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 |
1,268.9 |
1,268.4 |
-0.5 |
0.0% |
1,255.5 |
High |
1,270.8 |
1,273.3 |
2.5 |
0.2% |
1,270.0 |
Low |
1,265.8 |
1,262.0 |
-3.8 |
-0.3% |
1,243.2 |
Close |
1,266.6 |
1,272.6 |
6.0 |
0.5% |
1,268.4 |
Range |
5.0 |
11.3 |
6.3 |
126.0% |
26.8 |
ATR |
12.2 |
12.1 |
-0.1 |
-0.5% |
0.0 |
Volume |
7,780 |
1,061 |
-6,719 |
-86.4% |
983,877 |
|
Daily Pivots for day following 01-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,303.2 |
1,299.2 |
1,278.8 |
|
R3 |
1,291.9 |
1,287.9 |
1,275.7 |
|
R2 |
1,280.6 |
1,280.6 |
1,274.7 |
|
R1 |
1,276.6 |
1,276.6 |
1,273.6 |
1,278.6 |
PP |
1,269.3 |
1,269.3 |
1,269.3 |
1,270.3 |
S1 |
1,265.3 |
1,265.3 |
1,271.6 |
1,267.3 |
S2 |
1,258.0 |
1,258.0 |
1,270.5 |
|
S3 |
1,246.7 |
1,254.0 |
1,269.5 |
|
S4 |
1,235.4 |
1,242.7 |
1,266.4 |
|
|
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 |
1,273.3 |
1,243.2 |
30.1 |
2.4% |
12.1 |
1.0% |
98% |
True |
False |
109,889 |
10 |
1,273.3 |
1,234.6 |
38.7 |
3.0% |
11.1 |
0.9% |
98% |
True |
False |
170,029 |
20 |
1,273.3 |
1,204.0 |
69.3 |
5.4% |
11.6 |
0.9% |
99% |
True |
False |
211,153 |
40 |
1,298.8 |
1,204.0 |
94.8 |
7.4% |
12.4 |
1.0% |
72% |
False |
False |
214,601 |
60 |
1,298.8 |
1,204.0 |
94.8 |
7.4% |
12.4 |
1.0% |
72% |
False |
False |
171,289 |
80 |
1,300.3 |
1,204.0 |
96.3 |
7.6% |
12.6 |
1.0% |
71% |
False |
False |
130,319 |
100 |
1,300.3 |
1,201.4 |
98.9 |
7.8% |
12.2 |
1.0% |
72% |
False |
False |
104,910 |
120 |
1,300.3 |
1,201.4 |
98.9 |
7.8% |
12.2 |
1.0% |
72% |
False |
False |
87,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,321.3 |
2.618 |
1,302.9 |
1.618 |
1,291.6 |
1.000 |
1,284.6 |
0.618 |
1,280.3 |
HIGH |
1,273.3 |
0.618 |
1,269.0 |
0.500 |
1,267.7 |
0.382 |
1,266.3 |
LOW |
1,262.0 |
0.618 |
1,255.0 |
1.000 |
1,250.7 |
1.618 |
1,243.7 |
2.618 |
1,232.4 |
4.250 |
1,214.0 |
|
|
Fisher Pivots for day following 01-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,271.0 |
1,270.1 |
PP |
1,269.3 |
1,267.6 |
S1 |
1,267.7 |
1,265.1 |
|