Trading Metrics calculated at close of trading on 01-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2017 |
01-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
21,863.39 |
21,961.42 |
98.03 |
0.4% |
21,577.78 |
High |
21,929.80 |
21,990.96 |
61.16 |
0.3% |
21,841.18 |
Low |
21,861.71 |
21,940.81 |
79.10 |
0.4% |
21,496.13 |
Close |
21,891.12 |
21,963.92 |
72.80 |
0.3% |
21,830.31 |
Range |
68.09 |
50.15 |
-17.94 |
-26.3% |
345.05 |
ATR |
115.20 |
114.11 |
-1.10 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,115.68 |
22,089.95 |
21,991.50 |
|
R3 |
22,065.53 |
22,039.80 |
21,977.71 |
|
R2 |
22,015.38 |
22,015.38 |
21,973.11 |
|
R1 |
21,989.65 |
21,989.65 |
21,968.52 |
22,002.52 |
PP |
21,965.23 |
21,965.23 |
21,965.23 |
21,971.66 |
S1 |
21,939.50 |
21,939.50 |
21,959.32 |
21,952.37 |
S2 |
21,915.08 |
21,915.08 |
21,954.73 |
|
S3 |
21,864.93 |
21,889.35 |
21,950.13 |
|
S4 |
21,814.78 |
21,839.20 |
21,936.34 |
|
|
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 |
21,990.96 |
21,683.29 |
307.67 |
1.4% |
74.67 |
0.3% |
91% |
True |
False |
|
10 |
21,990.96 |
21,496.13 |
494.83 |
2.3% |
79.69 |
0.4% |
95% |
True |
False |
|
20 |
21,990.96 |
21,279.30 |
711.66 |
3.2% |
91.50 |
0.4% |
96% |
True |
False |
|
40 |
21,990.96 |
21,113.31 |
877.65 |
4.0% |
100.70 |
0.5% |
97% |
True |
False |
|
60 |
21,990.96 |
20,553.45 |
1,437.51 |
6.5% |
100.51 |
0.5% |
98% |
True |
False |
|
80 |
21,990.96 |
20,379.55 |
1,611.41 |
7.3% |
104.49 |
0.5% |
98% |
True |
False |
|
100 |
21,990.96 |
20,379.55 |
1,611.41 |
7.3% |
110.21 |
0.5% |
98% |
True |
False |
|
120 |
21,990.96 |
20,061.73 |
1,929.23 |
8.8% |
109.35 |
0.5% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,204.10 |
2.618 |
22,122.25 |
1.618 |
22,072.10 |
1.000 |
22,041.11 |
0.618 |
22,021.95 |
HIGH |
21,990.96 |
0.618 |
21,971.80 |
0.500 |
21,965.89 |
0.382 |
21,959.97 |
LOW |
21,940.81 |
0.618 |
21,909.82 |
1.000 |
21,890.66 |
1.618 |
21,859.67 |
2.618 |
21,809.52 |
4.250 |
21,727.67 |
|
|
Fisher Pivots for day following 01-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
21,965.89 |
21,933.79 |
PP |
21,965.23 |
21,903.67 |
S1 |
21,964.58 |
21,873.54 |
|