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 |
20,060 |
19,965 |
-95 |
-0.5% |
20,005 |
High |
20,080 |
20,020 |
-60 |
-0.3% |
20,180 |
Low |
19,925 |
19,915 |
-10 |
-0.1% |
19,875 |
Close |
19,970 |
19,940 |
-30 |
-0.2% |
19,970 |
Range |
155 |
105 |
-50 |
-32.3% |
305 |
ATR |
168 |
163 |
-4 |
-2.7% |
0 |
Volume |
8,201 |
6,448 |
-1,753 |
-21.4% |
39,609 |
|
Daily Pivots for day following 31-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,273 |
20,212 |
19,998 |
|
R3 |
20,168 |
20,107 |
19,969 |
|
R2 |
20,063 |
20,063 |
19,959 |
|
R1 |
20,002 |
20,002 |
19,950 |
19,980 |
PP |
19,958 |
19,958 |
19,958 |
19,948 |
S1 |
19,897 |
19,897 |
19,931 |
19,875 |
S2 |
19,853 |
19,853 |
19,921 |
|
S3 |
19,748 |
19,792 |
19,911 |
|
S4 |
19,643 |
19,687 |
19,882 |
|
|
Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,923 |
20,752 |
20,138 |
|
R3 |
20,618 |
20,447 |
20,054 |
|
R2 |
20,313 |
20,313 |
20,026 |
|
R1 |
20,142 |
20,142 |
19,998 |
20,075 |
PP |
20,008 |
20,008 |
20,008 |
19,975 |
S1 |
19,837 |
19,837 |
19,942 |
19,770 |
S2 |
19,703 |
19,703 |
19,914 |
|
S3 |
19,398 |
19,532 |
19,886 |
|
S4 |
19,093 |
19,227 |
19,802 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,180 |
19,915 |
265 |
1.3% |
152 |
0.8% |
9% |
False |
True |
7,804 |
10 |
20,180 |
19,875 |
305 |
1.5% |
147 |
0.7% |
21% |
False |
False |
7,768 |
20 |
20,230 |
19,870 |
360 |
1.8% |
161 |
0.8% |
19% |
False |
False |
8,545 |
40 |
20,320 |
19,750 |
570 |
2.9% |
178 |
0.9% |
33% |
False |
False |
9,698 |
60 |
20,320 |
19,330 |
990 |
5.0% |
184 |
0.9% |
62% |
False |
False |
6,521 |
80 |
20,320 |
18,290 |
2,030 |
10.2% |
181 |
0.9% |
81% |
False |
False |
4,895 |
100 |
20,320 |
18,290 |
2,030 |
10.2% |
178 |
0.9% |
81% |
False |
False |
3,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,466 |
2.618 |
20,295 |
1.618 |
20,190 |
1.000 |
20,125 |
0.618 |
20,085 |
HIGH |
20,020 |
0.618 |
19,980 |
0.500 |
19,968 |
0.382 |
19,955 |
LOW |
19,915 |
0.618 |
19,850 |
1.000 |
19,810 |
1.618 |
19,745 |
2.618 |
19,640 |
4.250 |
19,469 |
|
|
Fisher Pivots for day following 31-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
19,968 |
20,048 |
PP |
19,958 |
20,012 |
S1 |
19,949 |
19,976 |
|