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 |
21,775 |
21,857 |
82 |
0.4% |
21,515 |
High |
21,876 |
21,961 |
85 |
0.4% |
21,784 |
Low |
21,749 |
21,850 |
101 |
0.5% |
21,444 |
Close |
21,842 |
21,904 |
62 |
0.3% |
21,775 |
Range |
127 |
111 |
-16 |
-12.6% |
340 |
ATR |
127 |
127 |
-1 |
-0.5% |
0 |
Volume |
94,740 |
104,872 |
10,132 |
10.7% |
548,276 |
|
Daily Pivots for day following 01-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,238 |
22,182 |
21,965 |
|
R3 |
22,127 |
22,071 |
21,935 |
|
R2 |
22,016 |
22,016 |
21,924 |
|
R1 |
21,960 |
21,960 |
21,914 |
21,988 |
PP |
21,905 |
21,905 |
21,905 |
21,919 |
S1 |
21,849 |
21,849 |
21,894 |
21,877 |
S2 |
21,794 |
21,794 |
21,884 |
|
S3 |
21,683 |
21,738 |
21,874 |
|
S4 |
21,572 |
21,627 |
21,843 |
|
|
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 |
21,961 |
21,547 |
414 |
1.9% |
119 |
0.5% |
86% |
True |
False |
111,025 |
10 |
21,961 |
21,444 |
517 |
2.4% |
118 |
0.5% |
89% |
True |
False |
102,173 |
20 |
21,961 |
21,226 |
735 |
3.4% |
125 |
0.6% |
92% |
True |
False |
107,132 |
40 |
21,961 |
21,064 |
897 |
4.1% |
126 |
0.6% |
94% |
True |
False |
117,283 |
60 |
21,961 |
20,433 |
1,528 |
7.0% |
126 |
0.6% |
96% |
True |
False |
78,273 |
80 |
21,961 |
20,267 |
1,694 |
7.7% |
129 |
0.6% |
97% |
True |
False |
58,721 |
100 |
21,961 |
20,267 |
1,694 |
7.7% |
131 |
0.6% |
97% |
True |
False |
46,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,433 |
2.618 |
22,252 |
1.618 |
22,141 |
1.000 |
22,072 |
0.618 |
22,030 |
HIGH |
21,961 |
0.618 |
21,919 |
0.500 |
21,906 |
0.382 |
21,893 |
LOW |
21,850 |
0.618 |
21,782 |
1.000 |
21,739 |
1.618 |
21,671 |
2.618 |
21,560 |
4.250 |
21,378 |
|
|
Fisher Pivots for day following 01-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
21,906 |
21,877 |
PP |
21,905 |
21,850 |
S1 |
21,905 |
21,823 |
|