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 |
1,430.0 |
1,424.1 |
-5.9 |
-0.4% |
1,435.0 |
High |
1,433.3 |
1,432.1 |
-1.2 |
-0.1% |
1,452.3 |
Low |
1,418.9 |
1,419.0 |
0.1 |
0.0% |
1,424.0 |
Close |
1,424.4 |
1,428.0 |
3.6 |
0.3% |
1,429.9 |
Range |
14.4 |
13.1 |
-1.3 |
-9.0% |
28.3 |
ATR |
15.0 |
14.8 |
-0.1 |
-0.9% |
0.0 |
Volume |
94,640 |
93,299 |
-1,341 |
-1.4% |
484,688 |
|
Daily Pivots for day following 01-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,465.8 |
1,460.0 |
1,435.3 |
|
R3 |
1,452.5 |
1,446.8 |
1,431.5 |
|
R2 |
1,439.5 |
1,439.5 |
1,430.5 |
|
R1 |
1,433.8 |
1,433.8 |
1,429.3 |
1,436.5 |
PP |
1,426.3 |
1,426.3 |
1,426.3 |
1,427.8 |
S1 |
1,420.8 |
1,420.8 |
1,426.8 |
1,423.5 |
S2 |
1,413.3 |
1,413.3 |
1,425.5 |
|
S3 |
1,400.3 |
1,407.5 |
1,424.5 |
|
S4 |
1,387.0 |
1,394.5 |
1,420.8 |
|
|
Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,520.3 |
1,503.5 |
1,445.5 |
|
R3 |
1,492.0 |
1,475.0 |
1,437.8 |
|
R2 |
1,463.8 |
1,463.8 |
1,435.0 |
|
R1 |
1,446.8 |
1,446.8 |
1,432.5 |
1,441.0 |
PP |
1,435.5 |
1,435.5 |
1,435.5 |
1,432.5 |
S1 |
1,418.5 |
1,418.5 |
1,427.3 |
1,412.8 |
S2 |
1,407.0 |
1,407.0 |
1,424.8 |
|
S3 |
1,378.8 |
1,390.3 |
1,422.0 |
|
S4 |
1,350.5 |
1,362.0 |
1,414.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,452.3 |
1,418.9 |
33.4 |
2.3% |
14.3 |
1.0% |
27% |
False |
False |
98,692 |
10 |
1,452.3 |
1,418.9 |
33.4 |
2.3% |
13.5 |
0.9% |
27% |
False |
False |
94,480 |
20 |
1,452.3 |
1,398.1 |
54.2 |
3.8% |
14.5 |
1.0% |
55% |
False |
False |
97,614 |
40 |
1,452.3 |
1,383.3 |
69.0 |
4.8% |
16.3 |
1.1% |
65% |
False |
False |
118,063 |
60 |
1,452.3 |
1,344.3 |
108.0 |
7.6% |
15.0 |
1.0% |
78% |
False |
False |
78,793 |
80 |
1,452.3 |
1,343.1 |
109.2 |
7.6% |
13.3 |
0.9% |
78% |
False |
False |
59,097 |
100 |
1,452.3 |
1,332.3 |
120.0 |
8.4% |
12.3 |
0.9% |
80% |
False |
False |
47,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,487.8 |
2.618 |
1,466.5 |
1.618 |
1,453.3 |
1.000 |
1,445.3 |
0.618 |
1,440.3 |
HIGH |
1,432.0 |
0.618 |
1,427.0 |
0.500 |
1,425.5 |
0.382 |
1,424.0 |
LOW |
1,419.0 |
0.618 |
1,411.0 |
1.000 |
1,406.0 |
1.618 |
1,397.8 |
2.618 |
1,384.8 |
4.250 |
1,363.3 |
|
|
Fisher Pivots for day following 01-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
1,427.3 |
1,427.3 |
PP |
1,426.3 |
1,426.8 |
S1 |
1,425.5 |
1,426.0 |
|