Trading Metrics calculated at close of trading on 04-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2017 |
04-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
20,080 |
19,980 |
-100 |
-0.5% |
19,965 |
High |
20,080 |
20,065 |
-15 |
-0.1% |
20,105 |
Low |
19,960 |
19,935 |
-25 |
-0.1% |
19,905 |
Close |
19,970 |
20,045 |
75 |
0.4% |
20,045 |
Range |
120 |
130 |
10 |
8.3% |
200 |
ATR |
155 |
153 |
-2 |
-1.2% |
0 |
Volume |
6,540 |
6,484 |
-56 |
-0.9% |
33,582 |
|
Daily Pivots for day following 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,405 |
20,355 |
20,117 |
|
R3 |
20,275 |
20,225 |
20,081 |
|
R2 |
20,145 |
20,145 |
20,069 |
|
R1 |
20,095 |
20,095 |
20,057 |
20,120 |
PP |
20,015 |
20,015 |
20,015 |
20,028 |
S1 |
19,965 |
19,965 |
20,033 |
19,990 |
S2 |
19,885 |
19,885 |
20,021 |
|
S3 |
19,755 |
19,835 |
20,009 |
|
S4 |
19,625 |
19,705 |
19,974 |
|
|
Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,618 |
20,532 |
20,155 |
|
R3 |
20,418 |
20,332 |
20,100 |
|
R2 |
20,218 |
20,218 |
20,082 |
|
R1 |
20,132 |
20,132 |
20,063 |
20,175 |
PP |
20,018 |
20,018 |
20,018 |
20,040 |
S1 |
19,932 |
19,932 |
20,027 |
19,975 |
S2 |
19,818 |
19,818 |
20,008 |
|
S3 |
19,618 |
19,732 |
19,990 |
|
S4 |
19,418 |
19,532 |
19,935 |
|
|
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% |
121 |
0.6% |
70% |
False |
False |
6,716 |
10 |
20,180 |
19,875 |
305 |
1.5% |
139 |
0.7% |
56% |
False |
False |
7,319 |
20 |
20,215 |
19,875 |
340 |
1.7% |
139 |
0.7% |
50% |
False |
False |
7,359 |
40 |
20,320 |
19,750 |
570 |
2.8% |
173 |
0.9% |
52% |
False |
False |
8,840 |
60 |
20,320 |
19,330 |
990 |
4.9% |
180 |
0.9% |
72% |
False |
False |
6,968 |
80 |
20,320 |
18,290 |
2,030 |
10.1% |
177 |
0.9% |
86% |
False |
False |
5,232 |
100 |
20,320 |
18,290 |
2,030 |
10.1% |
180 |
0.9% |
86% |
False |
False |
4,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,618 |
2.618 |
20,405 |
1.618 |
20,275 |
1.000 |
20,195 |
0.618 |
20,145 |
HIGH |
20,065 |
0.618 |
20,015 |
0.500 |
20,000 |
0.382 |
19,985 |
LOW |
19,935 |
0.618 |
19,855 |
1.000 |
19,805 |
1.618 |
19,725 |
2.618 |
19,595 |
4.250 |
19,383 |
|
|
Fisher Pivots for day following 04-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
20,030 |
20,037 |
PP |
20,015 |
20,028 |
S1 |
20,000 |
20,020 |
|