| Trading Metrics calculated at close of trading on 12-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2017 |
12-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
20,075 |
20,165 |
90 |
0.4% |
20,080 |
| High |
20,215 |
20,190 |
-25 |
-0.1% |
20,230 |
| Low |
20,075 |
20,060 |
-15 |
-0.1% |
19,870 |
| Close |
20,150 |
20,165 |
15 |
0.1% |
20,060 |
| Range |
140 |
130 |
-10 |
-7.1% |
360 |
| ATR |
199 |
194 |
-5 |
-2.5% |
0 |
| Volume |
7,601 |
9,100 |
1,499 |
19.7% |
50,851 |
|
| Daily Pivots for day following 12-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,528 |
20,477 |
20,237 |
|
| R3 |
20,398 |
20,347 |
20,201 |
|
| R2 |
20,268 |
20,268 |
20,189 |
|
| R1 |
20,217 |
20,217 |
20,177 |
20,230 |
| PP |
20,138 |
20,138 |
20,138 |
20,145 |
| S1 |
20,087 |
20,087 |
20,153 |
20,100 |
| S2 |
20,008 |
20,008 |
20,141 |
|
| S3 |
19,878 |
19,957 |
20,129 |
|
| S4 |
19,748 |
19,827 |
20,094 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,133 |
20,957 |
20,258 |
|
| R3 |
20,773 |
20,597 |
20,159 |
|
| R2 |
20,413 |
20,413 |
20,126 |
|
| R1 |
20,237 |
20,237 |
20,093 |
20,145 |
| PP |
20,053 |
20,053 |
20,053 |
20,008 |
| S1 |
19,877 |
19,877 |
20,027 |
19,785 |
| S2 |
19,693 |
19,693 |
19,994 |
|
| S3 |
19,333 |
19,517 |
19,961 |
|
| S4 |
18,973 |
19,157 |
19,862 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,215 |
19,870 |
345 |
1.7% |
172 |
0.9% |
86% |
False |
False |
10,271 |
| 10 |
20,315 |
19,870 |
445 |
2.2% |
213 |
1.1% |
66% |
False |
False |
11,451 |
| 20 |
20,320 |
19,750 |
570 |
2.8% |
196 |
1.0% |
73% |
False |
False |
10,034 |
| 40 |
20,320 |
19,330 |
990 |
4.9% |
197 |
1.0% |
84% |
False |
False |
7,438 |
| 60 |
20,320 |
18,355 |
1,965 |
9.7% |
187 |
0.9% |
92% |
False |
False |
4,968 |
| 80 |
20,320 |
18,290 |
2,030 |
10.1% |
189 |
0.9% |
92% |
False |
False |
3,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,743 |
|
2.618 |
20,530 |
|
1.618 |
20,400 |
|
1.000 |
20,320 |
|
0.618 |
20,270 |
|
HIGH |
20,190 |
|
0.618 |
20,140 |
|
0.500 |
20,125 |
|
0.382 |
20,110 |
|
LOW |
20,060 |
|
0.618 |
19,980 |
|
1.000 |
19,930 |
|
1.618 |
19,850 |
|
2.618 |
19,720 |
|
4.250 |
19,508 |
|
|
| Fisher Pivots for day following 12-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
20,152 |
20,150 |
| PP |
20,138 |
20,135 |
| S1 |
20,125 |
20,120 |
|