Trading Metrics calculated at close of trading on 04-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2017 |
04-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
1,265.9 |
1,269.0 |
3.1 |
0.2% |
1,268.9 |
High |
1,269.8 |
1,269.6 |
-0.2 |
0.0% |
1,273.3 |
Low |
1,256.6 |
1,253.9 |
-2.7 |
-0.2% |
1,253.9 |
Close |
1,267.8 |
1,258.3 |
-9.5 |
-0.7% |
1,258.3 |
Range |
13.2 |
15.7 |
2.5 |
18.9% |
19.4 |
ATR |
12.2 |
12.4 |
0.3 |
2.1% |
0.0 |
Volume |
878 |
521 |
-357 |
-40.7% |
10,633 |
|
Daily Pivots for day following 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,307.7 |
1,298.7 |
1,266.9 |
|
R3 |
1,292.0 |
1,283.0 |
1,262.6 |
|
R2 |
1,276.3 |
1,276.3 |
1,261.2 |
|
R1 |
1,267.3 |
1,267.3 |
1,259.7 |
1,264.0 |
PP |
1,260.6 |
1,260.6 |
1,260.6 |
1,258.9 |
S1 |
1,251.6 |
1,251.6 |
1,256.9 |
1,248.3 |
S2 |
1,244.9 |
1,244.9 |
1,255.4 |
|
S3 |
1,229.2 |
1,235.9 |
1,254.0 |
|
S4 |
1,213.5 |
1,220.2 |
1,249.7 |
|
|
Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,320.0 |
1,308.6 |
1,269.0 |
|
R3 |
1,300.6 |
1,289.2 |
1,263.6 |
|
R2 |
1,281.2 |
1,281.2 |
1,261.9 |
|
R1 |
1,269.8 |
1,269.8 |
1,260.1 |
1,265.8 |
PP |
1,261.8 |
1,261.8 |
1,261.8 |
1,259.9 |
S1 |
1,250.4 |
1,250.4 |
1,256.5 |
1,246.4 |
S2 |
1,242.4 |
1,242.4 |
1,254.7 |
|
S3 |
1,223.0 |
1,231.0 |
1,253.0 |
|
S4 |
1,203.6 |
1,211.6 |
1,247.6 |
|
|
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 |
1,253.9 |
19.4 |
1.5% |
10.9 |
0.9% |
23% |
False |
True |
2,126 |
10 |
1,273.3 |
1,243.2 |
30.1 |
2.4% |
11.5 |
0.9% |
50% |
False |
False |
99,451 |
20 |
1,273.3 |
1,204.0 |
69.3 |
5.5% |
11.5 |
0.9% |
78% |
False |
False |
167,185 |
40 |
1,284.6 |
1,204.0 |
80.6 |
6.4% |
12.2 |
1.0% |
67% |
False |
False |
196,293 |
60 |
1,298.8 |
1,204.0 |
94.8 |
7.5% |
12.4 |
1.0% |
57% |
False |
False |
170,349 |
80 |
1,300.3 |
1,204.0 |
96.3 |
7.7% |
12.4 |
1.0% |
56% |
False |
False |
130,191 |
100 |
1,300.3 |
1,203.6 |
96.7 |
7.7% |
12.3 |
1.0% |
57% |
False |
False |
104,826 |
120 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
12.2 |
1.0% |
58% |
False |
False |
87,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,336.3 |
2.618 |
1,310.7 |
1.618 |
1,295.0 |
1.000 |
1,285.3 |
0.618 |
1,279.3 |
HIGH |
1,269.6 |
0.618 |
1,263.6 |
0.500 |
1,261.8 |
0.382 |
1,259.9 |
LOW |
1,253.9 |
0.618 |
1,244.2 |
1.000 |
1,238.2 |
1.618 |
1,228.5 |
2.618 |
1,212.8 |
4.250 |
1,187.2 |
|
|
Fisher Pivots for day following 04-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,261.8 |
1,263.1 |
PP |
1,260.6 |
1,261.5 |
S1 |
1,259.5 |
1,259.9 |
|