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 |
1,269.0 |
1,258.7 |
-10.3 |
-0.8% |
1,268.9 |
High |
1,269.6 |
1,259.1 |
-10.5 |
-0.8% |
1,273.3 |
Low |
1,253.9 |
1,255.3 |
1.4 |
0.1% |
1,253.9 |
Close |
1,258.3 |
1,258.2 |
-0.1 |
0.0% |
1,258.3 |
Range |
15.7 |
3.8 |
-11.9 |
-75.8% |
19.4 |
ATR |
12.4 |
11.8 |
-0.6 |
-5.0% |
0.0 |
Volume |
521 |
260 |
-261 |
-50.1% |
10,633 |
|
Daily Pivots for day following 07-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,268.9 |
1,267.4 |
1,260.3 |
|
R3 |
1,265.1 |
1,263.6 |
1,259.2 |
|
R2 |
1,261.3 |
1,261.3 |
1,258.9 |
|
R1 |
1,259.8 |
1,259.8 |
1,258.5 |
1,258.7 |
PP |
1,257.5 |
1,257.5 |
1,257.5 |
1,257.0 |
S1 |
1,256.0 |
1,256.0 |
1,257.9 |
1,254.9 |
S2 |
1,253.7 |
1,253.7 |
1,257.5 |
|
S3 |
1,249.9 |
1,252.2 |
1,257.2 |
|
S4 |
1,246.1 |
1,248.4 |
1,256.1 |
|
|
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% |
10.7 |
0.8% |
22% |
False |
False |
622 |
10 |
1,273.3 |
1,243.2 |
30.1 |
2.4% |
11.2 |
0.9% |
50% |
False |
False |
78,188 |
20 |
1,273.3 |
1,207.4 |
65.9 |
5.2% |
11.1 |
0.9% |
77% |
False |
False |
155,285 |
40 |
1,284.2 |
1,204.0 |
80.2 |
6.4% |
11.9 |
0.9% |
68% |
False |
False |
190,820 |
60 |
1,298.8 |
1,204.0 |
94.8 |
7.5% |
12.3 |
1.0% |
57% |
False |
False |
169,434 |
80 |
1,300.3 |
1,204.0 |
96.3 |
7.7% |
12.2 |
1.0% |
56% |
False |
False |
130,170 |
100 |
1,300.3 |
1,204.0 |
96.3 |
7.7% |
12.1 |
1.0% |
56% |
False |
False |
104,809 |
120 |
1,300.3 |
1,201.4 |
98.9 |
7.9% |
12.1 |
1.0% |
57% |
False |
False |
87,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,275.3 |
2.618 |
1,269.0 |
1.618 |
1,265.2 |
1.000 |
1,262.9 |
0.618 |
1,261.4 |
HIGH |
1,259.1 |
0.618 |
1,257.6 |
0.500 |
1,257.2 |
0.382 |
1,256.8 |
LOW |
1,255.3 |
0.618 |
1,253.0 |
1.000 |
1,251.5 |
1.618 |
1,249.2 |
2.618 |
1,245.4 |
4.250 |
1,239.2 |
|
|
Fisher Pivots for day following 07-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,257.9 |
1,261.9 |
PP |
1,257.5 |
1,260.6 |
S1 |
1,257.2 |
1,259.4 |
|