| Trading Metrics calculated at close of trading on 21-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2017 |
21-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
20,050 |
20,105 |
55 |
0.3% |
20,035 |
| High |
20,160 |
20,130 |
-30 |
-0.1% |
20,160 |
| Low |
20,035 |
19,970 |
-65 |
-0.3% |
19,915 |
| Close |
20,110 |
20,005 |
-105 |
-0.5% |
20,005 |
| Range |
125 |
160 |
35 |
28.0% |
245 |
| ATR |
173 |
172 |
-1 |
-0.5% |
0 |
| Volume |
8,288 |
8,626 |
338 |
4.1% |
34,865 |
|
| Daily Pivots for day following 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,515 |
20,420 |
20,093 |
|
| R3 |
20,355 |
20,260 |
20,049 |
|
| R2 |
20,195 |
20,195 |
20,034 |
|
| R1 |
20,100 |
20,100 |
20,020 |
20,068 |
| PP |
20,035 |
20,035 |
20,035 |
20,019 |
| S1 |
19,940 |
19,940 |
19,990 |
19,908 |
| S2 |
19,875 |
19,875 |
19,976 |
|
| S3 |
19,715 |
19,780 |
19,961 |
|
| S4 |
19,555 |
19,620 |
19,917 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,762 |
20,628 |
20,140 |
|
| R3 |
20,517 |
20,383 |
20,073 |
|
| R2 |
20,272 |
20,272 |
20,050 |
|
| R1 |
20,138 |
20,138 |
20,028 |
20,083 |
| PP |
20,027 |
20,027 |
20,027 |
19,999 |
| S1 |
19,893 |
19,893 |
19,983 |
19,838 |
| S2 |
19,782 |
19,782 |
19,960 |
|
| S3 |
19,537 |
19,648 |
19,938 |
|
| S4 |
19,292 |
19,403 |
19,870 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,160 |
19,915 |
245 |
1.2% |
144 |
0.7% |
37% |
False |
False |
6,973 |
| 10 |
20,215 |
19,915 |
300 |
1.5% |
138 |
0.7% |
30% |
False |
False |
7,399 |
| 20 |
20,315 |
19,870 |
445 |
2.2% |
182 |
0.9% |
30% |
False |
False |
9,145 |
| 40 |
20,320 |
19,605 |
715 |
3.6% |
185 |
0.9% |
56% |
False |
False |
8,612 |
| 60 |
20,320 |
19,215 |
1,105 |
5.5% |
183 |
0.9% |
71% |
False |
False |
5,754 |
| 80 |
20,320 |
18,290 |
2,030 |
10.1% |
185 |
0.9% |
84% |
False |
False |
4,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,810 |
|
2.618 |
20,549 |
|
1.618 |
20,389 |
|
1.000 |
20,290 |
|
0.618 |
20,229 |
|
HIGH |
20,130 |
|
0.618 |
20,069 |
|
0.500 |
20,050 |
|
0.382 |
20,031 |
|
LOW |
19,970 |
|
0.618 |
19,871 |
|
1.000 |
19,810 |
|
1.618 |
19,711 |
|
2.618 |
19,551 |
|
4.250 |
19,290 |
|
|
| Fisher Pivots for day following 21-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
20,050 |
20,060 |
| PP |
20,035 |
20,042 |
| S1 |
20,020 |
20,023 |
|