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 |
3,459.0 |
3,508.0 |
49.0 |
1.4% |
3,455.0 |
High |
3,514.0 |
3,516.0 |
2.0 |
0.1% |
3,514.0 |
Low |
3,453.0 |
3,494.0 |
41.0 |
1.2% |
3,433.0 |
Close |
3,505.0 |
3,501.0 |
-4.0 |
-0.1% |
3,505.0 |
Range |
61.0 |
22.0 |
-39.0 |
-63.9% |
81.0 |
ATR |
42.2 |
40.7 |
-1.4 |
-3.4% |
0.0 |
Volume |
882,689 |
474,913 |
-407,776 |
-46.2% |
4,115,225 |
|
Daily Pivots for day following 07-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,569.7 |
3,557.3 |
3,513.1 |
|
R3 |
3,547.7 |
3,535.3 |
3,507.1 |
|
R2 |
3,525.7 |
3,525.7 |
3,505.0 |
|
R1 |
3,513.3 |
3,513.3 |
3,503.0 |
3,508.5 |
PP |
3,503.7 |
3,503.7 |
3,503.7 |
3,501.3 |
S1 |
3,491.3 |
3,491.3 |
3,499.0 |
3,486.5 |
S2 |
3,481.7 |
3,481.7 |
3,497.0 |
|
S3 |
3,459.7 |
3,469.3 |
3,495.0 |
|
S4 |
3,437.7 |
3,447.3 |
3,488.9 |
|
|
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 |
3,516.0 |
3,433.0 |
83.0 |
2.4% |
39.4 |
1.1% |
82% |
True |
False |
751,274 |
10 |
3,516.0 |
3,433.0 |
83.0 |
2.4% |
37.6 |
1.1% |
82% |
True |
False |
775,320 |
20 |
3,534.0 |
3,425.0 |
109.0 |
3.1% |
39.4 |
1.1% |
70% |
False |
False |
796,104 |
40 |
3,592.0 |
3,425.0 |
167.0 |
4.8% |
40.8 |
1.2% |
46% |
False |
False |
872,023 |
60 |
3,616.0 |
3,425.0 |
191.0 |
5.5% |
37.5 |
1.1% |
40% |
False |
False |
601,224 |
80 |
3,634.0 |
3,319.0 |
315.0 |
9.0% |
36.2 |
1.0% |
58% |
False |
False |
451,036 |
100 |
3,634.0 |
3,313.0 |
321.0 |
9.2% |
35.2 |
1.0% |
59% |
False |
False |
361,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,609.5 |
2.618 |
3,573.6 |
1.618 |
3,551.6 |
1.000 |
3,538.0 |
0.618 |
3,529.6 |
HIGH |
3,516.0 |
0.618 |
3,507.6 |
0.500 |
3,505.0 |
0.382 |
3,502.4 |
LOW |
3,494.0 |
0.618 |
3,480.4 |
1.000 |
3,472.0 |
1.618 |
3,458.4 |
2.618 |
3,436.4 |
4.250 |
3,400.5 |
|
|
Fisher Pivots for day following 07-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
3,505.0 |
3,492.2 |
PP |
3,503.7 |
3,483.3 |
S1 |
3,502.3 |
3,474.5 |
|