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 |
19,905 |
20,060 |
155 |
0.8% |
20,005 |
High |
20,060 |
20,105 |
45 |
0.2% |
20,180 |
Low |
19,905 |
20,010 |
105 |
0.5% |
19,875 |
Close |
20,015 |
20,075 |
60 |
0.3% |
19,970 |
Range |
155 |
95 |
-60 |
-38.7% |
305 |
ATR |
163 |
158 |
-5 |
-3.0% |
0 |
Volume |
6,577 |
7,533 |
956 |
14.5% |
39,609 |
|
Daily Pivots for day following 02-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,348 |
20,307 |
20,127 |
|
R3 |
20,253 |
20,212 |
20,101 |
|
R2 |
20,158 |
20,158 |
20,093 |
|
R1 |
20,117 |
20,117 |
20,084 |
20,138 |
PP |
20,063 |
20,063 |
20,063 |
20,074 |
S1 |
20,022 |
20,022 |
20,066 |
20,043 |
S2 |
19,968 |
19,968 |
20,058 |
|
S3 |
19,873 |
19,927 |
20,049 |
|
S4 |
19,778 |
19,832 |
20,023 |
|
|
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% |
144 |
0.7% |
62% |
False |
False |
7,909 |
10 |
20,180 |
19,875 |
305 |
1.5% |
143 |
0.7% |
66% |
False |
False |
7,708 |
20 |
20,215 |
19,870 |
345 |
1.7% |
149 |
0.7% |
59% |
False |
False |
7,938 |
40 |
20,320 |
19,750 |
570 |
2.8% |
175 |
0.9% |
57% |
False |
False |
9,113 |
60 |
20,320 |
19,330 |
990 |
4.9% |
180 |
0.9% |
75% |
False |
False |
6,755 |
80 |
20,320 |
18,290 |
2,030 |
10.1% |
178 |
0.9% |
88% |
False |
False |
5,071 |
100 |
20,320 |
18,290 |
2,030 |
10.1% |
180 |
0.9% |
88% |
False |
False |
4,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,509 |
2.618 |
20,354 |
1.618 |
20,259 |
1.000 |
20,200 |
0.618 |
20,164 |
HIGH |
20,105 |
0.618 |
20,069 |
0.500 |
20,058 |
0.382 |
20,046 |
LOW |
20,010 |
0.618 |
19,951 |
1.000 |
19,915 |
1.618 |
19,856 |
2.618 |
19,761 |
4.250 |
19,606 |
|
|
Fisher Pivots for day following 02-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
20,069 |
20,052 |
PP |
20,063 |
20,028 |
S1 |
20,058 |
20,005 |
|