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 |
21,857 |
21,932 |
75 |
0.3% |
21,515 |
High |
21,961 |
22,055 |
94 |
0.4% |
21,784 |
Low |
21,850 |
21,912 |
62 |
0.3% |
21,444 |
Close |
21,904 |
21,957 |
53 |
0.2% |
21,775 |
Range |
111 |
143 |
32 |
28.8% |
340 |
ATR |
127 |
129 |
2 |
1.4% |
0 |
Volume |
104,872 |
98,542 |
-6,330 |
-6.0% |
548,276 |
|
Daily Pivots for day following 02-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,404 |
22,323 |
22,036 |
|
R3 |
22,261 |
22,180 |
21,996 |
|
R2 |
22,118 |
22,118 |
21,983 |
|
R1 |
22,037 |
22,037 |
21,970 |
22,078 |
PP |
21,975 |
21,975 |
21,975 |
21,995 |
S1 |
21,894 |
21,894 |
21,944 |
21,935 |
S2 |
21,832 |
21,832 |
21,931 |
|
S3 |
21,689 |
21,751 |
21,918 |
|
S4 |
21,546 |
21,608 |
21,878 |
|
|
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 |
22,055 |
21,632 |
423 |
1.9% |
120 |
0.5% |
77% |
True |
False |
110,076 |
10 |
22,055 |
21,444 |
611 |
2.8% |
122 |
0.6% |
84% |
True |
False |
104,443 |
20 |
22,055 |
21,226 |
829 |
3.8% |
126 |
0.6% |
88% |
True |
False |
104,065 |
40 |
22,055 |
21,064 |
991 |
4.5% |
128 |
0.6% |
90% |
True |
False |
119,651 |
60 |
22,055 |
20,433 |
1,622 |
7.4% |
127 |
0.6% |
94% |
True |
False |
79,915 |
80 |
22,055 |
20,267 |
1,788 |
8.1% |
129 |
0.6% |
95% |
True |
False |
59,952 |
100 |
22,055 |
20,267 |
1,788 |
8.1% |
131 |
0.6% |
95% |
True |
False |
47,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,663 |
2.618 |
22,429 |
1.618 |
22,286 |
1.000 |
22,198 |
0.618 |
22,143 |
HIGH |
22,055 |
0.618 |
22,000 |
0.500 |
21,984 |
0.382 |
21,967 |
LOW |
21,912 |
0.618 |
21,824 |
1.000 |
21,769 |
1.618 |
21,681 |
2.618 |
21,538 |
4.250 |
21,304 |
|
|
Fisher Pivots for day following 02-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
21,984 |
21,939 |
PP |
21,975 |
21,920 |
S1 |
21,966 |
21,902 |
|