Trading Metrics calculated at close of trading on 03-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2017 |
03-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
20,060 |
20,080 |
20 |
0.1% |
20,005 |
High |
20,105 |
20,080 |
-25 |
-0.1% |
20,180 |
Low |
20,010 |
19,960 |
-50 |
-0.2% |
19,875 |
Close |
20,075 |
19,970 |
-105 |
-0.5% |
19,970 |
Range |
95 |
120 |
25 |
26.3% |
305 |
ATR |
158 |
155 |
-3 |
-1.7% |
0 |
Volume |
7,533 |
6,540 |
-993 |
-13.2% |
39,609 |
|
Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,363 |
20,287 |
20,036 |
|
R3 |
20,243 |
20,167 |
20,003 |
|
R2 |
20,123 |
20,123 |
19,992 |
|
R1 |
20,047 |
20,047 |
19,981 |
20,025 |
PP |
20,003 |
20,003 |
20,003 |
19,993 |
S1 |
19,927 |
19,927 |
19,959 |
19,905 |
S2 |
19,883 |
19,883 |
19,948 |
|
S3 |
19,763 |
19,807 |
19,937 |
|
S4 |
19,643 |
19,687 |
19,904 |
|
|
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 |
20,105 |
19,905 |
200 |
1.0% |
126 |
0.6% |
33% |
False |
False |
7,059 |
10 |
20,180 |
19,875 |
305 |
1.5% |
142 |
0.7% |
31% |
False |
False |
7,533 |
20 |
20,215 |
19,870 |
345 |
1.7% |
143 |
0.7% |
29% |
False |
False |
7,511 |
40 |
20,320 |
19,750 |
570 |
2.9% |
175 |
0.9% |
39% |
False |
False |
9,079 |
60 |
20,320 |
19,330 |
990 |
5.0% |
179 |
0.9% |
65% |
False |
False |
6,860 |
80 |
20,320 |
18,290 |
2,030 |
10.2% |
178 |
0.9% |
83% |
False |
False |
5,151 |
100 |
20,320 |
18,290 |
2,030 |
10.2% |
180 |
0.9% |
83% |
False |
False |
4,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,590 |
2.618 |
20,394 |
1.618 |
20,274 |
1.000 |
20,200 |
0.618 |
20,154 |
HIGH |
20,080 |
0.618 |
20,034 |
0.500 |
20,020 |
0.382 |
20,006 |
LOW |
19,960 |
0.618 |
19,886 |
1.000 |
19,840 |
1.618 |
19,766 |
2.618 |
19,646 |
4.250 |
19,450 |
|
|
Fisher Pivots for day following 03-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
20,020 |
20,005 |
PP |
20,003 |
19,993 |
S1 |
19,987 |
19,982 |
|