| Trading Metrics calculated at close of trading on 24-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2017 |
24-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
20,105 |
20,005 |
-100 |
-0.5% |
20,035 |
| High |
20,130 |
20,005 |
-125 |
-0.6% |
20,160 |
| Low |
19,970 |
19,875 |
-95 |
-0.5% |
19,915 |
| Close |
20,005 |
19,975 |
-30 |
-0.1% |
20,005 |
| Range |
160 |
130 |
-30 |
-18.8% |
245 |
| ATR |
172 |
169 |
-3 |
-1.8% |
0 |
| Volume |
8,626 |
7,035 |
-1,591 |
-18.4% |
34,865 |
|
| Daily Pivots for day following 24-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,342 |
20,288 |
20,047 |
|
| R3 |
20,212 |
20,158 |
20,011 |
|
| R2 |
20,082 |
20,082 |
19,999 |
|
| R1 |
20,028 |
20,028 |
19,987 |
19,990 |
| PP |
19,952 |
19,952 |
19,952 |
19,933 |
| S1 |
19,898 |
19,898 |
19,963 |
19,860 |
| S2 |
19,822 |
19,822 |
19,951 |
|
| S3 |
19,692 |
19,768 |
19,939 |
|
| S4 |
19,562 |
19,638 |
19,904 |
|
|
| 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 |
19,875 |
285 |
1.4% |
141 |
0.7% |
35% |
False |
True |
7,731 |
| 10 |
20,215 |
19,875 |
340 |
1.7% |
138 |
0.7% |
29% |
False |
True |
7,098 |
| 20 |
20,315 |
19,870 |
445 |
2.2% |
184 |
0.9% |
24% |
False |
False |
9,261 |
| 40 |
20,320 |
19,605 |
715 |
3.6% |
185 |
0.9% |
52% |
False |
False |
8,786 |
| 60 |
20,320 |
19,215 |
1,105 |
5.5% |
184 |
0.9% |
69% |
False |
False |
5,871 |
| 80 |
20,320 |
18,290 |
2,030 |
10.2% |
185 |
0.9% |
83% |
False |
False |
4,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,558 |
|
2.618 |
20,345 |
|
1.618 |
20,215 |
|
1.000 |
20,135 |
|
0.618 |
20,085 |
|
HIGH |
20,005 |
|
0.618 |
19,955 |
|
0.500 |
19,940 |
|
0.382 |
19,925 |
|
LOW |
19,875 |
|
0.618 |
19,795 |
|
1.000 |
19,745 |
|
1.618 |
19,665 |
|
2.618 |
19,535 |
|
4.250 |
19,323 |
|
|
| Fisher Pivots for day following 24-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,963 |
20,018 |
| PP |
19,952 |
20,003 |
| S1 |
19,940 |
19,989 |
|