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 |
5,910.00 |
5,884.50 |
-25.50 |
-0.4% |
5,919.25 |
High |
5,933.50 |
5,931.25 |
-2.25 |
0.0% |
5,995.75 |
Low |
5,870.25 |
5,875.50 |
5.25 |
0.1% |
5,844.75 |
Close |
5,882.50 |
5,889.25 |
6.75 |
0.1% |
5,910.25 |
Range |
63.25 |
55.75 |
-7.50 |
-11.9% |
151.00 |
ATR |
67.10 |
66.29 |
-0.81 |
-1.2% |
0.00 |
Volume |
280,483 |
229,005 |
-51,478 |
-18.4% |
1,500,224 |
|
Daily Pivots for day following 01-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,066.00 |
6,033.25 |
5,920.00 |
|
R3 |
6,010.25 |
5,977.50 |
5,904.50 |
|
R2 |
5,954.50 |
5,954.50 |
5,899.50 |
|
R1 |
5,921.75 |
5,921.75 |
5,894.25 |
5,938.00 |
PP |
5,898.75 |
5,898.75 |
5,898.75 |
5,906.75 |
S1 |
5,866.00 |
5,866.00 |
5,884.25 |
5,882.50 |
S2 |
5,843.00 |
5,843.00 |
5,879.00 |
|
S3 |
5,787.25 |
5,810.25 |
5,874.00 |
|
S4 |
5,731.50 |
5,754.50 |
5,858.50 |
|
|
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% |
73.75 |
1.3% |
29% |
False |
False |
315,519 |
10 |
5,995.75 |
5,844.75 |
151.00 |
2.6% |
56.75 |
1.0% |
29% |
False |
False |
276,284 |
20 |
5,995.75 |
5,560.25 |
435.50 |
7.4% |
61.50 |
1.0% |
76% |
False |
False |
275,776 |
40 |
5,995.75 |
5,560.25 |
435.50 |
7.4% |
76.25 |
1.3% |
76% |
False |
False |
304,426 |
60 |
5,995.75 |
5,557.00 |
438.75 |
7.5% |
66.00 |
1.1% |
76% |
False |
False |
203,399 |
80 |
5,995.75 |
5,353.75 |
642.00 |
10.9% |
59.75 |
1.0% |
83% |
False |
False |
152,588 |
100 |
5,995.75 |
5,318.00 |
677.75 |
11.5% |
56.50 |
1.0% |
84% |
False |
False |
122,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,168.25 |
2.618 |
6,077.25 |
1.618 |
6,021.50 |
1.000 |
5,987.00 |
0.618 |
5,965.75 |
HIGH |
5,931.25 |
0.618 |
5,910.00 |
0.500 |
5,903.50 |
0.382 |
5,896.75 |
LOW |
5,875.50 |
0.618 |
5,841.00 |
1.000 |
5,819.75 |
1.618 |
5,785.25 |
2.618 |
5,729.50 |
4.250 |
5,638.50 |
|
|
Fisher Pivots for day following 01-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
5,903.50 |
5,891.75 |
PP |
5,898.75 |
5,891.00 |
S1 |
5,894.00 |
5,890.00 |
|