41 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,064.38 |
22,032.41 |
21,877.09 |
|
R3 |
21,979.32 |
21,947.35 |
21,853.70 |
|
R2 |
21,894.26 |
21,894.26 |
21,845.90 |
|
R1 |
21,862.29 |
21,862.29 |
21,838.11 |
21,878.28 |
PP |
21,809.20 |
21,809.20 |
21,809.20 |
21,817.20 |
S1 |
21,777.23 |
21,777.23 |
21,822.51 |
21,793.22 |
S2 |
21,724.14 |
21,724.14 |
21,814.72 |
|
S3 |
21,639.08 |
21,692.17 |
21,806.92 |
|
S4 |
21,554.02 |
21,607.11 |
21,783.53 |
|
|
Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,757.69 |
22,639.05 |
22,020.09 |
|
R3 |
22,412.64 |
22,294.00 |
21,925.20 |
|
R2 |
22,067.59 |
22,067.59 |
21,893.57 |
|
R1 |
21,948.95 |
21,948.95 |
21,861.94 |
22,008.27 |
PP |
21,722.54 |
21,722.54 |
21,722.54 |
21,752.20 |
S1 |
21,603.90 |
21,603.90 |
21,798.68 |
21,663.22 |
S2 |
21,377.49 |
21,377.49 |
21,767.05 |
|
S3 |
21,032.44 |
21,258.85 |
21,735.42 |
|
S4 |
20,687.39 |
20,913.80 |
21,640.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,841.18 |
21,496.13 |
345.05 |
1.6% |
86.00 |
0.4% |
97% |
True |
False |
|
10 |
21,841.18 |
21,471.14 |
370.04 |
1.7% |
84.16 |
0.4% |
97% |
True |
False |
|
20 |
21,841.18 |
21,279.30 |
561.88 |
2.6% |
99.19 |
0.5% |
98% |
True |
False |
|
40 |
21,841.18 |
21,113.31 |
727.87 |
3.3% |
101.52 |
0.5% |
99% |
True |
False |
|
60 |
21,841.18 |
20,553.45 |
1,287.73 |
5.9% |
102.61 |
0.5% |
99% |
True |
False |
|
80 |
21,841.18 |
20,379.55 |
1,461.63 |
6.7% |
107.79 |
0.5% |
99% |
True |
False |
|
100 |
21,841.18 |
20,379.55 |
1,461.63 |
6.7% |
111.42 |
0.5% |
99% |
True |
False |
|
120 |
21,841.18 |
20,015.33 |
1,825.85 |
8.4% |
109.53 |
0.5% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,202.69 |
2.618 |
22,063.87 |
1.618 |
21,978.81 |
1.000 |
21,926.24 |
0.618 |
21,893.75 |
HIGH |
21,841.18 |
0.618 |
21,808.69 |
0.500 |
21,798.65 |
0.382 |
21,788.61 |
LOW |
21,756.12 |
0.618 |
21,703.55 |
1.000 |
21,671.06 |
1.618 |
21,618.49 |
2.618 |
21,533.43 |
4.250 |
21,394.62 |
|
|
Fisher Pivots for day following 28-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,819.76 |
21,807.62 |
PP |
21,809.20 |
21,784.93 |
S1 |
21,798.65 |
21,762.24 |
|