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 |
3,455.0 |
3,459.0 |
4.0 |
0.1% |
3,455.0 |
High |
3,468.0 |
3,514.0 |
46.0 |
1.3% |
3,514.0 |
Low |
3,433.0 |
3,453.0 |
20.0 |
0.6% |
3,433.0 |
Close |
3,463.0 |
3,505.0 |
42.0 |
1.2% |
3,505.0 |
Range |
35.0 |
61.0 |
26.0 |
74.3% |
81.0 |
ATR |
40.7 |
42.2 |
1.4 |
3.6% |
0.0 |
Volume |
764,959 |
882,689 |
117,730 |
15.4% |
4,115,225 |
|
Daily Pivots for day following 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,673.7 |
3,650.3 |
3,538.6 |
|
R3 |
3,612.7 |
3,589.3 |
3,521.8 |
|
R2 |
3,551.7 |
3,551.7 |
3,516.2 |
|
R1 |
3,528.3 |
3,528.3 |
3,510.6 |
3,540.0 |
PP |
3,490.7 |
3,490.7 |
3,490.7 |
3,496.5 |
S1 |
3,467.3 |
3,467.3 |
3,499.4 |
3,479.0 |
S2 |
3,429.7 |
3,429.7 |
3,493.8 |
|
S3 |
3,368.7 |
3,406.3 |
3,488.2 |
|
S4 |
3,307.7 |
3,345.3 |
3,471.5 |
|
|
Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,727.0 |
3,697.0 |
3,549.6 |
|
R3 |
3,646.0 |
3,616.0 |
3,527.3 |
|
R2 |
3,565.0 |
3,565.0 |
3,519.9 |
|
R1 |
3,535.0 |
3,535.0 |
3,512.4 |
3,550.0 |
PP |
3,484.0 |
3,484.0 |
3,484.0 |
3,491.5 |
S1 |
3,454.0 |
3,454.0 |
3,497.6 |
3,469.0 |
S2 |
3,403.0 |
3,403.0 |
3,490.2 |
|
S3 |
3,322.0 |
3,373.0 |
3,482.7 |
|
S4 |
3,241.0 |
3,292.0 |
3,460.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,514.0 |
3,433.0 |
81.0 |
2.3% |
43.0 |
1.2% |
89% |
True |
False |
823,045 |
10 |
3,514.0 |
3,425.0 |
89.0 |
2.5% |
38.8 |
1.1% |
90% |
True |
False |
810,242 |
20 |
3,534.0 |
3,425.0 |
109.0 |
3.1% |
39.3 |
1.1% |
73% |
False |
False |
796,664 |
40 |
3,592.0 |
3,425.0 |
167.0 |
4.8% |
41.2 |
1.2% |
48% |
False |
False |
873,781 |
60 |
3,616.0 |
3,425.0 |
191.0 |
5.4% |
37.5 |
1.1% |
42% |
False |
False |
593,312 |
80 |
3,634.0 |
3,319.0 |
315.0 |
9.0% |
36.3 |
1.0% |
59% |
False |
False |
445,101 |
100 |
3,634.0 |
3,303.0 |
331.0 |
9.4% |
35.3 |
1.0% |
61% |
False |
False |
356,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,773.3 |
2.618 |
3,673.7 |
1.618 |
3,612.7 |
1.000 |
3,575.0 |
0.618 |
3,551.7 |
HIGH |
3,514.0 |
0.618 |
3,490.7 |
0.500 |
3,483.5 |
0.382 |
3,476.3 |
LOW |
3,453.0 |
0.618 |
3,415.3 |
1.000 |
3,392.0 |
1.618 |
3,354.3 |
2.618 |
3,293.3 |
4.250 |
3,193.8 |
|
|
Fisher Pivots for day following 04-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
3,497.8 |
3,494.5 |
PP |
3,490.7 |
3,484.0 |
S1 |
3,483.5 |
3,473.5 |
|