Trading Metrics calculated at close of trading on 03-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2017 |
03-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1,268.5 |
1,265.9 |
-2.6 |
-0.2% |
1,255.5 |
High |
1,272.3 |
1,269.8 |
-2.5 |
-0.2% |
1,270.0 |
Low |
1,262.9 |
1,256.6 |
-6.3 |
-0.5% |
1,243.2 |
Close |
1,271.8 |
1,267.8 |
-4.0 |
-0.3% |
1,268.4 |
Range |
9.4 |
13.2 |
3.8 |
40.4% |
26.8 |
ATR |
12.0 |
12.2 |
0.2 |
1.9% |
0.0 |
Volume |
393 |
878 |
485 |
123.4% |
983,877 |
|
Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,304.3 |
1,299.3 |
1,275.1 |
|
R3 |
1,291.1 |
1,286.1 |
1,271.4 |
|
R2 |
1,277.9 |
1,277.9 |
1,270.2 |
|
R1 |
1,272.9 |
1,272.9 |
1,269.0 |
1,275.4 |
PP |
1,264.7 |
1,264.7 |
1,264.7 |
1,266.0 |
S1 |
1,259.7 |
1,259.7 |
1,266.6 |
1,262.2 |
S2 |
1,251.5 |
1,251.5 |
1,265.4 |
|
S3 |
1,238.3 |
1,246.5 |
1,264.2 |
|
S4 |
1,225.1 |
1,233.3 |
1,260.5 |
|
|
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 |
1,256.6 |
16.7 |
1.3% |
10.4 |
0.8% |
67% |
False |
True |
14,858 |
10 |
1,273.3 |
1,242.8 |
30.5 |
2.4% |
11.3 |
0.9% |
82% |
False |
False |
123,451 |
20 |
1,273.3 |
1,204.0 |
69.3 |
5.5% |
11.8 |
0.9% |
92% |
False |
False |
183,268 |
40 |
1,291.5 |
1,204.0 |
87.5 |
6.9% |
12.3 |
1.0% |
73% |
False |
False |
202,716 |
60 |
1,298.8 |
1,204.0 |
94.8 |
7.5% |
12.3 |
1.0% |
67% |
False |
False |
170,627 |
80 |
1,300.3 |
1,204.0 |
96.3 |
7.6% |
12.5 |
1.0% |
66% |
False |
False |
130,221 |
100 |
1,300.3 |
1,203.6 |
96.7 |
7.6% |
12.3 |
1.0% |
66% |
False |
False |
104,856 |
120 |
1,300.3 |
1,201.4 |
98.9 |
7.8% |
12.1 |
1.0% |
67% |
False |
False |
87,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,325.9 |
2.618 |
1,304.4 |
1.618 |
1,291.2 |
1.000 |
1,283.0 |
0.618 |
1,278.0 |
HIGH |
1,269.8 |
0.618 |
1,264.8 |
0.500 |
1,263.2 |
0.382 |
1,261.6 |
LOW |
1,256.6 |
0.618 |
1,248.4 |
1.000 |
1,243.4 |
1.618 |
1,235.2 |
2.618 |
1,222.0 |
4.250 |
1,200.5 |
|
|
Fisher Pivots for day following 03-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,266.3 |
1,266.9 |
PP |
1,264.7 |
1,265.9 |
S1 |
1,263.2 |
1,265.0 |
|