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 |
21,740 |
21,775 |
35 |
0.2% |
21,515 |
High |
21,784 |
21,876 |
92 |
0.4% |
21,784 |
Low |
21,684 |
21,749 |
65 |
0.3% |
21,444 |
Close |
21,775 |
21,842 |
67 |
0.3% |
21,775 |
Range |
100 |
127 |
27 |
27.0% |
340 |
ATR |
128 |
127 |
0 |
0.0% |
0 |
Volume |
106,336 |
94,740 |
-11,596 |
-10.9% |
548,276 |
|
Daily Pivots for day following 31-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,203 |
22,150 |
21,912 |
|
R3 |
22,076 |
22,023 |
21,877 |
|
R2 |
21,949 |
21,949 |
21,865 |
|
R1 |
21,896 |
21,896 |
21,854 |
21,923 |
PP |
21,822 |
21,822 |
21,822 |
21,836 |
S1 |
21,769 |
21,769 |
21,830 |
21,796 |
S2 |
21,695 |
21,695 |
21,819 |
|
S3 |
21,568 |
21,642 |
21,807 |
|
S4 |
21,441 |
21,515 |
21,772 |
|
|
Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,688 |
22,571 |
21,962 |
|
R3 |
22,348 |
22,231 |
21,869 |
|
R2 |
22,008 |
22,008 |
21,837 |
|
R1 |
21,891 |
21,891 |
21,806 |
21,950 |
PP |
21,668 |
21,668 |
21,668 |
21,697 |
S1 |
21,551 |
21,551 |
21,744 |
21,610 |
S2 |
21,328 |
21,328 |
21,713 |
|
S3 |
20,988 |
21,211 |
21,682 |
|
S4 |
20,648 |
20,871 |
21,588 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,876 |
21,482 |
394 |
1.8% |
129 |
0.6% |
91% |
True |
False |
113,134 |
10 |
21,876 |
21,416 |
460 |
2.1% |
126 |
0.6% |
93% |
True |
False |
103,247 |
20 |
21,876 |
21,226 |
650 |
3.0% |
129 |
0.6% |
95% |
True |
False |
106,562 |
40 |
21,876 |
21,064 |
812 |
3.7% |
126 |
0.6% |
96% |
True |
False |
114,677 |
60 |
21,876 |
20,433 |
1,443 |
6.6% |
127 |
0.6% |
98% |
True |
False |
76,526 |
80 |
21,876 |
20,267 |
1,609 |
7.4% |
130 |
0.6% |
98% |
True |
False |
57,411 |
100 |
21,876 |
20,267 |
1,609 |
7.4% |
131 |
0.6% |
98% |
True |
False |
45,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,416 |
2.618 |
22,209 |
1.618 |
22,082 |
1.000 |
22,003 |
0.618 |
21,955 |
HIGH |
21,876 |
0.618 |
21,828 |
0.500 |
21,813 |
0.382 |
21,798 |
LOW |
21,749 |
0.618 |
21,671 |
1.000 |
21,622 |
1.618 |
21,544 |
2.618 |
21,417 |
4.250 |
21,209 |
|
|
Fisher Pivots for day following 31-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
21,832 |
21,813 |
PP |
21,822 |
21,783 |
S1 |
21,813 |
21,754 |
|