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 |
3,466.0 |
3,455.0 |
-11.0 |
-0.3% |
3,450.0 |
High |
3,470.0 |
3,474.0 |
4.0 |
0.1% |
3,501.0 |
Low |
3,443.0 |
3,434.0 |
-9.0 |
-0.3% |
3,425.0 |
Close |
3,456.0 |
3,447.0 |
-9.0 |
-0.3% |
3,456.0 |
Range |
27.0 |
40.0 |
13.0 |
48.1% |
76.0 |
ATR |
41.5 |
41.4 |
-0.1 |
-0.3% |
0.0 |
Volume |
851,925 |
833,764 |
-18,161 |
-2.1% |
3,987,198 |
|
Daily Pivots for day following 31-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,571.7 |
3,549.3 |
3,469.0 |
|
R3 |
3,531.7 |
3,509.3 |
3,458.0 |
|
R2 |
3,491.7 |
3,491.7 |
3,454.3 |
|
R1 |
3,469.3 |
3,469.3 |
3,450.7 |
3,460.5 |
PP |
3,451.7 |
3,451.7 |
3,451.7 |
3,447.3 |
S1 |
3,429.3 |
3,429.3 |
3,443.3 |
3,420.5 |
S2 |
3,411.7 |
3,411.7 |
3,439.7 |
|
S3 |
3,371.7 |
3,389.3 |
3,436.0 |
|
S4 |
3,331.7 |
3,349.3 |
3,425.0 |
|
|
Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,688.7 |
3,648.3 |
3,497.8 |
|
R3 |
3,612.7 |
3,572.3 |
3,476.9 |
|
R2 |
3,536.7 |
3,536.7 |
3,469.9 |
|
R1 |
3,496.3 |
3,496.3 |
3,463.0 |
3,516.5 |
PP |
3,460.7 |
3,460.7 |
3,460.7 |
3,470.8 |
S1 |
3,420.3 |
3,420.3 |
3,449.0 |
3,440.5 |
S2 |
3,384.7 |
3,384.7 |
3,442.1 |
|
S3 |
3,308.7 |
3,344.3 |
3,435.1 |
|
S4 |
3,232.7 |
3,268.3 |
3,414.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,501.0 |
3,434.0 |
67.0 |
1.9% |
35.8 |
1.0% |
19% |
False |
True |
799,365 |
10 |
3,525.0 |
3,425.0 |
100.0 |
2.9% |
41.6 |
1.2% |
22% |
False |
False |
887,729 |
20 |
3,534.0 |
3,425.0 |
109.0 |
3.2% |
37.5 |
1.1% |
20% |
False |
False |
781,733 |
40 |
3,592.0 |
3,425.0 |
167.0 |
4.8% |
39.8 |
1.2% |
13% |
False |
False |
805,725 |
60 |
3,634.0 |
3,425.0 |
209.0 |
6.1% |
36.7 |
1.1% |
11% |
False |
False |
538,671 |
80 |
3,634.0 |
3,319.0 |
315.0 |
9.1% |
35.8 |
1.0% |
41% |
False |
False |
404,090 |
100 |
3,634.0 |
3,290.0 |
344.0 |
10.0% |
34.5 |
1.0% |
46% |
False |
False |
323,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,644.0 |
2.618 |
3,578.7 |
1.618 |
3,538.7 |
1.000 |
3,514.0 |
0.618 |
3,498.7 |
HIGH |
3,474.0 |
0.618 |
3,458.7 |
0.500 |
3,454.0 |
0.382 |
3,449.3 |
LOW |
3,434.0 |
0.618 |
3,409.3 |
1.000 |
3,394.0 |
1.618 |
3,369.3 |
2.618 |
3,329.3 |
4.250 |
3,264.0 |
|
|
Fisher Pivots for day following 31-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
3,454.0 |
3,467.5 |
PP |
3,451.7 |
3,460.7 |
S1 |
3,449.3 |
3,453.8 |
|