Trading Metrics calculated at close of trading on 02-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2017 |
02-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
3,452.0 |
3,477.0 |
25.0 |
0.7% |
3,450.0 |
High |
3,486.0 |
3,479.0 |
-7.0 |
-0.2% |
3,501.0 |
Low |
3,441.0 |
3,445.0 |
4.0 |
0.1% |
3,425.0 |
Close |
3,473.0 |
3,453.0 |
-20.0 |
-0.6% |
3,456.0 |
Range |
45.0 |
34.0 |
-11.0 |
-24.4% |
76.0 |
ATR |
41.7 |
41.1 |
-0.5 |
-1.3% |
0.0 |
Volume |
892,030 |
741,783 |
-150,247 |
-16.8% |
3,987,198 |
|
Daily Pivots for day following 02-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,561.0 |
3,541.0 |
3,471.7 |
|
R3 |
3,527.0 |
3,507.0 |
3,462.4 |
|
R2 |
3,493.0 |
3,493.0 |
3,459.2 |
|
R1 |
3,473.0 |
3,473.0 |
3,456.1 |
3,466.0 |
PP |
3,459.0 |
3,459.0 |
3,459.0 |
3,455.5 |
S1 |
3,439.0 |
3,439.0 |
3,449.9 |
3,432.0 |
S2 |
3,425.0 |
3,425.0 |
3,446.8 |
|
S3 |
3,391.0 |
3,405.0 |
3,443.7 |
|
S4 |
3,357.0 |
3,371.0 |
3,434.3 |
|
|
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% |
37.0 |
1.1% |
28% |
False |
False |
822,833 |
10 |
3,525.0 |
3,425.0 |
100.0 |
2.9% |
41.1 |
1.2% |
28% |
False |
False |
882,405 |
20 |
3,534.0 |
3,425.0 |
109.0 |
3.2% |
38.4 |
1.1% |
26% |
False |
False |
794,622 |
40 |
3,592.0 |
3,425.0 |
167.0 |
4.8% |
40.4 |
1.2% |
17% |
False |
False |
844,453 |
60 |
3,616.0 |
3,425.0 |
191.0 |
5.5% |
36.8 |
1.1% |
15% |
False |
False |
565,894 |
80 |
3,634.0 |
3,319.0 |
315.0 |
9.1% |
35.8 |
1.0% |
43% |
False |
False |
424,507 |
100 |
3,634.0 |
3,303.0 |
331.0 |
9.6% |
34.8 |
1.0% |
45% |
False |
False |
340,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,623.5 |
2.618 |
3,568.0 |
1.618 |
3,534.0 |
1.000 |
3,513.0 |
0.618 |
3,500.0 |
HIGH |
3,479.0 |
0.618 |
3,466.0 |
0.500 |
3,462.0 |
0.382 |
3,458.0 |
LOW |
3,445.0 |
0.618 |
3,424.0 |
1.000 |
3,411.0 |
1.618 |
3,390.0 |
2.618 |
3,356.0 |
4.250 |
3,300.5 |
|
|
Fisher Pivots for day following 02-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
3,462.0 |
3,460.0 |
PP |
3,459.0 |
3,457.7 |
S1 |
3,456.0 |
3,455.3 |
|