| Trading Metrics calculated at close of trading on 07-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2017 |
07-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
22,058.39 |
22,100.20 |
41.81 |
0.2% |
21,863.39 |
| High |
22,092.81 |
22,121.15 |
28.34 |
0.1% |
22,092.81 |
| Low |
22,024.64 |
22,081.97 |
57.33 |
0.3% |
21,861.71 |
| Close |
22,092.81 |
22,118.42 |
25.61 |
0.1% |
22,092.81 |
| Range |
68.17 |
39.18 |
-28.99 |
-42.5% |
231.10 |
| ATR |
104.23 |
99.58 |
-4.65 |
-4.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,224.72 |
22,210.75 |
22,139.97 |
|
| R3 |
22,185.54 |
22,171.57 |
22,129.19 |
|
| R2 |
22,146.36 |
22,146.36 |
22,125.60 |
|
| R1 |
22,132.39 |
22,132.39 |
22,122.01 |
22,139.38 |
| PP |
22,107.18 |
22,107.18 |
22,107.18 |
22,110.67 |
| S1 |
22,093.21 |
22,093.21 |
22,114.83 |
22,100.20 |
| S2 |
22,068.00 |
22,068.00 |
22,111.24 |
|
| S3 |
22,028.82 |
22,054.03 |
22,107.65 |
|
| S4 |
21,989.64 |
22,014.85 |
22,096.87 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,709.08 |
22,632.04 |
22,219.92 |
|
| R3 |
22,477.98 |
22,400.94 |
22,156.36 |
|
| R2 |
22,246.88 |
22,246.88 |
22,135.18 |
|
| R1 |
22,169.84 |
22,169.84 |
22,113.99 |
22,208.36 |
| PP |
22,015.78 |
22,015.78 |
22,015.78 |
22,035.04 |
| S1 |
21,938.74 |
21,938.74 |
22,071.63 |
21,977.26 |
| S2 |
21,784.68 |
21,784.68 |
22,050.44 |
|
| S3 |
21,553.58 |
21,707.64 |
22,029.26 |
|
| S4 |
21,322.48 |
21,476.54 |
21,965.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,121.15 |
21,940.81 |
180.34 |
0.8% |
55.93 |
0.3% |
98% |
True |
False |
|
| 10 |
22,121.15 |
21,577.37 |
543.78 |
2.5% |
69.61 |
0.3% |
99% |
True |
False |
|
| 20 |
22,121.15 |
21,279.30 |
841.85 |
3.8% |
84.04 |
0.4% |
100% |
True |
False |
|
| 40 |
22,121.15 |
21,186.15 |
935.00 |
4.2% |
96.14 |
0.4% |
100% |
True |
False |
|
| 60 |
22,121.15 |
20,553.45 |
1,567.70 |
7.1% |
97.96 |
0.4% |
100% |
True |
False |
|
| 80 |
22,121.15 |
20,379.55 |
1,741.60 |
7.9% |
101.21 |
0.5% |
100% |
True |
False |
|
| 100 |
22,121.15 |
20,379.55 |
1,741.60 |
7.9% |
108.52 |
0.5% |
100% |
True |
False |
|
| 120 |
22,121.15 |
20,379.55 |
1,741.60 |
7.9% |
107.21 |
0.5% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,287.67 |
|
2.618 |
22,223.72 |
|
1.618 |
22,184.54 |
|
1.000 |
22,160.33 |
|
0.618 |
22,145.36 |
|
HIGH |
22,121.15 |
|
0.618 |
22,106.18 |
|
0.500 |
22,101.56 |
|
0.382 |
22,096.94 |
|
LOW |
22,081.97 |
|
0.618 |
22,057.76 |
|
1.000 |
22,042.79 |
|
1.618 |
22,018.58 |
|
2.618 |
21,979.40 |
|
4.250 |
21,915.46 |
|
|
| Fisher Pivots for day following 07-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
22,112.80 |
22,097.69 |
| PP |
22,107.18 |
22,076.96 |
| S1 |
22,101.56 |
22,056.24 |
|