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 |
21,932 |
21,972 |
40 |
0.2% |
21,515 |
High |
22,055 |
21,989 |
-66 |
-0.3% |
21,784 |
Low |
21,912 |
21,928 |
16 |
0.1% |
21,444 |
Close |
21,957 |
21,974 |
17 |
0.1% |
21,775 |
Range |
143 |
61 |
-82 |
-57.3% |
340 |
ATR |
129 |
124 |
-5 |
-3.8% |
0 |
Volume |
98,542 |
85,530 |
-13,012 |
-13.2% |
548,276 |
|
Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,147 |
22,121 |
22,008 |
|
R3 |
22,086 |
22,060 |
21,991 |
|
R2 |
22,025 |
22,025 |
21,985 |
|
R1 |
21,999 |
21,999 |
21,980 |
22,012 |
PP |
21,964 |
21,964 |
21,964 |
21,970 |
S1 |
21,938 |
21,938 |
21,969 |
21,951 |
S2 |
21,903 |
21,903 |
21,963 |
|
S3 |
21,842 |
21,877 |
21,957 |
|
S4 |
21,781 |
21,816 |
21,941 |
|
|
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 |
21,684 |
371 |
1.7% |
109 |
0.5% |
78% |
False |
False |
98,004 |
10 |
22,055 |
21,444 |
611 |
2.8% |
118 |
0.5% |
87% |
False |
False |
103,083 |
20 |
22,055 |
21,226 |
829 |
3.8% |
120 |
0.5% |
90% |
False |
False |
101,156 |
40 |
22,055 |
21,081 |
974 |
4.4% |
128 |
0.6% |
92% |
False |
False |
121,654 |
60 |
22,055 |
20,433 |
1,622 |
7.4% |
127 |
0.6% |
95% |
False |
False |
81,339 |
80 |
22,055 |
20,267 |
1,788 |
8.1% |
128 |
0.6% |
95% |
False |
False |
61,021 |
100 |
22,055 |
20,267 |
1,788 |
8.1% |
131 |
0.6% |
95% |
False |
False |
48,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,248 |
2.618 |
22,149 |
1.618 |
22,088 |
1.000 |
22,050 |
0.618 |
22,027 |
HIGH |
21,989 |
0.618 |
21,966 |
0.500 |
21,959 |
0.382 |
21,951 |
LOW |
21,928 |
0.618 |
21,890 |
1.000 |
21,867 |
1.618 |
21,829 |
2.618 |
21,768 |
4.250 |
21,669 |
|
|
Fisher Pivots for day following 03-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
21,969 |
21,967 |
PP |
21,964 |
21,960 |
S1 |
21,959 |
21,953 |
|