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 |
21,972 |
21,981 |
9 |
0.0% |
21,775 |
High |
21,989 |
22,046 |
57 |
0.3% |
22,055 |
Low |
21,928 |
21,956 |
28 |
0.1% |
21,749 |
Close |
21,974 |
22,017 |
43 |
0.2% |
22,017 |
Range |
61 |
90 |
29 |
47.5% |
306 |
ATR |
124 |
121 |
-2 |
-1.9% |
0 |
Volume |
85,530 |
99,367 |
13,837 |
16.2% |
483,051 |
|
Daily Pivots for day following 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,276 |
22,237 |
22,067 |
|
R3 |
22,186 |
22,147 |
22,042 |
|
R2 |
22,096 |
22,096 |
22,034 |
|
R1 |
22,057 |
22,057 |
22,025 |
22,077 |
PP |
22,006 |
22,006 |
22,006 |
22,016 |
S1 |
21,967 |
21,967 |
22,009 |
21,987 |
S2 |
21,916 |
21,916 |
22,001 |
|
S3 |
21,826 |
21,877 |
21,992 |
|
S4 |
21,736 |
21,787 |
21,968 |
|
|
Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,858 |
22,744 |
22,185 |
|
R3 |
22,552 |
22,438 |
22,101 |
|
R2 |
22,246 |
22,246 |
22,073 |
|
R1 |
22,132 |
22,132 |
22,045 |
22,189 |
PP |
21,940 |
21,940 |
21,940 |
21,969 |
S1 |
21,826 |
21,826 |
21,989 |
21,883 |
S2 |
21,634 |
21,634 |
21,961 |
|
S3 |
21,328 |
21,520 |
21,933 |
|
S4 |
21,022 |
21,214 |
21,849 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,055 |
21,749 |
306 |
1.4% |
107 |
0.5% |
88% |
False |
False |
96,610 |
10 |
22,055 |
21,444 |
611 |
2.8% |
113 |
0.5% |
94% |
False |
False |
103,132 |
20 |
22,055 |
21,226 |
829 |
3.8% |
118 |
0.5% |
95% |
False |
False |
100,800 |
40 |
22,055 |
21,081 |
974 |
4.4% |
127 |
0.6% |
96% |
False |
False |
122,927 |
60 |
22,055 |
20,433 |
1,622 |
7.4% |
127 |
0.6% |
98% |
False |
False |
82,995 |
80 |
22,055 |
20,267 |
1,788 |
8.1% |
127 |
0.6% |
98% |
False |
False |
62,262 |
100 |
22,055 |
20,267 |
1,788 |
8.1% |
132 |
0.6% |
98% |
False |
False |
49,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,429 |
2.618 |
22,282 |
1.618 |
22,192 |
1.000 |
22,136 |
0.618 |
22,102 |
HIGH |
22,046 |
0.618 |
22,012 |
0.500 |
22,001 |
0.382 |
21,991 |
LOW |
21,956 |
0.618 |
21,901 |
1.000 |
21,866 |
1.618 |
21,811 |
2.618 |
21,721 |
4.250 |
21,574 |
|
|
Fisher Pivots for day following 04-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
22,012 |
22,006 |
PP |
22,006 |
21,995 |
S1 |
22,001 |
21,984 |
|