Trading Metrics calculated at close of trading on 31-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2017 |
31-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
5,909.00 |
5,910.00 |
1.00 |
0.0% |
5,919.25 |
High |
5,918.25 |
5,933.50 |
15.25 |
0.3% |
5,995.75 |
Low |
5,850.00 |
5,870.25 |
20.25 |
0.3% |
5,844.75 |
Close |
5,910.25 |
5,882.50 |
-27.75 |
-0.5% |
5,910.25 |
Range |
68.25 |
63.25 |
-5.00 |
-7.3% |
151.00 |
ATR |
67.39 |
67.10 |
-0.30 |
-0.4% |
0.00 |
Volume |
338,476 |
280,483 |
-57,993 |
-17.1% |
1,500,224 |
|
Daily Pivots for day following 31-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,085.25 |
6,047.00 |
5,917.25 |
|
R3 |
6,022.00 |
5,983.75 |
5,900.00 |
|
R2 |
5,958.75 |
5,958.75 |
5,894.00 |
|
R1 |
5,920.50 |
5,920.50 |
5,888.25 |
5,908.00 |
PP |
5,895.50 |
5,895.50 |
5,895.50 |
5,889.00 |
S1 |
5,857.25 |
5,857.25 |
5,876.75 |
5,844.75 |
S2 |
5,832.25 |
5,832.25 |
5,871.00 |
|
S3 |
5,769.00 |
5,794.00 |
5,865.00 |
|
S4 |
5,705.75 |
5,730.75 |
5,847.75 |
|
|
Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,370.00 |
6,291.00 |
5,993.25 |
|
R3 |
6,219.00 |
6,140.00 |
5,951.75 |
|
R2 |
6,068.00 |
6,068.00 |
5,938.00 |
|
R1 |
5,989.00 |
5,989.00 |
5,924.00 |
5,953.00 |
PP |
5,917.00 |
5,917.00 |
5,917.00 |
5,899.00 |
S1 |
5,838.00 |
5,838.00 |
5,896.50 |
5,802.00 |
S2 |
5,766.00 |
5,766.00 |
5,882.50 |
|
S3 |
5,615.00 |
5,687.00 |
5,868.75 |
|
S4 |
5,464.00 |
5,536.00 |
5,827.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,995.75 |
5,844.75 |
151.00 |
2.6% |
68.75 |
1.2% |
25% |
False |
False |
317,137 |
10 |
5,995.75 |
5,820.25 |
175.50 |
3.0% |
59.00 |
1.0% |
35% |
False |
False |
277,987 |
20 |
5,995.75 |
5,560.25 |
435.50 |
7.4% |
64.25 |
1.1% |
74% |
False |
False |
275,959 |
40 |
5,995.75 |
5,560.25 |
435.50 |
7.4% |
75.25 |
1.3% |
74% |
False |
False |
298,838 |
60 |
5,995.75 |
5,557.00 |
438.75 |
7.5% |
65.50 |
1.1% |
74% |
False |
False |
199,586 |
80 |
5,995.75 |
5,353.75 |
642.00 |
10.9% |
59.75 |
1.0% |
82% |
False |
False |
149,729 |
100 |
5,995.75 |
5,318.00 |
677.75 |
11.5% |
56.25 |
1.0% |
83% |
False |
False |
119,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,202.25 |
2.618 |
6,099.00 |
1.618 |
6,035.75 |
1.000 |
5,996.75 |
0.618 |
5,972.50 |
HIGH |
5,933.50 |
0.618 |
5,909.25 |
0.500 |
5,902.00 |
0.382 |
5,894.50 |
LOW |
5,870.25 |
0.618 |
5,831.25 |
1.000 |
5,807.00 |
1.618 |
5,768.00 |
2.618 |
5,704.75 |
4.250 |
5,601.50 |
|
|
Fisher Pivots for day following 31-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
5,902.00 |
5,920.25 |
PP |
5,895.50 |
5,907.75 |
S1 |
5,889.00 |
5,895.00 |
|