Trading Metrics calculated at close of trading on 31-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2017 |
31-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
1,258.4 |
1,268.9 |
10.5 |
0.8% |
1,255.5 |
High |
1,270.0 |
1,270.8 |
0.8 |
0.1% |
1,270.0 |
Low |
1,256.9 |
1,265.8 |
8.9 |
0.7% |
1,243.2 |
Close |
1,268.4 |
1,266.6 |
-1.8 |
-0.1% |
1,268.4 |
Range |
13.1 |
5.0 |
-8.1 |
-61.8% |
26.8 |
ATR |
12.7 |
12.2 |
-0.6 |
-4.3% |
0.0 |
Volume |
64,180 |
7,780 |
-56,400 |
-87.9% |
983,877 |
|
Daily Pivots for day following 31-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,282.7 |
1,279.7 |
1,269.4 |
|
R3 |
1,277.7 |
1,274.7 |
1,268.0 |
|
R2 |
1,272.7 |
1,272.7 |
1,267.5 |
|
R1 |
1,269.7 |
1,269.7 |
1,267.1 |
1,268.7 |
PP |
1,267.7 |
1,267.7 |
1,267.7 |
1,267.3 |
S1 |
1,264.7 |
1,264.7 |
1,266.1 |
1,263.7 |
S2 |
1,262.7 |
1,262.7 |
1,265.7 |
|
S3 |
1,257.7 |
1,259.7 |
1,265.2 |
|
S4 |
1,252.7 |
1,254.7 |
1,263.9 |
|
|
Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,340.9 |
1,331.5 |
1,283.1 |
|
R3 |
1,314.1 |
1,304.7 |
1,275.8 |
|
R2 |
1,287.3 |
1,287.3 |
1,273.3 |
|
R1 |
1,277.9 |
1,277.9 |
1,270.9 |
1,282.6 |
PP |
1,260.5 |
1,260.5 |
1,260.5 |
1,262.9 |
S1 |
1,251.1 |
1,251.1 |
1,265.9 |
1,255.8 |
S2 |
1,233.7 |
1,233.7 |
1,263.5 |
|
S3 |
1,206.9 |
1,224.3 |
1,261.0 |
|
S4 |
1,180.1 |
1,197.5 |
1,253.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,270.8 |
1,243.2 |
27.6 |
2.2% |
11.7 |
0.9% |
85% |
True |
False |
155,755 |
10 |
1,270.8 |
1,232.2 |
38.6 |
3.0% |
11.2 |
0.9% |
89% |
True |
False |
195,242 |
20 |
1,270.8 |
1,204.0 |
66.8 |
5.3% |
12.3 |
1.0% |
94% |
True |
False |
225,323 |
40 |
1,298.8 |
1,204.0 |
94.8 |
7.5% |
12.3 |
1.0% |
66% |
False |
False |
218,069 |
60 |
1,298.8 |
1,204.0 |
94.8 |
7.5% |
12.4 |
1.0% |
66% |
False |
False |
171,692 |
80 |
1,300.3 |
1,204.0 |
96.3 |
7.6% |
12.5 |
1.0% |
65% |
False |
False |
130,327 |
100 |
1,300.3 |
1,201.4 |
98.9 |
7.8% |
12.2 |
1.0% |
66% |
False |
False |
104,941 |
120 |
1,300.3 |
1,201.4 |
98.9 |
7.8% |
12.2 |
1.0% |
66% |
False |
False |
87,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,292.1 |
2.618 |
1,283.9 |
1.618 |
1,278.9 |
1.000 |
1,275.8 |
0.618 |
1,273.9 |
HIGH |
1,270.8 |
0.618 |
1,268.9 |
0.500 |
1,268.3 |
0.382 |
1,267.7 |
LOW |
1,265.8 |
0.618 |
1,262.7 |
1.000 |
1,260.8 |
1.618 |
1,257.7 |
2.618 |
1,252.7 |
4.250 |
1,244.6 |
|
|
Fisher Pivots for day following 31-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
1,268.3 |
1,265.2 |
PP |
1,267.7 |
1,263.8 |
S1 |
1,267.2 |
1,262.4 |
|