Trading Metrics calculated at close of trading on 01-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2017 |
01-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
19,965 |
19,905 |
-60 |
-0.3% |
20,005 |
High |
20,020 |
20,060 |
40 |
0.2% |
20,180 |
Low |
19,915 |
19,905 |
-10 |
-0.1% |
19,875 |
Close |
19,940 |
20,015 |
75 |
0.4% |
19,970 |
Range |
105 |
155 |
50 |
47.6% |
305 |
ATR |
163 |
163 |
-1 |
-0.4% |
0 |
Volume |
6,448 |
6,577 |
129 |
2.0% |
39,609 |
|
Daily Pivots for day following 01-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,458 |
20,392 |
20,100 |
|
R3 |
20,303 |
20,237 |
20,058 |
|
R2 |
20,148 |
20,148 |
20,044 |
|
R1 |
20,082 |
20,082 |
20,029 |
20,115 |
PP |
19,993 |
19,993 |
19,993 |
20,010 |
S1 |
19,927 |
19,927 |
20,001 |
19,960 |
S2 |
19,838 |
19,838 |
19,987 |
|
S3 |
19,683 |
19,772 |
19,973 |
|
S4 |
19,528 |
19,617 |
19,930 |
|
|
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 |
19,905 |
275 |
1.4% |
149 |
0.7% |
40% |
False |
True |
7,635 |
10 |
20,180 |
19,875 |
305 |
1.5% |
143 |
0.7% |
46% |
False |
False |
7,523 |
20 |
20,230 |
19,870 |
360 |
1.8% |
160 |
0.8% |
40% |
False |
False |
8,453 |
40 |
20,320 |
19,750 |
570 |
2.8% |
179 |
0.9% |
46% |
False |
False |
9,411 |
60 |
20,320 |
19,330 |
990 |
4.9% |
182 |
0.9% |
69% |
False |
False |
6,630 |
80 |
20,320 |
18,290 |
2,030 |
10.1% |
180 |
0.9% |
85% |
False |
False |
4,977 |
100 |
20,320 |
18,290 |
2,030 |
10.1% |
179 |
0.9% |
85% |
False |
False |
3,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,719 |
2.618 |
20,466 |
1.618 |
20,311 |
1.000 |
20,215 |
0.618 |
20,156 |
HIGH |
20,060 |
0.618 |
20,001 |
0.500 |
19,983 |
0.382 |
19,964 |
LOW |
19,905 |
0.618 |
19,809 |
1.000 |
19,750 |
1.618 |
19,654 |
2.618 |
19,499 |
4.250 |
19,246 |
|
|
Fisher Pivots for day following 01-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
20,004 |
20,008 |
PP |
19,993 |
20,000 |
S1 |
19,983 |
19,993 |
|